Request ID
acfe255a-5491-4bc4-a065-df3ea981e912
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-31 15:28:03.972453+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- NVDA
- Side
- close
- Notional
- $10.00
- Quantity
- 0.052943140360435736
- Price
- 188.8819
- Fees
- 0.01
- Reason
- —
Why? (Trade Thesis)
Equity Scout NVDA vs SPY: rel5=-0.31% rel15=-0.33% rel1h=NA (thr5=0.10%) -> CLOSE
- Agent
- equity-scout-v1
- Created
- 2025-12-31 14:46:39.091316+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=-0.003112 rel15=-0.003331 rel1h=NA thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- NVDA
- Max Notional
- $10.00
- Utilization
- 100.00%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- -3.61 bps vs mid
- Mid (paper)
- 188.9500
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "acfe255a-5491-4bc4-a065-df3ea981e912",
"timestamp": "2025-12-31T15:28:03.972453+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "NVDA",
"side": "close",
"notional": 10,
"quantity": 0.052943140360435736,
"price": 188.88188218379605,
"fees": 0.01,
"reason": null,
"thesis": {
"intent_id": "acfe255a-5491-4bc4-a065-df3ea981e912",
"thesis_id": "63cadcc3-24af-407b-a81c-4c79448ed1b1",
"created_at": "2025-12-31T14:46:39.091316+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout-v1",
"run_id": null,
"asset_class": "equity",
"symbol": "NVDA",
"side": "close",
"notional": 10,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout NVDA vs SPY: rel5=-0.31% rel15=-0.33% rel1h=NA (thr5=0.10%) -> CLOSE",
"reasoning_ref": "equity_scout rel5=-0.003112 rel15=-0.003331 rel1h=NA thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "close",
"side_mult": -1,
"symbol_5m_bps": -32.71909019035552,
"baseline_5m_bps": -1.60354529286588,
"rel_5m_bps": -31.115544897489645,
"symbol_15m_bps": -50.63478237918071,
"baseline_15m_bps": -17.320175821615884,
"rel_15m_bps": -33.31460655756483,
"symbol_1h_bps": null,
"baseline_1h_bps": null,
"rel_1h_bps": null,
"sym_vol": 0.0007662800819135129,
"sym_vol_bps": 7.662800819135129,
"base_vol": 0.00011735305396115706,
"base_vol_bps": 1.1735305396115707,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.012009,
"hour_utc": 14,
"dow_utc": 2,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 34.886817885261166
},
"position_sizing": {
"mode": "fixed",
"notional_usd": 10
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": -0.003271909019035552,
"baseline_move": -0.000160354529286588,
"rel_move": -0.0031115544897489644
},
"15m": {
"symbol_move": -0.005063478237918071,
"baseline_move": -0.0017320175821615884,
"rel_move": -0.0033314606557564826
}
}
},
"edge_components": {
"expected_edge_bps": 34.886817885261166,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": 18.886817885261166,
"gate_pass": true,
"edge_gate_enabled": true,
"min_net_edge_bps": 0,
"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": 0.012009,
"expected_edge_inputs": {
"rel5_bps": -31.115544897489645,
"rel15_bps": -33.31460655756483,
"rel1h_bps": 0
}
},
"tick": {
"symbol": "NVDA",
"price": 188.4758,
"timestamp": "2025-12-31T14:46:39.078163Z",
"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": 188.95,
"paper_slippage_bps_vs_mid": -3.60507098194958,
"price": 188.88188218379605,
"quantity": 0.052943140360435736,
"tick_source": "finnhub-quote"
}
],
"desk_id": "equities_momentum",
"desk_name": "Equities Momentum Desk",
"risk_context": {
"cap_key": "NVDA",
"max_notional_usd": 10,
"notional_utilization": 1,
"fees_usd": 0.01,
"fees_bps": 10,
"paper_avg_slippage_bps_vs_mid": -3.60507098194958,
"paper_mid_price": 188.95000000000002
}
}