{ "normal_and_spike": { "execution": "COMPLETED", "result": { "status": "SYNTHETIC_PREFLIGHT_COMPLETE", "results": [ { "status": "MOCK_RECORDED", "request_id": "2026-10-23T07:53:00.467090+00:00-crypto", "quote": { "symbol": "BTC/USD", "bid": "64974.00195000", "ask": "64986.99805000", "volume": "1590", "z_score": "0.4391550328268399307094730863", "action": "NORMAL", "at": "2026-10-23T07:53:00.467561+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "commit_and_event_readback_ms": "2.282388", "backend": "sqlite", "financial_clearance": false, "real_market_trial_credit": false, "order_readback_verified": true, "scope": "SYNTHETIC_TRANSPORT_ONLY_NO_BALANCE_OR_STRATEGY_VALIDATION" }, { "status": "MOCK_ENTRY_BLOCKED_HALT_REVIEW", "request_id": "2026-10-23T07:53:00.467090+00:00-futures", "quote": { "symbol": "/MES", "bid": "5498.6500800", "ask": "5499.7499200", "volume": "6240", "z_score": "23.12883172888023635069891588", "action": "HALT_REVIEW", "at": "2026-10-23T07:53:00.469627+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "commit_and_event_readback_ms": "1.269328", "backend": "sqlite", "financial_clearance": false, "real_market_trial_credit": false, "order_readback_verified": false, "scope": "SYNTHETIC_TRANSPORT_ONLY_NO_BALANCE_OR_STRATEGY_VALIDATION" } ], "diagnostics": { "status": "SYNTHETIC_STORAGE_READ_OK", "backend": "sqlite", "total_cached_records": 1, "last_logged_symbol": "BTC/USD", "diagnostic_events": 2, "latency_sample_count": 2, "latency_scope": "client_transaction_commit_and_event_readback; not server-only or production latency", "latency_min_ms": "1.269328", "latency_max_ms": "2.282388", "system_latency_status": "MEASURED_NO_SLO_VERDICT", "workers_online": "NOT_ESTABLISHED", "trial_started": false, "real_cash_activation": false }, "postgres_verified": false, "trial_started": false } }, "five_cycle_core": { "execution": "COMPLETED", "result": { "status": "SYNTHETIC_CORE_RUN_COMPLETE", "data_origin": "SYNTHETIC", "cycle_count": 5, "attempts": [ { "data_origin": "SYNTHETIC", "execution_tag": "Core-Crypto-Fixture", "quote": { "symbol": "BTC/USD", "bid": "64474.20193500", "ask": "64487.09806500", "volume": "1060", "z_score": "0.4242640687119285146405066173", "action": "NORMAL", "at": "2026-10-23T07:53:00.478590+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "0.5", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "SYNTHETIC_ENTRY_RECORDED", "symbol": "BTC/USD", "quantity": "0.06801306", "entry": "64487.09806500", "stop": "61262.7431617500", "notional": "4385.9648699207289000", "entry_fee": "10.96491217480182225000", "planned_risk": "249.999997585481547300", "risk_cap": "250.00", "daily_drawdown": "0", "trailing_drawdown": "0", "loss_guaranteed": false, "order_id": 1, "execution_mode": "LOCAL_SIMULATION" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Futures-Fixture", "quote": { "symbol": "/MES", "bid": "5518.2881160", "ask": "5519.3918840", "volume": "960", "z_score": "-0.2828427124746190097603377449", "action": "NORMAL", "at": "2026-10-23T07:53:00.479553+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "4", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "FUTURES_DIAGNOSTIC_ONLY", "requested_contract_notional": "110387.8376800", "reason": "Contract execution, margin, calendar and tax adapter remain