Delta

← opportunities · hypothesis 63e582d8 · 09-16 10:00Z · MOCK data

WHY BTC/USD SHORT?SHORTrejectedcrypto.market_structure8H-4DUSD 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

crypto.market_structure SHORT BTC/USD: structure signal, horizon 8H-4D
crypto deleveraging regime (0.76) helps a short BTCUSD (assumed sensitivity +1.0)
ETHUSD momentum -1.0 sd with correlation +0.74 confirms the trade
lower highs and lower lows
close broke the last confirmed swing low
Against: usd weakening regime (0.67) hurts a short BTCUSD (assumed sensitivity -0.3)

DecisionREJECTED

superseded by higher-confidence crypto.volatility on the same instrument

conflicteligibility—superseded by higher-confidence crypto.volatility on the same instrument

Supporting evidence4

▲macro-0.74crypto deleveraging regime (0.76) helps a short BTCUSD (assumed sensitivity +1.0)
▲cross asset-0.97ETHUSD momentum -1.0 sd with correlation +0.74 confirms the trade
▲technical-1.00lower highs and lower lows
▲technical78,201close broke the last confirmed swing low

Contradicting evidence2

▼macro-0.63usd weakening regime (0.67) hurts a short BTCUSD (assumed sensitivity -0.3)
▼macro0.45risk on regime (0.52) hurts a short BTCUSD (assumed sensitivity +0.6)

Invalidation conditionschecked every strategy bar

stop at 85654.6 (5.0 x ATR(14))
swing structure turns bullish (higher highs and lows)
horizon exceeded: 96 bars held

Confirmationuncalibrated scores

cross asset	CONFIRMS	+0.34	1 ev.
macro	MIXED	−0.02	3 ev.
technical	CONFIRMS	+0.45	2 ev.

Event riskscore 0.25

next event: US_RETAIL_SALES · 150 min
blocks entry: no
size multiplier: 0.50×
confidence add: +10

pre_event_reduce: US_RETAIL_SALES (HIGH) in 150 min

Liquidity

state at decision: normal
score: +0.50

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Not evaluated (conflict or superseded before risk).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	+1.0
cross asset	0.12	+2.0
volatility	0.08	+3.8
liquidity	0.08	+2.0
event risk	0.10	−1.3
historical performance	0.12	−0.6
risk reward	0.08	+1.3

Trade plan

Entry zone: 77,727.1 – 78,480.3
Reference: 78,103.7
Stop: 85,654.6 · 5.0 ATR
Target 1: 63,002.0 · 2.0R
Reward / risk: 2.00
Expected horizon: 8H-4D · max 96 bars
Expected return: −0.08R
OOS win rate (uncal.): 30.0% · n=18

walk-forward out-of-sample (2026-09-16): n=18, shrunk mean R x 0.47, Beta(1,1) win rate

Size and portfolio impact

Not evaluated (superseded by higher-confidence crypto.volatility on the same instrument).

Execution and outcome

No orders: this hypothesis did not reach the broker.

Versionsevery trade is traceable

data mode: MOCK
timestamp: 2026-09-16T10:00:00Z
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: crypto.market_structure@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