← opportunities · hypothesis d2c87d0e · 09-04 20:00Z · MOCK data
WHY AUD/USD LONG?LONGrejectedfx.momentum4H-3DVOLATILITY EXPANSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- fx.momentum LONG AUD/USD: momentum signal, horizon 4H-3D
- growth acceleration regime (0.49) helps a long AUDUSD (assumed sensitivity +0.5)
- GBPUSD momentum +0.9 sd with correlation +0.62 confirms the trade
- SPX momentum +1.9 sd with correlation +0.37 confirms the trade
- 120-bar momentum +1.78 sd crossed +1.5
- momentum changed +1.09 sd over 24 bars
- Against: usd strengthening regime (0.37) hurts a long AUDUSD (assumed sensitivity -0.8)
rejected: no_conflicting_position
- tradeno conflicting position1 open, 0 pending vs nonean open or pending position already exists on this instrument
- ▲macro0.41growth acceleration regime (0.49) helps a long AUDUSD (assumed sensitivity +0.5)
- ▲cross asset0.88GBPUSD momentum +0.9 sd with correlation +0.62 confirms the trade
- ▲cross asset1.87SPX momentum +1.9 sd with correlation +0.37 confirms the trade
- ▲technical1.78120-bar momentum +1.78 sd crossed +1.5
- ▲technical1.09momentum changed +1.09 sd over 24 bars
- ▲technical69RSI 69: momentum not yet exhausted
- ▼macro0.25usd strengthening regime (0.37) 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
- stop at 0.811862 (4.0 x ATR(14))
- 120-bar momentum turns negative
- horizon exceeded: 72 bars held
| cross asset | MIXED | +0.17 | 3 ev. |
| macro | MIXED | −0.11 | 2 ev. |
| technical | CONFIRMS | +0.54 | 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 | 9 ✓ | 1 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
blocked by no_conflicting_position
- no conflicting position1 open, 0 pending / none
- confidence minimum58.2 / 5595%
- strategy stage eligibleBACKTEST (sandbox) / PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTION
- market liquidity allows entrynormal / not closed/maintenance/rollover/reopen
- quote fresh0 / 150%
- spread sane1.14 / 2.546%
- event policyclear / clear
- risk reward minimum2 / 1.575%
- stop distance sane4 / 0.513%
- size above minimum25,000 / 1,0004%
- risk per trade0.204 / 120%
11 checks passed
- consecutive loss pause3 / 475%
- daily loss limit-0.503 / -225%
- drawdown limit0.681 / 107%
- gross exposure59.29 / 50012%
- leverage0.593 / 512%
- currency exposure57.79 / 30019%
- usd factor exposure-58.1 / 25023%
- correlated cluster risk0.589 / 1.539%
- crypto exposure1.5 / 503%
- portfolio volatility8.766 / 2044%
- max open positions4 / 850%
2 checks passed
- kill switch inactiveinactive / inactive
- trading mode validpaper / paper|backtest|live
BLOCK = a hard check failed; WARN = passed but at >= 80% of a maximum, within 10% of a minimum, or a monitor above its level. Right column: how close a passed check is to its limit. risk_layers-1.0.0+63bba1f7
58
58
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 | −1.0 | |
| regime alignment | 0.12 | +0.8 | |
| cross asset | 0.12 | +1.0 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | 0.0 | |
| historical performance | 0.12 | +0.1 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 0.81944 – 0.82045
- Reference
- 0.81995
- Stop
- 0.81186 · 4.0 ATR
- Target 1
- 0.83612 · 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
Size0.000not approved
Risk0.20%$202 · notional $20,499
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 | ✓ | 1.14 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✓ | 58.2 | 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 | ✓ | 3 | 4 | |
| portfolio | daily loss limit | ✓ | -0.5026 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.6808 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 25,000 | 1,000 | units (AUD) |
| trade | risk per trade | ✓ | 0.2035 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 59.29 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.593 | 5 | |
| portfolio | currency exposure | ✓ | 57.79 | 300 | largest net currency exposure: AUD |
| portfolio | usd factor exposure | ✓ | -58.1 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.589 | 1.5 | 2 positions move together (short-USD expression): LONG AUDUSD, LONG AUDUSD |
| portfolio | crypto exposure | ✓ | 1.5 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 8.766 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 4 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 61,415 | 0.5% of $99,319 = $497 over a stop of 0.00808597 ($0.0081/unit) | |
| confidence_adjusted | 33,983 | 0.55 | confidence 58 -> x0.55 (never above x1.00) |
| portfolio_risk_adjusted | 25,245 | 0.74 | correlated open risk $383 of $1,490 cluster budget -> x0.74 |
| event_policy | 25,245 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 25,000 | rounded down to step 1000 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-04T20:00:00Z
- 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