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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 e8d01387 · 09-16 19:00Z · MOCK data

WHY WTI SHORT?SHORTrejectedcmd.breakout4H-4DCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired

No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.

Thesisrules-explainer-1.0.0 · from recorded evidence
  1. cmd.breakout SHORT WTI: breakout signal, horizon 4H-4D
  2. disinflationary regime (0.87) helps a short WTI (assumed sensitivity +0.8)
  3. broke the prior 55-bar low
  4. participation +4.07 sd above normal
  5. Against: usd weakening regime (0.46) hurts a short WTI (assumed sensitivity -0.2)
DecisionREJECTED

rejected: confidence_minimum; consecutive_loss_pause

  • tradeconfidence minimum54.8 vs 55uncalibrated score; event policy adds 0
  • portfolioconsecutive loss pause0 vs 4paused until 2026-09-17T00:00:00+00:00
Supporting evidence3
  • ▲macro-0.86disinflationary regime (0.87) helps a short WTI (assumed sensitivity +0.8)
  • ▲technical171broke the prior 55-bar low
  • ▲technical4.07participation +4.07 sd above normal
Contradicting evidence1
  • ▼macro-0.37usd weakening regime (0.46) hurts a short WTI (assumed sensitivity -0.2)
Invalidation conditionschecked every strategy bar
  • stop at 175.04 (4.0 x ATR(14))
  • close back inside the channel within 6 bars: false breakout
  • horizon exceeded: 96 bars held
Confirmationuncalibrated scores
cross assetMIXED+0.230 ev.
macroMIXED+0.202 ev.
technicalCONFIRMS+0.822 ev.
Event riskscore 0.50
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
normal
score
+0.50
Risk layers0.21% at stop
eligibility1 ✓0 ✗
trade9 ✓1 ✗
portfolio10 ✓1 ✗
system2 ✓0 ✗
ConfidenceMODERATE · conf-1.0.0
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 agreement0.120.0
macro confirmation0.18+1.8
regime alignment0.12+0.5
cross asset0.12+1.4
volatility0.08−0.9
liquidity0.08+2.0
event risk0.10−2.5
historical performance0.12−0.2
risk reward0.08+2.7
Trade plan
Entry zone
167.69 – 168.55
Reference
168.12
Stop
175.04 · 4.0 ATR
Target 1
150.82 · 2.5R
Reward / risk
2.50
Expected horizon
4H-4D · max 96 bars
Expected return
−0.02R
OOS win rate (uncal.)
24.4% · n=43

walk-forward out-of-sample (2026-09-16): n=43, shrunk mean R x 0.68, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size0.000not approved
Risk0.21%$208 · notional $5,044

Portfolio impact

Not evaluated: the opportunity was rejected before the portfolio projection.
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✓1.052.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✗54.855uncalibrated score; event policy adds 0
traderisk reward minimum✓2.51.5
tradestop distance sane✓40.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✗04paused until 2026-09-17T00:00:00+00:00
portfoliodaily loss limit✓-0.0426-2% since trading-day start
portfoliodrawdown limit✓1.024410% below peak equity
tradesize above minimum✓3010units (barrels)
traderisk per trade✓0.20951% of equity at the stop
portfoliogross exposure✓5.09500% of equity
portfolioleverage✓0.0515
portfoliocurrency exposure✓0300largest net currency exposure: -
portfoliousd factor exposure✓4.42250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.211.5no correlated open positions
portfoliocrypto exposure✓050% of equity
portfolioportfolio volatility✓2.51220forecast annualised volatility
portfoliomax open positions✓18
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk720.5% of $99,061 = $495 over a stop of 6.91892 ($6.9189/unit)
confidence_adjusted360.50confidence 55 -> x0.50 (never above x1.00)
portfolio_risk_adjusted361.00correlated open risk $0 of $1,486 cluster budget -> x1.00
event_policy361.00event policy x1.00, liquidity x1.00
caps30rounded down to step 10
Execution and outcome
No orders: this hypothesis did not reach the broker.
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-16T19:00:00Z
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.breakout@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