unimplemented" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Crypto-Fixture", "quote": { "symbol": "BTC/USD", "bid": "64886.96065500", "ask": "64899.93934500", "volume": "4740", "z_score": "26.44579361637687741259157915", "action": "HALT_REVIEW", "at": "2026-10-23T07:53:00.479856+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "0.5", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "BLOCKED_VOLUME_HALT_REVIEW" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Futures-Fixture", "quote": { "symbol": "/MES", "bid": "5623.37160660", "ask": "5624.49639340", "volume": "5850", "z_score": "34.29467888754755493344095157", "action": "HALT_REVIEW", "at": "2026-10-23T07:53:00.480636+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "4", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "BLOCKED_VOLUME_HALT_REVIEW" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Crypto-Fixture", "quote": { "symbol": "BTC/USD", "bid": "64203.32902500", "ask": "64216.17097500", "volume": "1100", "z_score": "0.7071067811865475244008443622", "action": "NORMAL", "at": "2026-10-23T07:53:00.480927+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "0.5", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "BLOCKED_RISK_OR_POSITION", "reason": "One open lot per symbol in this release" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Futures-Fixture", "quote": { "symbol": "/MES", "bid": "5609.88495540", "ask": "5611.00704460", "volume": "1170", "z_score": "1.202081528017130791481435416", "action": "NORMAL", "at": "2026-10-23T07:53:00.482176+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "4", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "FUTURES_DIAGNOSTIC_ONLY", "requested_contract_notional": "112220.14089200", "reason": "Contract execution, margin, calendar and tax adapter remain unimplemented" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Crypto-Fixture", "quote": { "symbol": "BTC/USD", "bid": "63919.55740500", "ask": "63932.34259500", "volume": "4790", "z_score": "26.79934700697015117479200133", "action": "HALT_REVIEW", "at": "2026-10-23T07:53:00.482522+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "0.5", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "BLOCKED_VOLUME_HALT_REVIEW" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Futures-Fixture", "quote": { "symbol": "/MES", "bid": "5546.94724980", "ask": "5548.05675020", "volume": "4220", "z_score": "22.76883835420683028570718846", "action": "HALT_REVIEW", "at": "2026-10-23T07:53:00.483417+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "4", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "BLOCKED_VOLUME_HALT_REVIEW" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Crypto-Fixture", "quote": { "symbol": "BTC/USD", "bid": "63661.58320500", "ask": "63674.31679500", "volume": "860", "z_score": "-0.9899494936611665341611821071", "action": "NORMAL", "at": "2026-10-23T07:53:00.483749+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "0.5", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "BLOCKED_RISK_OR_POSITION", "reason": "One open lot per symbol in this release" }, { "data_origin": "SYNTHETIC", "execution_tag": "Core-Futures-Fixture", "quote": { "symbol": "/MES", "bid": "5684.62348080", "ask": "5685.76051920", "volume": "960", "z_score": "-0.2828427124746190097603377449", "action": "NORMAL", "at": "2026-10-23T07:53:00.484632+00:00", "data_origin": "SYNTHETIC", "model": "SEEDED_UNIFORM_STRESS_FIXTURE" }, "requested_quantity": "4", "research_clearance": false, "market_trial_credit": false, "broker_submitted": false, "status": "FUTURES_DIAGNOSTIC_ONLY", "requested_contract_notional": "113715.21038400", "reason": "Contract execution, margin, calendar and tax adapter remain unimplemented" } ], "storage": "TEMPORARY_SQLITE_FIXTURE", "account": { "mode": "LOCAL_SIMULATION", "live_execution_enabled": false, "broker_orders_enabled": false, "futures": "DISABLED_UNVERIFIED_ADAPTER", "account_initialized": true, "equity": "24932.88929612112657775000", "cash": "20603.07021790446927775000", "halted": false, "positions": [ { "id": 