Omid Bot

Wallet

$99.12

−$0.8759 vs $100.00 contributed

NAV / unit0.991241

Units100.0000

Return-0.876%

Unrealised−$0.0230

Mean pair R

-0.043

real-money pairs only · n = 13

Best+0.749

Worst-1.057

Median-0.019

Sum-0.553

Floor breaches

pairs that finished below zero · 5 of 13

Breach rate38.5%

Worst breach-1.057

Unresolved4

Since fix11 pairs, 0 breaches

Selectivity

454

spikes evaluated → 16 taken (3.5%)

Gatervol 100 / 4σ

Risk / leg$0.7434

Worst case / pair−2R

Open cap14

Open now

Symbol	Side	Entry	Mark	Unreal R		Peak R	Lock	Age
WCT	LONG	0.03433000	0.03372000	-0.629		+0.108	none	5.1h
WCT	SHORT	0.03430000	0.03372000	+0.598		+0.615	none	5.1h

An open position sits near 0 gross R by construction — the two unrealised R values should very nearly cancel. A large sum means one leg already stopped.

Pair sequence 15 closed

JASMCROSALICWLFICOWTAGHEMISPORGPSSTABYFIREDHANACLO1000

One tile per pair in decision order. Faded = shadow (no money moved). Red = floor breach. A calendar heat-map would be 99%% empty at this age; this is the honest version.

WCTOPENnot locked yet

−$0.0230

-0.031R · open 5.1 h

Both sides are still open and roughly cancelling out, which is normal early on. The trade decides itself when price moves far enough one way.

Details

LONG

-0.629

entry

0.03433000

stop

0.03336000

SHORT

+0.598

entry

0.03430000

stop

0.03527000

Risk per leg

$0.7427

If both stops hit

−$1.54

Live price

0.03372000

Executor

active

executor.service

Watchdog timer

active

watchdog.timer

Dashboard timer

active

dashboard.timer

Scanner feed

spike source age

Live configuration 17 keys

Key	Value
`BOOK`	MODEL A
`EQUITY_CAP`	0.0
`RISK_PER_LEG`	0.0075
`DD_HALT_PCT`	0.25
`GONE_STRIKES`	3
`LEVERAGE`	5
`LOSS_COOLDOWN_H`	6.0
`MARGIN_MODE`	CROSSED
`MAX_OPEN_PAIRS`	14
`MAX_STALE_MIN`	20
`MIN_MOVE_SIGMA`	4.0
`MIN_RVOL_BOOK`	100.0
`RATCHET_STEP`	0.1
`RATCHET_TRIG`	1.0
`STOP_ATR`	2.5
`TIMEOUT_H`	192
`WORKING_TYPE`	MARK_PRICE

Read through cfg_get(), which raises on an unknown key. An unlisted knob silently returning a getattr default is how MIN_LOT_FLOOR stayed inert from the day it shipped.

