AlphaBot · audit snapshot

Read-only · local · USD · fixed-point Decimal

SYNTHETIC DEMONSTRATION — NOT LIVE OR HISTORICAL MARKET RESULTS

Recorded as of 1999-07-01T00:00:00.000000+00:00; requested window 0001-01-01T00:00:00.000000+00:00 to 1999-07-01T00:00:00.000000+00:00

equity2171.32097179402400

cash2171.32097179402400

floor1000

peak2175.35836223894900

Observed data, not a regulatory certification. Live readiness is unverified. Hash chain verified for 7 frames; no external anchor.

Performance and protection

Equity: green · Floor: amber · Cash: blue. 7 recorded window frames; 7 plotted points, downsampled by sequence with endpoints retained.

All positions at snapshot

Symbol	Quantity	Unit price	Acquisition cost	Market value	Equity share

Cash share: 100%.

Trial balance through selected frame

Account	Signed debit balance
Assets:Cash	2171.32097179402400
Assets:Inventory	0.00000000000000
Assets:ValuationAdjustment	0.00000000000000
Equity:Opening	-500
Income:UnrealizedPnL	0.00000000000000
Income:RealizedPnL	-1671.32097179402400

Decision frames

Showing the latest 7 of 7 window frames. JSON export includes every selected frame and all postings.

ID	Time	Kind	Action	Cash	Equity	Floor	Fee drag	Lessons	Mathematical reason
1	1999-01-01T00:00:00.000000+00:00	PRICE	BUY	400.00000060170100	499.80029960170100	400.00000060170100	0.09990009929900	1	INDPRO_current=103 > prior_three_mean=101; cash=500 * 0.20 * risk_multiplier=1 = budget=100.00; prior_lessons=0; BUY quantity=0.99800299; quote=100; modeled_fill=100.100; fee=0.09990009929900; total_debit=99.99999939829900; budget_cap=100.00
2	1999-02-01T00:00:00.000000+00:00	PRICE	BUY	324.00000109907380	519.60858709907380	324.00000109907380	0.07592407542720	2	INDPRO_current=104 > prior_three_mean=102; cash=400.00000060170100 * 0.20 * risk_multiplier=0.95 = budget=76.000000114323190000; prior_lessons=1; BUY quantity=0.63206856; quote=120; modeled_fill=120.120; fee=0.07592407542720; total_debit=75.99999950262720; budget_cap=76.000000114323190000
3	1999-03-01T00:00:00.000000+00:00	PRICE	BUY	265.51800171266320	617.29609131266320	265.51800171266320	0.05842357581060	3	INDPRO_current=105 > prior_three_mean=103; cash=324.00000109907380 * 0.20 * risk_multiplier=0.9025 = budget=58.48200019838282090000; prior_lessons=2; BUY quantity=0.32425117; quote=180; modeled_fill=180.180; fee=0.05842357581060; total_debit=58.48199938641060; budget_cap=58.48200019838282090000
4	1999-04-01T00:00:00.000000+00:00	PRICE	BUY	219.98830352348800	773.55098592348800	250	0.04548421397520	4	INDPRO_current=106 > prior_three_mean=104; cash=265.51800171266320 * 0.20 * risk_multiplier=0.857375 = budget=45.5296993436789222200000; prior_lessons=3; BUY quantity=0.17476452; quote=260; modeled_fill=260.260; fee=0.04548421397520; total_debit=45.52969818917520; budget_cap=45.5296993436789222200000
5	1999-05-01T00:00:00.000000+00:00	PRICE	BUY	184.15193515268500	1178.00599615268500	500	0.03580056780300	5	INDPRO_current=107 > prior_three_mean=105; cash=219.98830352348800 * 0.20 * risk_multiplier=0.81450625 = budget=35.836369629355599560000000; prior_lessons=4; BUY quantity=0.07947734; quote=450; modeled_fill=450.450; fee=0.03580056780300; total_debit=35.83636837080300; budget_cap=35.836369629355599560000000
6	1999-06-01T00:00:00.000000+00:00	PRICE	BUY	155.65328723894900	1950.94668723894900	500	0.02847017773600	6	INDPRO_current=108 > prior_three_mean=106; cash=184.15193515268500 * 0.20 * risk_multiplier=0.7737809375 = budget=28.49865140497676098843750000; prior_lessons=5; BUY quantity=0.03555217; quote=800; modeled_fill=800.800; fee=0.02847017773600; total_debit=28.49864791373600; budget_cap=28.49865140497676098843750000
7	1999-07-01T00:00:00.000000+00:00	PRICE	HALT	2171.32097179402400	2171.32097179402400	1000	2.01768536992500	7	geopolitical_tone: -6.0 < -5.0; SELL net_proceeds=2015.66768455507500; quantity=2.24411675 * fill=899.100 - fee=2.01768536992500; released_cost=344.34671276105100

LESSON paths in displayed frames

{
  "actual": "100.100",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "3038d13c-c913-49de-81ae-7a2c42846a22",
    "formula": "abs(fill-target)/target*100",
    "side": "BUY",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "100",
  "lesson_hash": "364f9d6d564f5664be8cc9d55ec39e1bc083e136ab9eb6b9bd0ea40c2d79bf69",
  "parent_frame_id": null,
  "parent_lesson_hash": null,
  "prior_lesson_count": 0,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.95",
  "risk_multiplier_before": "1",
  "stage": "execution_fill_vs_reference"
}

