← opportunities · hypothesis f964aaf6 · 09-15 15:00Z · MOCK data
WHY EUR/USD SHORT?SHORTrejectedfx.mean_reversion4H-2DUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- fx.mean_reversion SHORT EUR/USD: mean reversion signal, horizon 4H-2D
- volatility not expanding
- price 2.67 sd above its 50-bar mean
- efficiency 0.24 < 0.25: ranging market
- RSI 73: stretched
- Against: usd weakening regime (0.68) hurts a short EURUSD (assumed sensitivity -1.0)
rejected: confidence_minimum
- tradeconfidence minimum51.6 vs 55uncalibrated score; event policy adds 0
- ▲regime0.06volatility not expanding
- ▲technical2.67price 2.67 sd above its 50-bar mean
- ▲technical0.24efficiency 0.24 < 0.25: ranging market
- ▲technical73RSI 73: stretched
- ▼macro-0.65usd weakening regime (0.68) hurts a short EURUSD (assumed sensitivity -1.0)
- ▼cross asset1.66GBPUSD momentum +1.7 sd with correlation +0.62 contradicts the trade
- ▼cross asset-1.30USDJPY momentum -1.3 sd with correlation -0.63 contradicts the trade
- ▼cross assetEURUSD-USDJPY correlation has broken down (-0.12 short vs -0.63 long): cross-asset read is less reliable
- stop at 1.20379 (3.0 x ATR(14))
- move extends beyond 3.7 sd: range broken
- horizon exceeded: 48 bars held
| cross asset | CONTRADICTS | −0.54 | 3 ev. |
| macro | CONTRADICTS | −0.58 | 2 ev. |
| technical | CONFIRMS | +0.29 | 3 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 | 9 ✓ | 1 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
52
52
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 | −5.2 | |
| regime alignment | 0.12 | +2.0 | |
| cross asset | 0.12 | −3.2 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +4.0 | |
| event risk | 0.10 | 0.0 | |
| historical performance | 0.12 | 0.0 | |
| risk reward | 0.08 | 0.0 |
- Entry zone
- 1.19700 – 1.19804
- Reference
- 1.19752
- Stop
- 1.20379 · 3.0 ATR
- Target 1
- 1.18812 · 50-bar mean
- Reward / risk
- 1.50
- Expected horizon
- 4H-2D · max 48 bars
- Expected return
- unavailable
- OOS win rate (uncal.)
- unavailable
unavailable: no out-of-sample record for this strategy/instrument
Size0.000not approved
Risk0.25%$244 · notional $46,703
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 | session overlap: london + new_york |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 1 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✗ | 51.6 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 1.5 | 1.5 | |
| trade | stop distance sane | ✓ | 3 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✓ | 0 open, 0 pending | none | |
| portfolio | consecutive loss pause | ✓ | 5 | 4 | |
| portfolio | daily loss limit | ✓ | 0 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.9259 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 39,000 | 1,000 | units (EUR) |
| trade | risk per trade | ✓ | 0.2465 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 47.1 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.471 | 5 | |
| portfolio | currency exposure | ✓ | -47.1 | 300 | largest net currency exposure: EUR |
| portfolio | usd factor exposure | ✓ | 43.84 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.247 | 1.5 | no correlated open positions |
| portfolio | crypto exposure | ✓ | 0 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 4.584 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 1 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 79,102 | 0.5% of $99,160 = $496 over a stop of 0.00626784 ($0.0063/unit) | |
| confidence_adjusted | 39,551 | 0.50 | confidence 52 -> x0.50 (never above x1.00) |
| portfolio_risk_adjusted | 39,551 | 1.00 | correlated open risk $0 of $1,487 cluster budget -> x1.00 |
| event_policy | 39,551 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 39,000 | rounded down to step 1000 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-15T15:00:00Z
- 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.mean_reversion@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