Watchdog history every 15 min

When (UTC)	Status	Detail
2026-08-18 21:15:04	OK	restarts=0 rss=88MB heartbeat=0.1min pairs=454 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 21:00:03	OK	restarts=0 rss=88MB heartbeat=0.1min pairs=454 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 20:45:01	OK	restarts=0 rss=88MB heartbeat=0.1min pairs=454 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 20:30:01	OK	restarts=0 rss=87MB heartbeat=0.2min pairs=454 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 20:15:02	OK	restarts=0 rss=87MB heartbeat=0.2min pairs=453 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 20:00:03	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=453 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=13min live_positions=2 wallet=$99.12
2026-08-18 19:45:01	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=453 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=13min live_positions=2 wallet=$99.12
2026-08-18 19:30:02	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=453 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=13min live_positions=2 wallet=$99.12
2026-08-18 19:15:01	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=451 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 19:00:03	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=451 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=13min live_positions=2 wallet=$99.12
2026-08-18 18:45:04	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=451 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=13min live_positions=2 wallet=$99.12
2026-08-18 18:30:01	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=451 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 18:15:01	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=449 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 18:00:05	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=449 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 17:45:02	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=448 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 17:30:02	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=448 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 17:15:05	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=448 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 17:00:02	OK	restarts=0 rss=92MB heartbeat=0.0min pairs=448 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 16:45:02	OK	restarts=0 rss=91MB heartbeat=0.0min pairs=447 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 16:30:02	OK	restarts=0 rss=91MB heartbeat=0.0min pairs=447 taken=16 legs_open=2 legs_closed=31 dry_run=0 scanner=12min live_positions=2 wallet=$99.12
2026-08-18 16:15:03	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=444 taken=15 legs_open=0 legs_closed=31 dry_run=0 scanner=12min live_positions=0 wallet=$99.15
2026-08-18 16:00:04	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=444 taken=15 legs_open=0 legs_closed=31 dry_run=0 scanner=12min live_positions=0 wallet=$99.15
2026-08-18 15:45:04	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=443 taken=15 legs_open=0 legs_closed=31 dry_run=0 scanner=12min live_positions=0 wallet=$99.15
2026-08-18 15:30:02	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=443 taken=15 legs_open=0 legs_closed=31 dry_run=0 scanner=12min live_positions=0 wallet=$99.15
2026-08-18 15:15:02	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=443 taken=15 legs_open=2 legs_closed=29 dry_run=0 scanner=12min live_positions=1 wallet=$98.45
2026-08-18 15:00:03	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=443 taken=15 legs_open=2 legs_closed=29 dry_run=0 scanner=12min live_positions=2 wallet=$99.24
2026-08-18 14:45:03	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=442 taken=15 legs_open=2 legs_closed=29 dry_run=0 scanner=12min live_positions=2 wallet=$99.24
2026-08-18 14:30:03	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=442 taken=15 legs_open=2 legs_closed=29 dry_run=0 scanner=12min live_positions=2 wallet=$99.24
2026-08-18 14:15:02	OK	restarts=0 rss=92MB heartbeat=0.1min pairs=441 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=13min live_positions=0 wallet=$99.25
2026-08-18 14:00:03	OK	restarts=0 rss=92MB heartbeat=0.1min pairs=441 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=12min live_positions=0 wallet=$99.25
2026-08-18 13:45:03	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=440 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=13min live_positions=0 wallet=$99.25
2026-08-18 13:30:02	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=440 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=13min live_positions=0 wallet=$99.25
2026-08-18 13:15:04	OK	restarts=0 rss=91MB heartbeat=0.1min pairs=439 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=12min live_positions=0 wallet=$99.25
2026-08-18 13:00:06	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=439 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=12min live_positions=0 wallet=$99.25
2026-08-18 12:45:04	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=439 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=12min live_positions=0 wallet=$99.25
2026-08-18 12:30:04	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=439 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=13min live_positions=0 wallet=$99.25
2026-08-18 12:15:04	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=438 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=12min live_positions=0 wallet=$99.25
2026-08-18 12:00:04	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=438 taken=14 legs_open=0 legs_closed=29 dry_run=0 scanner=12min live_positions=0 wallet=$99.25
2026-08-18 11:45:05	OK	restarts=0 rss=87MB heartbeat=0.1min pairs=438 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=13min live_positions=2 wallet=$99.34
2026-08-18 11:30:02	OK	restarts=0 rss=88MB heartbeat=0.1min pairs=436 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 11:15:02	OK	restarts=0 rss=86MB heartbeat=0.1min pairs=435 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=13min live_positions=2 wallet=$99.34
2026-08-18 11:00:01	OK	restarts=0 rss=86MB heartbeat=0.1min pairs=434 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 10:45:02	OK	restarts=0 rss=87MB heartbeat=0.1min pairs=434 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 10:30:02	OK	restarts=0 rss=87MB heartbeat=0.1min pairs=433 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 10:15:02	OK	restarts=0 rss=87MB heartbeat=0.1min pairs=433 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=13min live_positions=2 wallet=$99.34
2026-08-18 10:00:03	OK	restarts=0 rss=86MB heartbeat=0.1min pairs=433 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 09:45:03	OK	restarts=0 rss=88MB heartbeat=0.1min pairs=433 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 09:30:02	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=432 taken=14 legs_open=2 legs_closed=27 dry_run=0 scanner=12min live_positions=2 wallet=$99.34
2026-08-18 09:15:07	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=430 taken=13 legs_open=4 legs_closed=23 dry_run=0 scanner=13min live_positions=3 wallet=$99.18
2026-08-18 09:00:02	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=428 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 08:45:04	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=13min live_positions=2 wallet=$99.63
2026-08-18 08:30:02	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 08:15:02	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 08:00:01	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=13min live_positions=2 wallet=$99.63
2026-08-18 07:45:02	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 07:30:01	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 07:15:01	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=427 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 07:00:03	OK	restarts=0 rss=89MB heartbeat=0.1min pairs=426 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=12min live_positions=2 wallet=$99.63
2026-08-18 06:45:03	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=426 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=13min live_positions=2 wallet=$99.63
2026-08-18 06:30:03	OK	restarts=0 rss=90MB heartbeat=0.1min pairs=426 taken=12 legs_open=2 legs_closed=23 dry_run=0 scanner=13min live_positions=2 wallet=$99.63

