Request ID
c9a25c26-eb99-464d-b093-3f0f086a3ebf
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-31 15:28:05.130857+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- TSLA
- Side
- long
- Notional
- $10.00
- Quantity
- 0.021983330915600795
- Price
- 454.8901
- Fees
- 0.01
- Reason
- —
Why? (Trade Thesis)
Equity Scout TSLA vs SPY: rel5=0.16% rel15=0.18% rel1h=NA (thr5=0.10%) -> BUY
- Agent
- equity-scout-v1
- Created
- 2025-12-31 15:27:02.375554+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=0.001608 rel15=0.001833 rel1h=NA thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- TSLA
- Max Notional
- $10.00
- Utilization
- 100.00%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- 2.64 bps vs mid
- Mid (paper)
- 454.7700
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "c9a25c26-eb99-464d-b093-3f0f086a3ebf",
"timestamp": "2025-12-31T15:28:05.130857+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "TSLA",
"side": "long",
"notional": 10,
"quantity": 0.021983330915600795,
"price": 454.89011826244,
"fees": 0.01,
"reason": null,
"thesis": {
"intent_id": "c9a25c26-eb99-464d-b093-3f0f086a3ebf",
"thesis_id": "947c8cc7-e13a-4430-9fbc-5a1c24386646",
"created_at": "2025-12-31T15:27:02.375554+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=0.16% rel15=0.18% rel1h=NA (thr5=0.10%) -> BUY",
"reasoning_ref": "equity_scout rel5=0.001608 rel15=0.001833 rel1h=NA thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "long",
"side_mult": 1,
"symbol_5m_bps": 17.90597159742337,
"baseline_5m_bps": 1.8240852212615373,
"rel_5m_bps": 16.081886376161833,
"symbol_15m_bps": 16.138989328864337,
"baseline_15m_bps": -2.188024214134305,
"rel_15m_bps": 18.327013542998642,
"symbol_1h_bps": null,
"baseline_1h_bps": null,
"rel_1h_bps": null,
"sym_vol": 0.0005059733474641877,
"sym_vol_bps": 5.0597334746418765,
"base_vol": 0.00008319390520833307,
"base_vol_bps": 0.8319390520833307,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.012418,
"hour_utc": 15,
"dow_utc": 2,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 18.363613163829058
},
"position_sizing": {
"mode": "vol_target",
"target_risk_usd": 25,
"vol_1h": 0.009600169279959683,
"k": 8,
"min_notional_usd": 10,
"max_notional_usd": 10,
"fallback_notional_usd": 10,
"raw_notional_usd": 325.51509341855314,
"clamped_notional_usd": 10,
"approx_risk_per_usd_notional": 0.07680135423967746,
"approx_realized_risk_usd": 0.7680135423967747,
"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": 0.0017905971597423369,
"baseline_move": 0.00018240852212615373,
"rel_move": 0.0016081886376161831
},
"15m": {
"symbol_move": 0.0016138989328864338,
"baseline_move": -0.0002188024214134305,
"rel_move": 0.0018327013542998644
}
}
},
"edge_components": {
"expected_edge_bps": 18.363613163829058,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": 2.363613163829058,
"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": 0.012418,
"expected_edge_inputs": {
"rel5_bps": 16.081886376161833,
"rel15_bps": 18.327013542998642,
"rel1h_bps": 0
}
},
"tick": {
"symbol": "TSLA",
"price": 454.292,
"timestamp": "2025-12-31T15:27:02.361847Z",
"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": 454.77,
"paper_slippage_bps_vs_mid": 2.6412969729772673,
"price": 454.89011826244007,
"quantity": 0.021983330915600795,
"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": 2.6412969729772673,
"paper_mid_price": 454.77
}
}