{
  "actual": "120.120",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "8ae29682-d023-46f2-a562-acade10e6d50",
    "formula": "abs(fill-target)/target*100",
    "side": "BUY",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "120",
  "lesson_hash": "35e69629f073655f2ccf7feaf8f0daabee8651c1dd9f1a0d1d3ae2cda57d4d98",
  "parent_frame_id": 1,
  "parent_lesson_hash": "364f9d6d564f5664be8cc9d55ec39e1bc083e136ab9eb6b9bd0ea40c2d79bf69",
  "prior_lesson_count": 1,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.9025",
  "risk_multiplier_before": "0.95",
  "stage": "execution_fill_vs_reference"
}

{
  "actual": "180.180",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "2557197e-3293-43ba-90cc-0844accb8afb",
    "formula": "abs(fill-target)/target*100",
    "side": "BUY",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "180",
  "lesson_hash": "c12ba1c226b4928b9f98be7aec50bbb6a0db0a9efabf3c6141c66edb910f8374",
  "parent_frame_id": 2,
  "parent_lesson_hash": "35e69629f073655f2ccf7feaf8f0daabee8651c1dd9f1a0d1d3ae2cda57d4d98",
  "prior_lesson_count": 2,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.857375",
  "risk_multiplier_before": "0.9025",
  "stage": "execution_fill_vs_reference"
}

{
  "actual": "260.260",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "bcf36c67-208b-4dae-8c0f-f10787df9ac2",
    "formula": "abs(fill-target)/target*100",
    "side": "BUY",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "260",
  "lesson_hash": "2146254d8424213aabe26a41038a8ea3bd99a16de776af3899ff764f9f8dd23b",
  "parent_frame_id": 3,
  "parent_lesson_hash": "c12ba1c226b4928b9f98be7aec50bbb6a0db0a9efabf3c6141c66edb910f8374",
  "prior_lesson_count": 3,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.81450625",
  "risk_multiplier_before": "0.857375",
  "stage": "execution_fill_vs_reference"
}

{
  "actual": "450.450",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "a9295098-5f9c-456a-9541-446a90939b77",
    "formula": "abs(fill-target)/target*100",
    "side": "BUY",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "450",
  "lesson_hash": "835ad22088dc6d170abcd547b4d2d70ba0c973cfcec7e57f00e568a1f0c6b334",
  "parent_frame_id": 4,
  "parent_lesson_hash": "2146254d8424213aabe26a41038a8ea3bd99a16de776af3899ff764f9f8dd23b",
  "prior_lesson_count": 4,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.7737809375",
  "risk_multiplier_before": "0.81450625",
  "stage": "execution_fill_vs_reference"
}

{
  "actual": "800.800",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "f6c6937d-1aa3-4953-881d-9a1634c0fbad",
    "formula": "abs(fill-target)/target*100",
    "side": "BUY",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "800",
  "lesson_hash": "eefb17bfea5efcd743f0786d4484ce2904bd80f510f35c355f77aeb716f44bf8",
  "parent_frame_id": 5,
  "parent_lesson_hash": "835ad22088dc6d170abcd547b4d2d70ba0c973cfcec7e57f00e568a1f0c6b334",
  "prior_lesson_count": 5,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.735091890625",
  "risk_multiplier_before": "0.7737809375",
  "stage": "execution_fill_vs_reference"
}

{
  "actual": "899.100",
  "causality": "observed execution/reconciliation path; root cause not inferred",
  "code": "TARGET_DEVIATION",
  "details": {
    "deviation_pct": "0.100",
    "execution_id": "76e728b6-5f30-4f69-ad06-166f469e9ab2",
    "formula": "abs(fill-target)/target*100",
    "side": "SELL",
    "source": "backtest_modeled_slippage",
    "threshold_pct": "0.0001"
  },
  "expected": "900",
  "lesson_hash": "e260503d4cea5894413bf4acbf09d122b5928930927f52cfcbeda1c67947a191",
  "parent_frame_id": 6,
  "parent_lesson_hash": "eefb17bfea5efcd743f0786d4484ce2904bd80f510f35c355f77aeb716f44bf8",
  "prior_lesson_count": 6,
  "risk_decay": "0.95",
  "risk_formula": "decay**cumulative_lesson_count",
  "risk_multiplier_after": "0.69833729609375",
  "risk_multiplier_before": "0.735091890625",
  "stage": "execution_fill_vs_reference"
}

Selected decision context

{
  "cash": "155.65328723894900",
  "data_label": "SYNTHETIC DEMONSTRATION \u2014 NOT LIVE OR HISTORICAL MARKET RESULTS",
  "empty_event_month": false,
  "entry_enabled": true,
  "equity": "2175.35836223894900",
  "fee_rate": "0.001",
  "floor": "1000",
  "indpro": [
    "106",
    "107",
    "108",
    "109"
  ],
  "last_entry_month": "1999-06",
  "lesson_count": 6,
  "lesson_risk_decay": "0.95",
  "modeled_exit_fees": "4.03941015000",
  "month": "1999-07",
  "peak": "2175.35836223894900",
  "reference_price_available": true,
  "risk_multiplier": "0.735091890625",
  "slippage_rate": "0.001",
  "target_deviation_pct": "0.0001",
  "tone": "-6.0"
}