Request ID
d85d4b4c-06f2-43b4-975d-99419959cb3c
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-31 15:28:04.325903+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- NVDA
- Side
- long
- Notional
- $10.00
- Quantity
- 0.05290962310517643
- Price
- 189.0015
- Fees
- 0.01
- Reason
- —
Why? (Trade Thesis)
Equity Scout NVDA vs SPY: rel5=0.19% rel15=0.08% rel1h=NA (thr5=0.10%) -> BUY
- Agent
- equity-scout-v1
- Created
- 2025-12-31 15:05:33.746504+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=0.001948 rel15=0.000784 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
- 2.73 bps vs mid
- Mid (paper)
- 188.9500
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "d85d4b4c-06f2-43b4-975d-99419959cb3c",
"timestamp": "2025-12-31T15:28:04.325903+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "NVDA",
"side": "long",
"notional": 10,
"quantity": 0.05290962310517643,
"price": 189.00153531847113,
"fees": 0.01,
"reason": null,
"thesis": {
"intent_id": "d85d4b4c-06f2-43b4-975d-99419959cb3c",
"thesis_id": "be3cd5cc-0fb0-408b-b886-94331d040170",
"created_at": "2025-12-31T15:05:33.746504+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout-v1",
"run_id": null,
"asset_class": "equity",
"symbol": "NVDA",
"side": "long",
"notional": 10,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout NVDA vs SPY: rel5=0.19% rel15=0.08% rel1h=NA (thr5=0.10%) -> BUY",
"reasoning_ref": "equity_scout rel5=0.001948 rel15=0.000784 rel1h=NA thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "long",
"side_mult": 1,
"symbol_5m_bps": 16.931160766414564,
"baseline_5m_bps": -2.551336535867484,
"rel_5m_bps": 19.48249730228205,
"symbol_15m_bps": 10.024398005729362,
"baseline_15m_bps": 2.1878965562504886,
"rel_15m_bps": 7.836501449478874,
"symbol_1h_bps": null,
"baseline_1h_bps": null,
"rel_1h_bps": null,
"sym_vol": 0.000275350038627818,
"sym_vol_bps": 2.75350038627818,
"base_vol": 0.00010654184619595229,
"base_vol_bps": 1.0654184619595228,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.012646,
"hour_utc": 15,
"dow_utc": 2,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 17.936948276669302
},
"position_sizing": {
"mode": "vol_target",
"target_risk_usd": 25,
"vol_1h": 0.0052243996552754956,
"k": 8,
"min_notional_usd": 10,
"max_notional_usd": 10,
"fallback_notional_usd": 10,
"raw_notional_usd": 598.1548515042176,
"clamped_notional_usd": 10,
"approx_risk_per_usd_notional": 0.041795197242203964,
"approx_realized_risk_usd": 0.41795197242203963,
"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": 0.0016931160766414566,
"baseline_move": -0.0002551336535867484,
"rel_move": 0.001948249730228205
},
"15m": {
"symbol_move": 0.0010024398005729362,
"baseline_move": 0.00021878965562504888,
"rel_move": 0.0007836501449478873
}
}
},
"edge_components": {
"expected_edge_bps": 17.936948276669302,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": 1.9369482766693018,
"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": 0.012646,
"expected_edge_inputs": {
"rel5_bps": 19.48249730228205,
"rel15_bps": 7.836501449478874,
"rel1h_bps": 0
}
},
"tick": {
"symbol": "NVDA",
"price": 188.729,
"timestamp": "2025-12-31T15:05:33.732546Z",
"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": 2.7274579767736804,
"price": 189.00153531847113,
"quantity": 0.05290962310517643,
"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": 2.7274579767736804,
"paper_mid_price": 188.95
}
}