Request ID
3d953ed1-a132-477c-a492-0ffbf7f57331
FILLEDBack to blotter
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
}
}