Request ID
be17750c-c304-46e9-a0cd-e8f8283b4995
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-19 17:42:02.456306+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- AAPL
- Side
- long
- Notional
- $47.13
- Quantity
- 0.17388646856309245
- Price
- 271.0338
- Fees
- 0.04712910825599818
- Reason
- —
Why? (Trade Thesis)
Equity Scout AAPL vs SPY: rel5=0.18% rel15=0.23% rel1h=NA (thr5=0.10%) -> BUY
- Agent
- equity-scout
- Created
- 2025-12-19 17:42:02.135471+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=0.001836 rel15=0.002306 rel1h=NA thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- AAPL
- Max Notional
- $50.00
- Utilization
- 94.26%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- 1.62 bps vs mid
- Mid (paper)
- 270.9900
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "be17750c-c304-46e9-a0cd-e8f8283b4995",
"timestamp": "2025-12-19T17:42:02.456306+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "AAPL",
"side": "long",
"notional": 47.129108255998176,
"quantity": 0.17388646856309245,
"price": 271.03378799655127,
"fees": 0.04712910825599818,
"reason": null,
"thesis": {
"intent_id": "be17750c-c304-46e9-a0cd-e8f8283b4995",
"thesis_id": "e047c972-6ace-4cb2-ab50-5030c2f73ce3",
"created_at": "2025-12-19T17:42:02.135471+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout",
"run_id": null,
"asset_class": "equity",
"symbol": "AAPL",
"side": "long",
"notional": 47.129108255998176,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout AAPL vs SPY: rel5=0.18% rel15=0.23% rel1h=NA (thr5=0.10%) -> BUY",
"reasoning_ref": "equity_scout rel5=0.001836 rel15=0.002306 rel1h=NA thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "long",
"side_mult": 1,
"symbol_5m_bps": 21.448910913057357,
"baseline_5m_bps": 3.0862383163823806,
"rel_5m_bps": 18.36267259667498,
"symbol_15m_bps": 20.711467186137114,
"baseline_15m_bps": -2.3501417429234026,
"rel_15m_bps": 23.061608929060515,
"symbol_1h_bps": null,
"baseline_1h_bps": null,
"rel_1h_bps": null,
"sym_vol": 0.00017473485873365882,
"sym_vol_bps": 1.7473485873365882,
"base_vol": 0.00007055707453301323,
"base_vol_bps": 0.7055707453301323,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.018587,
"hour_utc": 17,
"dow_utc": 4,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 21.608620756058137
},
"position_sizing": {
"mode": "vol_target",
"target_risk_usd": 1.25,
"vol_1h": 0.0033153608413567614,
"k": 8,
"min_notional_usd": 25,
"max_notional_usd": 50,
"fallback_notional_usd": 25,
"raw_notional_usd": 47.129108255998176,
"clamped_notional_usd": 47.129108255998176,
"approx_risk_per_usd_notional": 0.02652288673085409,
"approx_realized_risk_usd": 1.25,
"used_fallback": false,
"paper_capital_usd": 500,
"risk_bps_per_trade": 25,
"vol_sample_interval_seconds": 10
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": 0.002144891091305736,
"baseline_move": 0.00030862383163823804,
"rel_move": 0.001836267259667498
},
"15m": {
"symbol_move": 0.0020711467186137113,
"baseline_move": -0.00023501417429234027,
"rel_move": 0.0023061608929060514
}
}
},
"edge_components": {
"expected_edge_bps": 21.608620756058137,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": 5.608620756058137,
"gate_pass": true,
"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": 0.018587,
"expected_edge_inputs": {
"rel5_bps": 18.36267259667498,
"rel15_bps": 23.061608929060515,
"rel1h_bps": 0
}
},
"tick": {
"symbol": "AAPL",
"price": 270.99,
"timestamp": "2025-12-19T17:42:02.115554Z",
"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": 0.04712910825599818,
"mid": 270.99,
"paper_slippage_bps_vs_mid": 1.6158528562404262,
"price": 271.03378799655127,
"quantity": 0.17388646856309245,
"tick_source": "finnhub-quote"
}
],
"desk_id": "equities_momentum",
"desk_name": "Equities Momentum Desk",
"risk_context": {
"cap_key": "AAPL",
"max_notional_usd": 50,
"notional_utilization": 0.9425821651199635,
"fees_usd": 0.04712910825599818,
"fees_bps": 10,
"paper_avg_slippage_bps_vs_mid": 1.6158528562404262,
"paper_mid_price": 270.99
}
}