Request ID
c3a0b48a-1555-4d4c-949b-f691f1ef4d25
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-22 15:32:10.151310+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- NVDA
- Side
- close
- Notional
- $10.00
- Quantity
- 0.054566827623125584
- Price
- 183.2615
- Fees
- 0.01
- Reason
- —
Why? (Trade Thesis)
Equity Scout NVDA vs SPY: rel5=-0.17% rel15=-0.05% rel1h=-0.05% (thr5=0.10%) -> CLOSE
- Agent
- equity-scout-v1
- Created
- 2025-12-22 15:32:09.773242+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=-0.001676 rel15=-0.000488 rel1h=-0.000509 thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- NVDA
- Max Notional
- $10.00
- Utilization
- 100.00%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- -2.92 bps vs mid
- Mid (paper)
- 183.3150
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "c3a0b48a-1555-4d4c-949b-f691f1ef4d25",
"timestamp": "2025-12-22T15:32:10.151310+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "NVDA",
"side": "close",
"notional": 10,
"quantity": 0.054566827623125584,
"price": 183.26152418217492,
"fees": 0.01,
"reason": null,
"thesis": {
"intent_id": "c3a0b48a-1555-4d4c-949b-f691f1ef4d25",
"thesis_id": "83ca88e6-bf24-4a7f-88e4-b824f95e315c",
"created_at": "2025-12-22T15:32:09.773242+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=-0.17% rel15=-0.05% rel1h=-0.05% (thr5=0.10%) -> CLOSE",
"reasoning_ref": "equity_scout rel5=-0.001676 rel15=-0.000488 rel1h=-0.000509 thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "close",
"side_mult": -1,
"symbol_5m_bps": -16.610391024943187,
"baseline_5m_bps": 0.1462351754089599,
"rel_5m_bps": -16.756626200352148,
"symbol_15m_bps": 5.731128213524904,
"baseline_15m_bps": 10.613147127497168,
"rel_15m_bps": -4.882018913972263,
"symbol_1h_bps": -4.362169088579978,
"baseline_1h_bps": 0.7312186490014216,
"rel_1h_bps": -5.093387737581399,
"sym_vol": 0.0004488728008299295,
"sym_vol_bps": 4.488728008299295,
"base_vol": 0.0000620047821322677,
"base_vol_bps": 0.620047821322677,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.018847,
"hour_utc": 15,
"dow_utc": 0,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 15.379245408231538
},
"position_sizing": {
"mode": "fixed",
"notional_usd": 10
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": -0.0016610391024943188,
"baseline_move": 0.00001462351754089599,
"rel_move": -0.0016756626200352149
},
"15m": {
"symbol_move": 0.0005731128213524904,
"baseline_move": 0.0010613147127497167,
"rel_move": -0.0004882018913972263
},
"1h": {
"symbol_move": -0.00043621690885799777,
"baseline_move": 0.00007312186490014217,
"rel_move": -0.0005093387737581399
}
}
},
"edge_components": {
"expected_edge_bps": 15.379245408231538,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": -0.6207545917684616,
"gate_pass": false,
"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": 0.018847,
"expected_edge_inputs": {
"rel5_bps": -16.756626200352148,
"rel15_bps": -4.882018913972263,
"rel1h_bps": -5.093387737581399
}
},
"tick": {
"symbol": "NVDA",
"price": 183.315,
"timestamp": "2025-12-22T15:32:09.753336Z",
"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": 183.315,
"paper_slippage_bps_vs_mid": -2.917154505909175,
"price": 183.26152418217492,
"quantity": 0.054566827623125584,
"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": -2.917154505909175,
"paper_mid_price": 183.315
}
}