← opportunities · hypothesis 85e839c9 · 09-04 14:00Z · MOCK data
WHY XAU/USD LONG?LONGexecutedcmd.macro_event4H-1WMOCK sandboxVOLATILITY EXPANSIONCRYPTO DELEVERAGINGMOCK
- executed09-04 14:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
- cmd.macro_event LONG XAU/USD: macro signal, horizon 4H-1W
- post-release move 1.6 ATR in the trade direction
- US_NFP released 1 bar(s) ago (MOCK surprise -1.80 sd)
- Against: usd strengthening regime (0.39) hurts a long XAUUSD (assumed sensitivity -0.7)
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲technical1.56post-release move 1.6 ATR in the trade direction
- ▲event-1.80US_NFP released 1 bar(s) ago (MOCK surprise -1.80 sd)
- ▼macro0.28usd strengthening regime (0.39) hurts a long XAUUSD (assumed sensitivity -0.7)
- stop at 2047.29 (1.6 x ATR(14))
- price returns through the pre-US_NFP level 2047
- horizon exceeded: 48 bars held
| cross asset | MIXED | 0.00 | 0 ev. |
| macro | MIXED | −0.19 | 1 ev. |
| technical | CONFIRMS | +0.62 | 1 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- high
- score
- +1.00
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
55
55
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 | −1.8 | |
| regime alignment | 0.12 | +0.4 | |
| cross asset | 0.12 | 0.0 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +4.0 | |
| event risk | 0.10 | −3.3 | |
| historical performance | 0.12 | +0.6 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 2,055.58 – 2,058.75
- Reference
- 2,057.16
- Stop
- 2,047.29 · 1.6 ATR
- Target 1
- 2,076.90 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 4H-1W · max 48 bars
- Expected return
- +0.15R
- OOS win rate (uncal.)
- 50.0% · n=10
walk-forward out-of-sample (2026-09-16): n=10, shrunk mean R x 0.33, Beta(1,1) win rate
Size25approved
Risk0.25%$247 · notional $51,429
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 | ✓ | high | not closed/maintenance/rollover/reopen | core session: day |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 0.98 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✓ | 55.3 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 2 | 1.5 | |
| trade | stop distance sane | ✓ | 1.56 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✓ | 0 open, 0 pending | none | |
| portfolio | consecutive loss pause | ✓ | 2 | 4 | |
| portfolio | daily loss limit | ✓ | -0.2292 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.4079 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 25 | 1 | units (troy oz) |
| trade | risk per trade | ✓ | 0.2477 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 53.1 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.531 | 5 | |
| portfolio | currency exposure | ✓ | 0 | 300 | largest net currency exposure: - |
| portfolio | usd factor exposure | ✓ | -40.88 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.248 | 1.5 | no correlated open positions |
| portfolio | crypto exposure | ✓ | 1.46 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 9.464 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 3 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 50 | 0.5% of $99,592 = $498 over a stop of 9.86945 ($9.8694/unit) | |
| confidence_adjusted | 25 | 0.51 | confidence 55 -> x0.51 (never above x1.00) |
| portfolio_risk_adjusted | 25 | 1.00 | correlated open risk $0 of $1,494 cluster budget -> x1.00 |
| event_policy | 25 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 25 | rounded down to step 1 |
| Created | Role | Type | Qty | Status | Avg fill |
|---|---|---|---|---|---|
| 09-04 14:00Z | take profit | SELL LIMIT | 25 | cancelled | — |
| 09-04 14:00Z | stop loss | SELL STOP | 25 | filled | 2,046.92 |
| 09-04 14:00Z | entry | BUY MARKET | 25 | filled | 2,057.50 |
normal variance −1.08R Closed at -1.08R: loss within the normal range for the strategy; no specific failure identified.
- data mode
- MOCK
- timestamp
- 2026-09-04T14:00:00Z
- 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