Request ID
e30cb033-836a-4431-b686-c2ce02feb330
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2026-01-06 19:04:21.237343+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- MSFT
- Side
- close
- Notional
- $10.08
- Quantity
- 0.02119546453961418
- Price
- 475.7627
- Fees
- 0.010084011272088895
- Reason
- —
Why? (Trade Thesis)
Equity Scout MSFT vs SPY: rel5=-0.11% rel15=-0.05% rel1h=-0.07% (thr5=0.10%) -> CLOSE
- Agent
- equity-scout-v1
- Created
- 2026-01-06 19:04:21.031538+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=-0.001051 rel15=-0.000495 rel1h=-0.000701 thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- MSFT
- Max Notional
- $10.00
- Utilization
- 100.84%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- -2.89 bps vs mid
- Mid (paper)
- 475.9000
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "e30cb033-836a-4431-b686-c2ce02feb330",
"timestamp": "2026-01-06T19:04:21.237343+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "MSFT",
"side": "close",
"notional": 10.084011272088896,
"quantity": 0.02119546453961418,
"price": 475.76269221379636,
"fees": 0.010084011272088895,
"reason": null,
"thesis": {
"intent_id": "e30cb033-836a-4431-b686-c2ce02feb330",
"thesis_id": "6f1a3b7a-bc60-4f24-868d-b3ca3e848b36",
"created_at": "2026-01-06T19:04:21.031538+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout-v1",
"run_id": null,
"asset_class": "equity",
"symbol": "MSFT",
"side": "close",
"notional": 10,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout MSFT vs SPY: rel5=-0.11% rel15=-0.05% rel1h=-0.07% (thr5=0.10%) -> CLOSE",
"reasoning_ref": "equity_scout rel5=-0.001051 rel15=-0.000495 rel1h=-0.000701 thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "close",
"side_mult": -1,
"symbol_5m_bps": -8.92247939956986,
"baseline_5m_bps": 1.5904917511316152,
"rel_5m_bps": -10.512971150701475,
"symbol_15m_bps": -3.360920892325022,
"baseline_15m_bps": 1.5904917511316152,
"rel_15m_bps": -4.951412643456638,
"symbol_1h_bps": 6.307821698905689,
"baseline_1h_bps": 13.317892298785072,
"rel_1h_bps": -7.010070599879383,
"sym_vol": 0.00018326302506073888,
"sym_vol_bps": 1.8326302506073888,
"base_vol": 0.00003700820323228484,
"base_vol_bps": 0.37008203232284836,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.014396,
"hour_utc": 19,
"dow_utc": 1,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 10.59680777358611
},
"position_sizing": {
"mode": "fixed",
"notional_usd": 10
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": -0.000892247939956986,
"baseline_move": 0.00015904917511316152,
"rel_move": -0.0010512971150701475
},
"15m": {
"symbol_move": -0.0003360920892325022,
"baseline_move": 0.00015904917511316152,
"rel_move": -0.0004951412643456638
},
"1h": {
"symbol_move": 0.0006307821698905688,
"baseline_move": 0.0013317892298785072,
"rel_move": -0.0007010070599879384
}
}
},
"edge_components": {
"expected_edge_bps": 10.59680777358611,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": -5.403192226413889,
"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": 0.014396,
"expected_edge_inputs": {
"rel5_bps": -10.512971150701475,
"rel15_bps": -4.951412643456638,
"rel1h_bps": -7.010070599879383
}
},
"tick": {
"symbol": "MSFT",
"price": 475.9,
"timestamp": "2026-01-06T19:04:21.011470Z",
"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": 0.010084011272088895,
"mid": 475.9,
"paper_slippage_bps_vs_mid": -2.88522349661017,
"price": 475.7626922137963,
"quantity": 0.02119546453961418,
"tick_source": "finnhub-quote"
}
],
"desk_id": "equities_momentum",
"desk_name": "Equities Momentum Desk",
"risk_context": {
"cap_key": "MSFT",
"max_notional_usd": 10,
"notional_utilization": 1.0084011272088895,
"fees_usd": 0.010084011272088895,
"fees_bps": 10,
"paper_avg_slippage_bps_vs_mid": -2.88522349661017,
"paper_mid_price": 475.8999999999999
}
}