1, "symbol": "BTC/USD", "sector": "DIGITAL_ASSETS", "quantity": "0.06801306", "entry": "64487.09806500", "stop": "61262.7431617500", "mark": "63661.58320500", "fee": "10.96491217480182225000", "acquired_at": "2026-10-23T07:53:00.478780+00:00", "quote_at": "2026-10-23T07:53:00.483749+00:00" } ], "workers": [], "trial_started": false, "trial_reason": "No approved autonomous strategy or broker integration in this release" }, "economic_performance": { "scope": "LOCAL_SIMULATION_CLOSED_LOTS", "closed_lots": 0, "net_pnl": "0", "gross_profits": "0", "gross_losses": "0", "profit_factor": null, "profit_factor_status": "UNDEFINED_NO_LOSSES", "tax_adjustments_in_performance": false }, "historical_benchmarks": { "status": "HOLD_SOURCE_SERIES_REQUIRED", "seeded_records": 0, "reason": "Unsourced example volatility and safe-haven assertions are excluded" }, "trial_started": false, "production_tax_ready": false, "workpaper": { "year": 2026, "status": "SIMULATION_WORKPAPER_NOT_IRS_FORM", "tax_timezone": "UTC_SIMULATION_ONLY", "wash_sale_status": "NOT_DETERMINED", "filed": false, "records": [], "limitations": [ "No live dispositions", "No tax software import certification", "No cross-account wash-sale determination", "Futures Section 1256 not implemented" ], "data_origin": "SYNTHETIC_TEST_FIXTURE", "research_clearance": false } } }, "trailing_stop_lifecycle": { "execution": "COMPLETED", "result": { "status": "SYNTHETIC_LIFECYCLE_TEST_COMPLETE", "data_origin": "FIXED_SYNTHETIC_PRICES", "entry": { "status": "LOCAL_SIMULATION_ELIGIBLE", "symbol": "BTC/USD", "quantity": "0.09759525", "entry": "64000", "stop": "62720.00", "notional": "6246.09600000", "entry_fee": "15.615240000000", "planned_risk": "168.644592000000", "risk_cap": "250.00", "daily_drawdown": "0", "trailing_drawdown": "0", "loss_guaranteed": false, "order_id": 1, "execution_mode": "LOCAL_SIMULATION", "broker_submitted": false }, "futures": { "status": "FUTURES_DIAGNOSTIC_ONLY", "symbol": "/MES", "reason": "Execution, margin, session and Section 1256 adapter unimplemented" }, "rise": { "status": "MARKED", "exits": [], "stop_updates": [ { "symbol": "BTC/USD", "previous_stop": "62720.00", "stop": "64680.00" } ], "daily_drawdown": "0", "trailing_drawdown": "0" }, "fall": { "status": "MARKED", "exits": [ { "symbol": "BTC/USD", "economic_pnl": "-323.284265625000", "cause": "STOP_TRIGGER" } ], "stop_updates": [], "daily_drawdown": "0.012931370625", "trailing_drawdown": "0.01997092962977168185957716588" }, "checks": { "fractional_crypto_entry": true, "stop_trailed_to_64680": true, "one_actual_simulated_exit": true, "inventory_empty": true, "relational_integrity": true }, "account": { "mode": "LOCAL_SIMULATION", "live_execution_enabled": false, "broker_orders_enabled": false, "futures": "DISABLED_UNVERIFIED_ADAPTER", "account_initialized": true, "equity": "24676.715734375000", "cash": "24676.715734375000", "halted": false, "positions": [], "workers": [], "trial_started": false, "trial_reason": "No approved autonomous strategy or broker integration in this release" }, "economic_performance": { "scope": "LOCAL_SIMULATION_CLOSED_LOTS", "closed_lots": 1, "net_pnl": "-323.284265625000", "gross_profits": "0", "gross_losses": "323.284265625000", "profit_factor": "0E+12", "profit_factor_status": "DEFINED", "tax_adjustments_in_performance": false }, "disposition_count": 1, "trial_started": false, "trial_days_credited": 0, "tax_filing_ready": false, "workpaper": { "year": 2026, "status": "SIMULATION_WORKPAPER_NOT_IRS_FORM", "tax_timezone": "UTC_SIMULATION_ONLY", "wash_sale_status": "NOT_DETERMINED", "filed": false, "records": [ { "id": 1, "sell_order_id": 