Trading ConsoleUnified Trading Platform
Request ID
3d953ed1-a132-477c-a492-0ffbf7f57331
What Happened? (Execution)
Time
2025-12-19 20:16:49.564440+00:00
Desk
Equities Momentum Desk
Strategy
equity-scout-v1
Asset
equity
Symbol
AAPL
Side
close
Notional
$25.00
Quantity
0.09220844141292152
Price
271.1249
Fees
0.025
Reason
Why? (Trade Thesis)
Equity Scout AAPL vs SPY: rel5=-0.11% rel15=-0.08% rel1h=-0.01% (thr5=0.10%) -> CLOSE
Agent
equity-scout
Created
2025-12-19 20:16:49.008092+00:00
Confidence
0.55
Reasoning Ref
equity_scout rel5=-0.001072 rel15=-0.000829 rel1h=-0.000122 thr5=0.001000 baseline=SPY
Risk Context
Cap Key
AAPL
Max Notional
$50.00
Utilization
50.00%
Fees (bps)
10.00 bps
Paper Slippage
-2.59 bps vs mid
Mid (paper)
271.1950

Raw Record

Best-effort join from executions.db + theses.db
{
  "request_id": "3d953ed1-a132-477c-a492-0ffbf7f57331",
  "timestamp": "2025-12-19T20:16:49.564440+00:00",
  "status": "FILLED",
  "strategy_id": "equity-scout-v1",
  "asset_class": "equity",
  "symbol": "AAPL",
  "side": "close",
  "notional": 25,
  "quantity": 0.09220844141292152,
  "price": 271.1248516613215,
  "fees": 0.025,
  "reason": null,
  "thesis": {
    "intent_id": "3d953ed1-a132-477c-a492-0ffbf7f57331",
    "thesis_id": "12cd0080-225d-4cf3-bd29-878fb2fa1fff",
    "created_at": "2025-12-19T20:16:49.008092+00:00",
    "strategy_id": "equity-scout-v1",
    "agent_name": "equity-scout",
    "run_id": null,
    "asset_class": "equity",
    "symbol": "AAPL",
    "side": "close",
    "notional": 25,
    "confidence": 0.55,
    "expected_horizon": "1h",
    "summary": "Equity Scout AAPL vs SPY: rel5=-0.11% rel15=-0.08% rel1h=-0.01% (thr5=0.10%) -> CLOSE",
    "reasoning_ref": "equity_scout rel5=-0.001072 rel15=-0.000829 rel1h=-0.000122 thr5=0.001000 baseline=SPY",
    "features": {
      "alpha_features": {
        "side": "close",
        "side_mult": -1,
        "symbol_5m_bps": -11.60178262310772,
        "baseline_5m_bps": -0.8817046289485001,
        "rel_5m_bps": -10.720077994159219,
        "symbol_15m_bps": -10.49801090319821,
        "baseline_15m_bps": -2.2039700847790487,
        "rel_15m_bps": -8.294040818419163,
        "symbol_1h_bps": -2.3962250239621667,
        "baseline_1h_bps": -1.175571621699983,
        "rel_1h_bps": -1.2206534022621836,
        "sym_vol": 0.00012575012454107452,
        "sym_vol_bps": 1.2575012454107453,
        "base_vol": 0.000055154814723530726,
        "base_vol_bps": 0.5515481472353073,
        "assumed_spread_bps": 1,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "tick_age_s": 0.016695,
        "hour_utc": 20,
        "dow_utc": 4,
        "is_weekend": 0
      },
      "alpha_model": {
        "model_type": "heuristic_v0",
        "model_version": "heuristic_v0",
        "horizon": "15m",
        "expected_edge_bps": 11.18633998107934
      },
      "position_sizing": {
        "mode": "fixed",
        "notional_usd": 25
      },
      "rel_strength": {
        "baseline_symbol": "SPY",
        "threshold_5m": 0.001,
        "moves": {
          "5m": {
            "symbol_move": -0.001160178262310772,
            "baseline_move": -0.00008817046289485,
            "rel_move": -0.001072007799415922
          },
          "15m": {
            "symbol_move": -0.001049801090319821,
            "baseline_move": -0.00022039700847790484,
            "rel_move": -0.0008294040818419162
          },
          "1h": {
            "symbol_move": -0.00023962250239621666,
            "baseline_move": -0.0001175571621699983,
            "rel_move": -0.00012206534022621836
          }
        }
      },
      "edge_components": {
        "expected_edge_bps": 11.18633998107934,
        "spread_bps": 1,
        "slippage_bps": 3,
        "fee_bps": 10,
        "safety_margin_bps": 2,
        "total_cost_bps": 16,
        "net_edge_bps": -4.813660018920659,
        "gate_pass": false,
        "gate_applied": false,
        "assumed_spread_bps": 1,
        "cost_assumptions": {
          "slippage_bps": 3,
          "fee_bps": 10,
          "fee_bps_assumed": 10,
          "fee_included_in_expected_edge": false,
          "safety_margin_bps": 2,
          "spread_is_assumed_one_way": true
        },
        "tick_age_s": 0.016695,
        "expected_edge_inputs": {
          "rel5_bps": -10.720077994159219,
          "rel15_bps": -8.294040818419163,
          "rel1h_bps": -1.2206534022621836
        }
      },
      "tick": {
        "symbol": "AAPL",
        "price": 271.195,
        "timestamp": "2025-12-19T20:16:48.967240Z",
        "source": "finnhub-quote"
      },
      "guardrails": {
        "require_market_hours": true,
        "cooldown_seconds": 900,
        "max_tick_age_seconds": 60,
        "market_tz": "America/New_York"
      }
    }
  },
  "fills": [
    {
      "ask": 0,
      "bid": 0,
      "fee": 0.025,
      "mid": 271.195,
      "paper_slippage_bps_vs_mid": -2.5866383479970914,
      "price": 271.1248516613215,
      "quantity": 0.09220844141292152,
      "tick_source": "finnhub-quote"
    }
  ],
  "desk_id": "equities_momentum",
  "desk_name": "Equities Momentum Desk",
  "risk_context": {
    "cap_key": "AAPL",
    "max_notional_usd": 50,
    "notional_utilization": 0.5,
    "fees_usd": 0.025,
    "fees_bps": 10,
    "paper_avg_slippage_bps_vs_mid": -2.5866383479970914,
    "paper_mid_price": 271.195
  }
}