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MOCK DATA — every price, event and result on this screen comes from Delta's synthetic world. None of it is a market price or evidence of real-market edge.

← opportunities · hypothesis e73475aa · 09-17 01:00Z · MOCK data

WHY ETH/USD SHORT?SHORTexecutedcrypto.momentum4H-3DMOCK sandboxDISINFLATIONARYCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. candidate09-17 01:00Zcrypto.momentum SHORT signal on ETHUSD
  2. qualified09-17 01:00Zpassed 9 trade-quality and eligibility gates
  3. approved09-17 01:00Zapproved: all risk layers passed; MARKET order (market order: liquidity normal, spread 0.8x typical)
  4. executed09-17 01:00Zentry order filled 1.2 @ 1763.6 · broker
Thesisrules-explainer-1.0.0 · from recorded evidence
  1. crypto.momentum SHORT ETH/USD: momentum signal, horizon 4H-3D
  2. risk off regime (0.37) helps a short ETHUSD (assumed sensitivity +0.7)
  3. crypto deleveraging regime (0.80) helps a short ETHUSD (assumed sensitivity +1.0)
  4. BTCUSD momentum -2.2 sd with correlation +0.73 confirms the trade
  5. momentum -1.64 sd crossed 1.5
  6. RSI 45: not at an extreme
DecisionEXECUTED

entry order filled 1.2 @ 1763.6

Simulated under the MOCK sandbox: the strategy has not earned PAPER.

No rejection reasons.

Supporting evidence5
  • ▲macro-0.25risk off regime (0.37) helps a short ETHUSD (assumed sensitivity +0.7)
  • ▲macro-0.78crypto deleveraging regime (0.80) helps a short ETHUSD (assumed sensitivity +1.0)
  • ▲cross asset-2.18BTCUSD momentum -2.2 sd with correlation +0.73 confirms the trade
  • ▲technical-1.64momentum -1.64 sd crossed 1.5
  • ▲technical45RSI 45: not at an extreme
Contradicting evidence0
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
Invalidation conditionschecked every strategy bar
  • stop at 2054.67 (5.0 x ATR(14))
  • 120-bar momentum turns positive
  • horizon exceeded: 72 bars held
Confirmationuncalibrated scores
cross assetCONFIRMS+1.001 ev.
macroCONFIRMS+0.362 ev.
technicalCONFIRMS+0.602 ev.
Event riskscore 0.00
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
normal
score
+0.50
Risk layers0.35% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system3 ✓0 ✗
Three-layer riskstored at decision timePASS
TRADE RISKPASS

11 checks passed

  • strategy stage eligibleBACKTEST (sandbox) / PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTION
  • market liquidity allows entrynormal / not closed/maintenance/rollover/reopen
  • quote fresh0 / 150%
  • spread sane0.85 / 2.534%
  • event policyclear / clear
  • confidence minimum67.4 / 5582%
  • risk reward minimum2 / 1.575%
  • stop distance sane5 / 0.510%
  • no conflicting position0 open, 0 pending / none
  • size above minimum1.2 / 0.011%
  • risk per trade0.352 / 135%
PORTFOLIO RISKPASS

11 checks passed

  • consecutive loss pause1 / 425%
  • daily loss limit0 / -20%
  • drawdown limit1.024 / 1010%
  • gross exposure2.14 / 5000%
  • leverage0.021 / 50%
  • currency exposure0 / 3000%
  • usd factor exposure2.13 / 2501%
  • correlated cluster risk0.352 / 1.523%
  • crypto exposure2.14 / 504%
  • portfolio volatility3.645 / 2018%
  • max open positions1 / 813%
SYSTEM RISKPASS

3 checks passed

  • kill switch inactiveinactive / inactive
  • trading mode validpaper / paper|backtest|live
  • system risk monitorOK / not BLOCK

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

ConfidenceELEVATED · conf-1.0.0
67
67

Not a probability. Heuristic weighted score. Not a probability of profit. Calibrate on >=200 paper trades (reliability diagram) before treating as one.

signal agreement0.120.0
macro confirmation0.18+3.2
regime alignment0.12+1.1
cross asset0.12+6.0
volatility0.08+4.0
liquidity0.08+2.0
event risk0.100.0
historical performance0.12−0.2
risk reward0.08+1.3
Trade plan
Entry zone
1,749.44 – 1,778.51
Reference
1,763.98
Stop
2,054.67 · 5.0 ATR
Target 1
1,182.60 · 2.0R
Reward / risk
2.00
Expected horizon
4H-3D · max 72 bars
Expected return
−0.04R
OOS win rate (uncal.)
46.7% · n=13

walk-forward out-of-sample (2026-09-16): n=13, shrunk mean R x 0.39, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size1.200approved
Risk0.35%$349 · notional $2,117

Portfolio impact

BeforeAfter
Gross exposure0.0%2.1%
USD factor exposure0.0%+2.1%
Largest currency- 0.0%- 0.0%
Forecast volatilityn/a3.6%
Open positions01
Correlated cluster risk0.00%0.35%
Factor themenonenone
USD per 1σ day0.00%+0.02%
RISK per 1σ day0.00%−0.06%

Does not join a correlated cluster of open positions.

Every risk check
LayerCheckValueLimitDetail
systemkill switch inactive✓inactiveinactive
systemtrading mode valid✓paperpaper|backtest|live
eligibilitystrategy stage eligible✓BACKTEST (sandbox)PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTIONMOCK sandbox: strategy has not earned PAPER; simulated on synthetic data only
trademarket liquidity allows entry✓normalnot closed/maintenance/rollover/reopenregular session
tradequote fresh✓015minutes since last quote
tradespread sane✓0.852.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓67.455uncalibrated score; event policy adds 0
traderisk reward minimum✓21.5
tradestop distance sane✓50.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓14
portfoliodaily loss limit✓0-2% since trading-day start
portfoliodrawdown limit✓1.024410% below peak equity
tradesize above minimum✓1.20.01units (ETH)
traderisk per trade✓0.35211% of equity at the stop
portfoliogross exposure✓2.14500% of equity
portfolioleverage✓0.0215
portfoliocurrency exposure✓0300largest net currency exposure: -
portfoliousd factor exposure✓2.13250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.3521.5no correlated open positions
portfoliocrypto exposure✓2.1450% of equity
portfolioportfolio volatility✓3.64520forecast annualised volatility
portfoliomax open positions✓18
tradesystem risk monitor✓OKnot BLOCKno system risk metric above its level
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk1.7040.5% of $99,061 = $495 over a stop of 290.691 ($290.6908/unit)
confidence_adjusted1.2040.71confidence 67 -> x0.71 (never above x1.00)
portfolio_risk_adjusted1.2041.00correlated open risk $0 of $1,486 cluster budget -> x1.00
event_policy1.2041.00event policy x1.00, liquidity x1.00
caps1.200rounded down to step 0.01
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-17 01:00ZentrySELL MARKET1.200filled 1,763.60
09-17 01:00Ztake profitBUY LIMIT1.200accepted —
09-17 01:00Zstop lossBUY STOP1.200accepted —
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-17T01:00:00Z
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
crypto.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