Request ID
fcfce4a2-5972-40a3-8104-a36de30be7eb
FILLEDBack to blotter
What Happened? (Execution)
- Time
- 2025-12-19 18:08:25.557007+00:00
- Desk
- Equities Momentum Desk
- Strategy
- equity-scout-v1
- Asset
- equity
- Symbol
- AAPL
- Side
- close
- Notional
- $25.00
- Quantity
- 0.09220246124044416
- Price
- 271.1424
- Fees
- 0.025
- Reason
- —
Why? (Trade Thesis)
Equity Scout AAPL vs SPY: rel5=-0.11% rel15=-0.04% rel1h=NA (thr5=0.10%) -> CLOSE
- Agent
- equity-scout
- Created
- 2025-12-19 18:08:25.301195+00:00
- Confidence
- 0.55
- Reasoning Ref
- equity_scout rel5=-0.001101 rel15=-0.000424 rel1h=NA thr5=0.001000 baseline=SPY
Risk Context
- Cap Key
- AAPL
- Max Notional
- $50.00
- Utilization
- 50.00%
- Fees (bps)
- 10.00 bps
- Paper Slippage
- -3.04 bps vs mid
- Mid (paper)
- 271.2250
Raw Record
Best-effort join from executions.db + theses.db
{
"request_id": "fcfce4a2-5972-40a3-8104-a36de30be7eb",
"timestamp": "2025-12-19T18:08:25.557007+00:00",
"status": "FILLED",
"strategy_id": "equity-scout-v1",
"asset_class": "equity",
"symbol": "AAPL",
"side": "close",
"notional": 25,
"quantity": 0.09220246124044416,
"price": 271.1424365864311,
"fees": 0.025,
"reason": null,
"thesis": {
"intent_id": "fcfce4a2-5972-40a3-8104-a36de30be7eb",
"thesis_id": "35a0f6b4-0fb4-45b4-b573-3e849b976e77",
"created_at": "2025-12-19T18:08:25.301195+00:00",
"strategy_id": "equity-scout-v1",
"agent_name": "equity-scout",
"run_id": null,
"asset_class": "equity",
"symbol": "AAPL",
"side": "close",
"notional": 25,
"confidence": 0.55,
"expected_horizon": "1h",
"summary": "Equity Scout AAPL vs SPY: rel5=-0.11% rel15=-0.04% rel1h=NA (thr5=0.10%) -> CLOSE",
"reasoning_ref": "equity_scout rel5=-0.001101 rel15=-0.000424 rel1h=NA thr5=0.001000 baseline=SPY",
"features": {
"alpha_features": {
"side": "close",
"side_mult": -1,
"symbol_5m_bps": -9.392957123913195,
"baseline_5m_bps": 1.616149743620082,
"rel_5m_bps": -11.009106867533278,
"symbol_15m_bps": -5.711548382341098,
"baseline_15m_bps": -1.468773867575682,
"rel_15m_bps": -4.242774514765416,
"symbol_1h_bps": null,
"baseline_1h_bps": null,
"rel_1h_bps": null,
"sym_vol": 0.00020837556973183754,
"sym_vol_bps": 2.0837556973183755,
"base_vol": 0.00007924603120583865,
"base_vol_bps": 0.7924603120583865,
"assumed_spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"tick_age_s": 0.015882,
"hour_utc": 18,
"dow_utc": 4,
"is_weekend": 0
},
"alpha_model": {
"model_type": "heuristic_v0",
"model_version": "heuristic_v0",
"horizon": "15m",
"expected_edge_bps": 10.080117848456247
},
"position_sizing": {
"mode": "fixed",
"notional_usd": 25
},
"rel_strength": {
"baseline_symbol": "SPY",
"threshold_5m": 0.001,
"moves": {
"5m": {
"symbol_move": -0.0009392957123913196,
"baseline_move": 0.0001616149743620082,
"rel_move": -0.001100910686753328
},
"15m": {
"symbol_move": -0.0005711548382341098,
"baseline_move": -0.0001468773867575682,
"rel_move": -0.00042427745147654157
}
}
},
"edge_components": {
"expected_edge_bps": 10.080117848456247,
"spread_bps": 1,
"slippage_bps": 3,
"fee_bps": 10,
"safety_margin_bps": 2,
"total_cost_bps": 16,
"net_edge_bps": -5.919882151543753,
"gate_pass": false,
"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": 0.015882,
"expected_edge_inputs": {
"rel5_bps": -11.009106867533278,
"rel15_bps": -4.242774514765416,
"rel1h_bps": 0
}
},
"tick": {
"symbol": "AAPL",
"price": 271.225,
"timestamp": "2025-12-19T18:08:25.283541Z",
"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": 0.025,
"mid": 271.225,
"paper_slippage_bps_vs_mid": -3.0440930433753657,
"price": 271.1424365864311,
"quantity": 0.09220246124044416,
"tick_source": "finnhub-quote"
}
],
"desk_id": "equities_momentum",
"desk_name": "Equities Momentum Desk",
"risk_context": {
"cap_key": "AAPL",
"max_notional_usd": 50,
"notional_utilization": 0.5,
"fees_usd": 0.025,
"fees_bps": 10,
"paper_avg_slippage_bps_vs_mid": -3.0440930433753652,
"paper_mid_price": 271.225
}
}