Request ID
458c88e3-2d35-472d-8ccb-7c52af4025b9
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-31 16:13:51.031481+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- TSLA
- Side
- long
- Notional
- $10.00
- Quantity
- 0.02200953759106255
- Price
- 454.3485
- Fees
- 0.01
- Reason
- —
Why? (Trade Thesis)
Equity Scout TSLA vs SPY: rel5=0.14% rel15=0.06% rel1h=0.39% (thr5=0.10%) -> BUY
- Agent
- equity-scout-v1
- Created
- 2025-12-31 16:13:50.605010+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=0.001366 rel15=0.000594 rel1h=0.003922 thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- TSLA
- Max Notional
- $10.00
- Utilization
- 100.00%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- 1.18 bps vs mid
- Mid (paper)
- 454.2950
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "458c88e3-2d35-472d-8ccb-7c52af4025b9",
"timestamp": "2025-12-31T16:13:51.031481+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "TSLA",
"side": "long",
"notional": 10,
"quantity": 0.02200953759106255,
"price": 454.3484822716456,
"fees": 0.01,
"reason": null,
"thesis": {
"intent_id": "458c88e3-2d35-472d-8ccb-7c52af4025b9",
"thesis_id": "c9f6d549-e970-414a-8a5c-68ad424dfde3",
"created_at": "2025-12-31T16:13:50.605010+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout-v1",
"run_id": null,
"asset_class": "equity",
"symbol": "TSLA",
"side": "long",
"notional": 10,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout TSLA vs SPY: rel5=0.14% rel15=0.06% rel1h=0.39% (thr5=0.10%) -> BUY",
"reasoning_ref": "equity_scout rel5=0.001366 rel15=0.000594 rel1h=0.003922 thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "long",
"side_mult": 1,
"symbol_5m_bps": 15.84960054112241,
"baseline_5m_bps": 2.1915726725494893,
"rel_5m_bps": 13.65802786857292,
"symbol_15m_bps": 11.349111904448042,
"baseline_15m_bps": 5.407617432989456,
"rel_15m_bps": 5.9414944714585864,
"symbol_1h_bps": 28.863931123927358,
"baseline_1h_bps": -10.360426090762042,
"rel_1h_bps": 39.224357214689405,
"sym_vol": 0.00023527382407904186,
"sym_vol_bps": 2.3527382407904187,
"base_vol": 0.000053087061642560714,
"base_vol_bps": 0.5308706164256072,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.014932,
"hour_utc": 16,
"dow_utc": 2,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 16.631306357764853
},
"position_sizing": {
"mode": "vol_target",
"target_risk_usd": 25,
"vol_1h": 0.004464006947445236,
"k": 8,
"min_notional_usd": 10,
"max_notional_usd": 10,
"fallback_notional_usd": 10,
"raw_notional_usd": 700.0437133702146,
"clamped_notional_usd": 10,
"approx_risk_per_usd_notional": 0.03571205557956189,
"approx_realized_risk_usd": 0.3571205557956189,
"used_fallback": false,
"paper_capital_usd": 2000,
"risk_bps_per_trade": 125,
"risk_profile": {
"profile_id": "equities_paper_v1",
"capital_usd": 2000,
"risk_per_trade_bps": 125,
"max_daily_loss_bps": 50,
"max_daily_gross_bps": 1000,
"target_annual_return_bps": 500
},
"vol_sample_interval_seconds": 10
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": 0.001584960054112241,
"baseline_move": 0.00021915726725494893,
"rel_move": 0.0013658027868572922
},
"15m": {
"symbol_move": 0.0011349111904448042,
"baseline_move": 0.0005407617432989456,
"rel_move": 0.0005941494471458586
},
"1h": {
"symbol_move": 0.002886393112392736,
"baseline_move": -0.0010360426090762042,
"rel_move": 0.00392243572146894
}
}
},
"edge_components": {
"expected_edge_bps": 16.631306357764853,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": 0.6313063577648528,
"gate_pass": true,
"edge_gate_enabled": true,
"min_net_edge_bps": 0,
"gate_applied": true,
"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": 0.014932,
"expected_edge_inputs": {
"rel5_bps": 13.65802786857292,
"rel15_bps": 5.9414944714585864,
"rel1h_bps": 39.224357214689405
}
},
"tick": {
"symbol": "TSLA",
"price": 454.295,
"timestamp": "2025-12-31T16:13:50.588845Z",
"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": 0.01,
"mid": 454.295,
"paper_slippage_bps_vs_mid": 1.1772586457165022,
"price": 454.3484822716456,
"quantity": 0.02200953759106255,
"tick_source": "finnhub-quote"
}
],
"desk_id": "equities_momentum",
"desk_name": "Equities Momentum Desk",
"risk_context": {
"cap_key": "TSLA",
"max_notional_usd": 10,
"notional_utilization": 1,
"fees_usd": 0.01,
"fees_bps": 10,
"paper_avg_slippage_bps_vs_mid": 1.1772586457165022,
"paper_mid_price": 454.2950000000001
}
}