2, "symbol": "BTC/USD", "quantity": "0.09759525", "acquired_at": "2026-10-23T07:53:00.493311+00:00", "sold_at": "2026-10-23T07:53:00.494452+00:00", "proceeds": "5938.426974375000", "basis": "6261.711240000000", "economic_pnl": "-323.284265625000", "holding_class": "SHORT_TERM", "review_status": "SIMULATION_NOT_TAX_FILING" } ], "limitations": [ "No live dispositions", "No tax software import certification", "No cross-account wash-sale determination", "Futures Section 1256 not implemented" ], "data_origin": "SYNTHETIC_TEST_FIXTURE", "research_clearance": false } } }, "v2_risk_rebalance": { "execution": "COMPLETED", "result": { "status": "SYNTHETIC_V2_TEST_COMPLETE", "entry": { "status": "LOCAL_SIMULATION_ELIGIBLE", "symbol": "BTC/USD", "quantity": "0.07233796", "entry": "64000", "stop": "62720.00", "notional": "4629.62944000", "entry_fee": "11.574073600000", "planned_risk": "124.999994880000", "risk_cap": "125.000", "daily_drawdown": "0", "trailing_drawdown": "0", "loss_guaranteed": false, "order_id": 1, "execution_mode": "LOCAL_SIMULATION", "broker_submitted": false }, "futures_diagnostic": { "status": "RISK_BUDGET_REJECTED", "symbol": "/MES", "point_value_multiplier": "5", "minimum_one_contract_stop_risk_before_costs": "560.00", "requested_risk_budget": "250", "diagnostic_contract_quantity": "0", "diagnostic_notional": "0", "broker_submitted": false, "position_opened": false, "reason": "No forced minimum contract. Commissions, slippage, margin, calendar and tax adapter are outside this sizing-only diagnostic", "current_reserved_diagnostic_budget": "124.942129632000000" }, "rise": { "status": "MARKED", "exits": [], "stop_updates": [ { "symbol": "BTC/USD", "previous_stop": "62720.00", "stop": "64680.00" } ], "daily_drawdown": "0", "trailing_drawdown": "0" }, "fall": { "status": "MARKED", "exits": [ { "symbol": "BTC/USD", "economic_pnl": "-239.619492500000", "cause": "STOP_TRIGGER" } ], "stop_updates": [], "daily_drawdown": "0.009584779700", "trailing_drawdown": "0.01482989808332741201619642835" }, "futures_exit_checks": [ { "status": "NO_OPEN_POSITION", "exits": [], "stop_updates": [] }, { "status": "NO_OPEN_POSITION", "exits": [], "stop_updates": [] } ], "checks": { "fractional_crypto_position": true, "crypto_planned_risk_at_most_half_percent": true, "futures_rejected_without_forcing_contract": true, "stop_trails_to_64680": true, "one_position_backed_disposition": true, "no_inventory_remaining": true, "risk_ceiling_reduced_after_loss": true }, "audit": { "status": "REVIEW_REQUIRED_LIVE_DISABLED", "observed_at": "2026-10-23T07:53:00.509662+00:00", "data_origin": "SYNTHETIC_TEST_FIXTURE", "metrics": { "closed_dispositions": 1, "wins": 0, "losses": 1, "breakeven": 0, "win_rate_pct": "0", "gross_profits": "0", "gross_losses": "239.619492500000", "economic_net_pnl": "-239.619492500000", "profit_factor": "0", "profit_factor_status": "DEFINED" }, "workers": { "Phase1-Crypto-Sandbox": { "closed_dispositions": 1, "wins": 0, "losses": 1, "breakeven": 0, "win_rate_pct": "0", "gross_profits": "0", "gross_losses": "239.619492500000", "economic_net_pnl": "-239.619492500000", "profit_factor": "0", "profit_factor_status": "DEFINED" }, "Phase1-Futures-Sandbox": { "closed_dispositions": 0, "wins": 0, "losses": 0, "breakeven": 0, "win_rate_pct": null, "gross_profits": "0", "gross_losses": "0", "economic_net_pnl": "0", "profit_factor": null, "profit_factor_status": "UNDEFINED_NO_LOSSES" } }, "details": [ { "id": 1, "sell_order_id": 2, "symbol": "BTC/USD", "quantity": "0.07233796", "acquired_at": "2026-10-23T07:53:00.507125+00:00", "sold_at": "2026-10-23T07:53:00.508643+00:00", "proceeds": "4401.584021100000", "basis": "4641.203513600000", "economic_pnl": "-239.619492500000", "holding_class": "SHORT_TERM", "review_status": "SIMULATION_NOT_TAX_FILING", "side": "SELL", "execution_tag": "Phase1-Crypto-Sandbox" } ], "equity": "24760.380507500000", "cash": "24760.380507500000", "open_market_value": "0", "trial_started": false, "verified_trial_days": 