Delta

← opportunities · hypothesis 64cda1ac · 09-04 15:00Z · MOCK data

WHY AUD/USD LONG?LONGrejectedfx.momentum4H-3DVOLATILITY EXPANSIONCRYPTO 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

fx.momentum LONG AUD/USD: momentum signal, horizon 4H-3D
GBPUSD momentum +0.6 sd with correlation +0.62 confirms the trade
SPX momentum +1.7 sd with correlation +0.38 confirms the trade
120-bar momentum +1.52 sd crossed +1.5
momentum changed +0.50 sd over 24 bars
RSI 72: momentum not yet exhausted
Against: usd strengthening regime (0.36) hurts a long AUDUSD (assumed sensitivity -0.8)

DecisionREJECTED

superseded by higher-confidence fx.breakout on the same instrument

conflicteligibility—superseded by higher-confidence fx.breakout on the same instrument

Supporting evidence5

▲cross asset0.57GBPUSD momentum +0.6 sd with correlation +0.62 confirms the trade
▲cross asset1.68SPX momentum +1.7 sd with correlation +0.38 confirms the trade
▲technical1.52120-bar momentum +1.52 sd crossed +1.5
▲technical0.50momentum changed +0.50 sd over 24 bars
▲technical72RSI 72: momentum not yet exhausted

Contradicting evidence2

▼macro0.23usd strengthening regime (0.36) hurts a long AUDUSD (assumed sensitivity -0.8)
▼cross assetAUDUSD-EURUSD correlation has broken down (+0.08 short vs +0.43 long): cross-asset read is less reliable

Invalidation conditionschecked every strategy bar

stop at 0.811436 (4.0 x ATR(14))
120-bar momentum turns negative
horizon exceeded: 72 bars held

Confirmationuncalibrated scores

cross asset	MIXED	+0.08	3 ev.
macro	MIXED	−0.13	1 ev.
technical	CONFIRMS	+0.26	3 ev.

Event riskscore 0.50

next event: none in window
blocks entry: no
size multiplier: 1.00×
confidence add: +0

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Not evaluated (conflict or superseded before risk).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	−1.2
regime alignment	0.12	+0.8
cross asset	0.12	+0.5
volatility	0.08	+4.0
liquidity	0.08	+4.0
event risk	0.10	−2.5
historical performance	0.12	+0.1
risk reward	0.08	+1.3

Trade plan

Entry zone: 0.81847 – 0.81941
Reference: 0.81894
Stop: 0.81144 · 4.0 ATR
Target 1: 0.83395 · 2.0R
Reward / risk: 2.00
Expected horizon: 4H-3D · max 72 bars
Expected return: +0.01R
OOS win rate (uncal.): 40.0% · n=8

walk-forward out-of-sample (2026-09-16): n=8, shrunk mean R x 0.29, Beta(1,1) win rate

Size and portfolio impact

Not evaluated (superseded by higher-confidence fx.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: 2026-09-04T15:00:00Z
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: fx.momentum@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