Delta

← opportunities · hypothesis 61ed376e · 09-16 16:00Z · MOCK data

WHY WTI SHORT?SHORTrejectedcmd.macro_event4H-1WUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK

Lifecyclecandidate → qualified → approved → executed, or rejected / expired

No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.

Thesisrules-explainer-1.0.0 · from recorded evidence

cmd.macro_event SHORT WTI: macro signal, horizon 4H-1W
disinflationary regime (0.61) helps a short WTI (assumed sensitivity +0.8)
AUDUSD momentum -0.7 sd with correlation +0.31 confirms the trade
post-release move 3.9 ATR in the trade direction
EIA_CRUDE released 1 bar(s) ago (MOCK surprise +0.54 sd)
Against: usd weakening regime (0.57) hurts a short WTI (assumed sensitivity -0.2)

DecisionREJECTED

superseded by higher-confidence cmd.breakout on the same instrument

conflicteligibility—superseded by higher-confidence cmd.breakout on the same instrument

Supporting evidence4

▲macro-0.55disinflationary regime (0.61) helps a short WTI (assumed sensitivity +0.8)
▲cross asset-0.72AUDUSD momentum -0.7 sd with correlation +0.31 confirms the trade
▲technical3.93post-release move 3.9 ATR in the trade direction
▲event0.54EIA_CRUDE released 1 bar(s) ago (MOCK surprise +0.54 sd)

Contradicting evidence2

▼macro-0.51usd weakening regime (0.57) hurts a short WTI (assumed sensitivity -0.2)
▼event120FOMC (CRITICAL) in 120 min; event risk 0.67

Invalidation conditionschecked every strategy bar

stop at 178.153 (3.9 x ATR(14))
price returns through the pre-EIA_CRUDE level 178.2
horizon exceeded: 48 bars held

Confirmationuncalibrated scores

cross asset	MIXED	+0.17	1 ev.
macro	MIXED	−0.03	2 ev.
technical	CONFIRMS	+0.71	1 ev.

Event riskscore 0.67

next event: FOMC · 120 min
blocks entry: no
size multiplier: 0.50×
confidence add: +10

pre_event_reduce: FOMC (CRITICAL) in 120 min

Liquidity

state at decision: high
score: +1.00

Risk layersnot evaluated

Not evaluated (conflict or superseded before risk).

ConfidenceELEVATED · conf-1.0.0

Not a probability. Heuristic weighted score. Not a probability of profit. Calibrate on >=200 paper trades (reliability diagram) before treating as one.

signal agreement	0.12	+6.0
macro confirmation	0.18	−0.2
regime alignment	0.12	+0.8
cross asset	0.12	+1.1
volatility	0.08	+4.0
liquidity	0.08	+4.0
event risk	0.10	−3.3
historical performance	0.12	−0.2
risk reward	0.08	+1.3

Trade plan

Entry zone: 171.94 – 172.68
Reference: 172.31
Stop: 178.15 · 3.9 ATR
Target 1: 160.63 · 2.0R
Reward / risk: 2.00
Expected horizon: 4H-1W · max 48 bars
Expected return: −0.06R
OOS win rate (uncal.): 44.4% · n=7

walk-forward out-of-sample (2026-09-16): n=7, shrunk mean R x 0.26, Beta(1,1) win rate

Size and portfolio impact

Not evaluated (superseded by higher-confidence cmd.breakout on the same instrument).

Execution and outcome

No orders: this hypothesis did not reach the broker.

Versionsevery trade is traceable

data mode: MOCK
timestamp: 2026-09-16T16:00:00Z
data source: mock
risk version: risk-1.0.0+e561f3f2
model version: regime-rules-1.0.0+ba09c5ab
feature version: fs-1.0.0+bbfe6af5
strategy version: cmd.macro_event@1.0.0
execution version: exec-1.0.0+821dd562
confidence version: conf-1.0.0+18bcb659
event policy version: evpol-1.0.0+391f9e5d