← opportunities · hypothesis c5df3cb1 · 09-16 07:00Z · MOCK data
WHY EUR/USD LONG?LONGrejectedfx.momentum4H-3DUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- fx.momentum LONG EUR/USD: momentum signal, horizon 4H-3D
- usd weakening regime (0.73) helps a long EURUSD (assumed sensitivity -1.0)
- GBPUSD momentum +2.4 sd with correlation +0.66 confirms the trade
- USDJPY momentum -1.7 sd with correlation -0.64 confirms the trade
- 120-bar momentum +1.64 sd crossed +1.5
- momentum changed +1.20 sd over 24 bars
- Against: EURUSD-USDJPY correlation has broken down (-0.18 short vs -0.64 long): cross-asset read is less reliable
rejected: no_conflicting_position
- tradeno conflicting position1 open, 0 pending vs nonean open or pending position already exists on this instrument
- ▲macro-0.70usd weakening regime (0.73) helps a long EURUSD (assumed sensitivity -1.0)
- ▲cross asset2.35GBPUSD momentum +2.4 sd with correlation +0.66 confirms the trade
- ▲cross asset-1.67USDJPY momentum -1.7 sd with correlation -0.64 confirms the trade
- ▲technical1.64120-bar momentum +1.64 sd crossed +1.5
- ▲technical1.20momentum changed +1.20 sd over 24 bars
- ▲technical71RSI 71: momentum not yet exhausted
- ▼cross assetEURUSD-USDJPY correlation has broken down (-0.18 short vs -0.64 long): cross-asset read is less reliable
- stop at 1.19362 (4.0 x ATR(14))
- 120-bar momentum turns negative
- horizon exceeded: 72 bars held
| cross asset | MIXED | +0.23 | 3 ev. |
| macro | CONFIRMS | +0.63 | 1 ev. |
| technical | CONFIRMS | +0.51 | 3 ev. |
- next event
- US_RETAIL_SALES · 330 min
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- normal
- score
- +0.50
| eligibility | 1 ✓ | 0 ✗ |
| trade | 9 ✓ | 1 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
62
62
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 | −1.1 | |
| cross asset | 0.12 | +1.4 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | −1.2 | |
| historical performance | 0.12 | +0.4 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 1.19966 – 1.20046
- Reference
- 1.20006
- Stop
- 1.19362 · 4.0 ATR
- Target 1
- 1.21294 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 4H-3D · max 72 bars
- Expected return
- +0.07R
- OOS win rate (uncal.)
- 53.3% · n=13
walk-forward out-of-sample (2026-09-16): n=13, shrunk mean R x 0.39, Beta(1,1) win rate
Size0.000not approved
Risk0.18%$174 · notional $32,402
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: london |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 1.66 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✓ | 62.4 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 2 | 1.5 | |
| trade | stop distance sane | ✓ | 4 | 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 | ✓ | 0.1253 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.8582 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 27,000 | 1,000 | units (EUR) |
| trade | risk per trade | ✓ | 0.1752 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 103.29 | 500 | % of equity |
| portfolio | leverage | ✓ | 1.033 | 5 | |
| portfolio | currency exposure | ✓ | -100.45 | 300 | largest net currency exposure: USD |
| portfolio | usd factor exposure | ✓ | -92.09 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.804 | 1.5 | 3 positions move together (short-USD expression): LONG EURUSD, LONG GBPUSD, LONG EURUSD |
| portfolio | crypto exposure | ✓ | 2.83 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 9.758 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 4 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 77,038 | 0.5% of $99,227 = $496 over a stop of 0.00644013 ($0.0064/unit) | |
| confidence_adjusted | 48,021 | 0.62 | confidence 62 -> x0.62 (never above x1.00) |
| portfolio_risk_adjusted | 27,884 | 0.58 | correlated open risk $624 of $1,488 cluster budget -> x0.58 |
| event_policy | 27,884 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 27,000 | rounded down to step 1000 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-16T07:00:00Z
- 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