0, "go_live_approved": false, "limitations": [ "Synthetic tests are not a verified market trial", "No futures execution adapter", "Economic PnL is separate from tax adjustments" ] }, "initial_risk_policy": { "schema_version": 1, "status": "SIMULATION_POLICY_SNAPSHOT", "rebalanced_at": "2026-10-23T07:53:00.505625+00:00", "database_path": "TEMPORARY_ISOLATED_FIXTURE", "account_started_at": "2026-10-23T07:53:00.504379+00:00", "data_origin": "SYNTHETIC_TEST_FIXTURE", "expires_after_seconds": 604800, "budget_semantics": "PER_ENTRY_PLANNED_LOSS_CEILING_NOT_WEEKLY_CUMULATIVE_LOSS", "portfolio_metrics": { "marked_equity": "25000", "cash": "25000", "open_market_value": "0", "enforced_global_rate": "0.01" }, "worker_allocations": { "Phase1-Crypto-Sandbox": { "asset_class": "CRYPTO", "enabled": true, "per_trade_risk_rate": "0.005", "per_trade_risk_cap_dollars": "125.000", "weekly_max_risk_dollars": "125.000" }, "Phase1-Futures-Sandbox": { "asset_class": "FUTURES", "enabled": false, "per_trade_risk_rate": "0.005", "per_trade_risk_cap_dollars": "0", "weekly_max_risk_dollars": "0", "reserved_diagnostic_budget": "125.000", "reason": "Futures execution disabled; allocation is not transferred to crypto" } }, "circuit_breakers": { "daily_baseline_equity": "25000", "daily_drawdown_limit_dollars": "750.00", "halted": false, "maximum_leverage_ratio": "1:1" }, "live_execution_enabled": false, "trial_days_credited": 0 }, "final_risk_policy": { "schema_version": 1, "status": "SIMULATION_POLICY_SNAPSHOT", "rebalanced_at": "2026-10-23T07:53:00.509978+00:00", "database_path": "TEMPORARY_ISOLATED_FIXTURE", "account_started_at": "2026-10-23T07:53:00.504379+00:00", "data_origin": "SYNTHETIC_TEST_FIXTURE", "expires_after_seconds": 604800, "budget_semantics": "PER_ENTRY_PLANNED_LOSS_CEILING_NOT_WEEKLY_CUMULATIVE_LOSS", "portfolio_metrics": { "marked_equity": "24760.380507500000", "cash": "24760.380507500000", "open_market_value": "0", "enforced_global_rate": "0.01" }, "worker_allocations": { "Phase1-Crypto-Sandbox": { "asset_class": "CRYPTO", "enabled": true, "per_trade_risk_rate": "0.005", "per_trade_risk_cap_dollars": "123.801902537500000", "weekly_max_risk_dollars": "123.801902537500000" }, "Phase1-Futures-Sandbox": { "asset_class": "FUTURES", "enabled": false, "per_trade_risk_rate": "0.005", "per_trade_risk_cap_dollars": "0", "weekly_max_risk_dollars": "0", "reserved_diagnostic_budget": "123.801902537500000", "reason": "Futures execution disabled; allocation is not transferred to crypto" } }, "circuit_breakers": { "daily_baseline_equity": "25000", "daily_drawdown_limit_dollars": "750.00", "halted": false, "maximum_leverage_ratio": "1:1" }, "live_execution_enabled": false, "trial_days_credited": 0 }, "trial_started": false, "verified_trial_days": 0, "data_origin": "FIXED_SYNTHETIC_PRICES", "workpaper": { "year": 2026, "status": "SIMULATION_WORKPAPER_NOT_IRS_FORM", "tax_timezone": "UTC_SIMULATION_ONLY", "wash_sale_status": "NOT_DETERMINED", "filed": false, "records": [ { "id": 1, "sell_order_id": 2, "symbol": "BTC/USD", "quantity": "0.07233796", "acquired_at": "2026-10-23T07:53:00.507125+00:00", "sold_at": "2026-10-23T07:53:00.508643+00:00", "proceeds": "4401.584021100000", "basis": "4641.203513600000", "economic_pnl": "-239.619492500000", "holding_class": "SHORT_TERM", "review_status": "SIMULATION_NOT_TAX_FILING" } ], "limitations": [ "No live dispositions", "No tax software import certification", "No cross-account wash-sale determination", "Futures Section 1256 not implemented" ], "data_origin": "SYNTHETIC_TEST_FIXTURE", "research_clearance": false } } } }