← opportunities · hypothesis 7ddc12d0 · 09-15 18:00Z · MOCK data
WHY GBP/USD SHORT?SHORTrejectedfx.mean_reversion4H-2DRISK ONUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- fx.mean_reversion SHORT GBP/USD: mean reversion signal, horizon 4H-2D
- volatility not expanding
- price 2.45 sd above its 50-bar mean
- efficiency 0.22 < 0.25: ranging market
- RSI 74: stretched
- Against: usd weakening regime (0.73) hurts a short GBPUSD (assumed sensitivity -1.0)
rejected: confidence_minimum; no_conflicting_position
- tradeconfidence minimum51.2 vs 55uncalibrated score; event policy adds 0
- tradeno conflicting position1 open, 0 pending vs nonean open or pending position already exists on this instrument
- ▲regime0.05volatility not expanding
- ▲technical2.45price 2.45 sd above its 50-bar mean
- ▲technical0.22efficiency 0.22 < 0.25: ranging market
- ▲technical74RSI 74: stretched
- ▼macro-0.71usd weakening regime (0.73) hurts a short GBPUSD (assumed sensitivity -1.0)
- ▼macro0.51risk on regime (0.57) hurts a short GBPUSD (assumed sensitivity +0.3)
- ▼cross asset0.95EURUSD momentum +1.0 sd with correlation +0.62 contradicts the trade
- stop at 1.42112 (3.0 x ATR(14))
- move extends beyond 3.7 sd: range broken
- horizon exceeded: 48 bars held
| cross asset | MIXED | −0.25 | 1 ev. |
| macro | CONTRADICTS | −0.62 | 3 ev. |
| technical | MIXED | +0.20 | 3 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- normal
- score
- +0.50
| eligibility | 1 ✓ | 0 ✗ |
| trade | 8 ✓ | 2 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
51
51
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 | 0.0 | |
| macro confirmation | 0.18 | −5.6 | |
| regime alignment | 0.12 | +2.1 | |
| cross asset | 0.12 | −1.5 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | 0.0 | |
| historical performance | 0.12 | 0.0 | |
| risk reward | 0.08 | +0.2 |
- Entry zone
- 1.41012 – 1.41182
- Reference
- 1.41097
- Stop
- 1.42112 · 3.0 ATR
- Target 1
- 1.39506 · 50-bar mean
- Reward / risk
- 1.57
- Expected horizon
- 4H-2D · max 48 bars
- Expected return
- unavailable
- OOS win rate (uncal.)
- unavailable
unavailable: no out-of-sample record for this strategy/instrument
Size0.000not approved
Risk0.18%$183 · notional $25,397
Portfolio impact
Not evaluated: the opportunity was rejected before the portfolio projection.
| Layer | Check | Value | Limit | Detail | |
|---|---|---|---|---|---|
| system | kill switch inactive | ✓ | inactive | inactive | |
| system | trading mode valid | ✓ | paper | paper|backtest|live | |
| eligibility | strategy stage eligible | ✓ | BACKTEST (sandbox) | PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTION | MOCK sandbox: strategy has not earned PAPER; simulated on synthetic data only |
| trade | market liquidity allows entry | ✓ | normal | not closed/maintenance/rollover/reopen | home session: new_york |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 1.04 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✗ | 51.2 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 1.568 | 1.5 | |
| trade | stop distance sane | ✓ | 3 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✗ | 1 open, 0 pending | none | an open or pending position already exists on this instrument |
| portfolio | consecutive loss pause | ✓ | 5 | 4 | |
| portfolio | daily loss limit | ✓ | 0.0219 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.9042 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 18,000 | 1,000 | units (GBP) |
| trade | risk per trade | ✓ | 0.1842 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 61.17 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.612 | 5 | |
| portfolio | currency exposure | ✓ | 7.11 | 300 | largest net currency exposure: GBP |
| portfolio | usd factor exposure | ✓ | -1.73 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.565 | 1.5 | 2 positions move together (short-USD expression): LONG GBPUSD, SHORT GBPUSD |
| portfolio | crypto exposure | ✓ | 2.84 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 3.776 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 3 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 48,867 | 0.5% of $99,181 = $496 over a stop of 0.0101481 ($0.0101/unit) | |
| confidence_adjusted | 24,433 | 0.50 | confidence 51 -> x0.50 (never above x1.00) |
| portfolio_risk_adjusted | 18,230 | 0.75 | correlated open risk $378 of $1,488 cluster budget -> x0.75 |
| event_policy | 18,230 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 18,000 | rounded down to step 1000 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-15T18:00:00Z
- 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.mean_reversion@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