An independent process that reconciles the database against the exchange over direct signed REST and fails closed: if it cannot verify, it reports FAIL rather than OK.

Wallet

$99.12

exchange totalWalletBalance

NAV per unit

0.991241

started at exactly 1.000000

Drawdown from peak

0.60%

halt breaker at 25%

Capital at work

$99.10

sizing cap $0

Wallet curve 295 watchdog marks

Backfilled from watchdog_history.log. book holds a single row, so this is the only equity history that exists; it is a 15-minute sample, not a tick series.

Cumulative R (real money) n = 13

Shadow pairs are excluded. R is the only size-independent unit this book has; dollars move with equity, R does not.

Sum R

-0.553

over 13 real pairs

Std dev of pair R

0.3872

dispersion, not a Sharpe input at this n

Sharpe / Calmar / CAGR

n = 13

suppressed

These need ~100+ observations to mean anything. Rendering them at n=13 would be noise with decimal places. Shown when the sample supports it.

Trade log click a row for detail

Net so far

−$0.5969

Trades

Profitable

4 of 13

Open now

When	Symbol	Result	P&L	Running	Status
2026-08-18 16:17	WCT test	—	—	—	open
Opened 2026-08-18 16:17:38 Closed still open Held for — Long leg — Short leg — Combined — How it closed Long exit — Short exit — Unhedged for — Entry cost +0.031R vs model n/a Spike #566
2026-08-18 14:17	1000RATS	-0.106R	−$0.0900	−$0.60	breach
Opened 2026-08-18 14:17:36 Closed 2026-08-18 15:15:58 Held for 58 min Long leg +0.950 Short leg -1.056 Combined -0.106 Before costs −$0.0787 Costs −$0.0113 After costs −$0.0900 How it closed Long exit ratchet_stop Short exit stop Unhedged for 0 min Entry cost +0.006R vs model -0.206 Spike #561 This one finished below zero. It is the only kind of loss this book is not supposed to have, and it is explained on the Floor Integrity page.
2026-08-18 09:17	CLO	-0.100R	−$0.0869	−$0.51	breach
Opened 2026-08-18 09:17:55 Closed 2026-08-18 11:55:06 Held for 2.6 h Long leg +1.008 Short leg -1.108 Combined -0.100 Before costs −$0.0743 Costs −$0.0125 After costs −$0.0869 How it closed Long exit ratchet_stop Short exit stop Unhedged for 0 min Entry cost -0.004R vs model -0.200 Spike #551 This one finished below zero. It is the only kind of loss this book is not supposed to have, and it is explained on the Floor Integrity page.
2026-08-18 09:02	HANA	-0.251R	−$0.1959	−$0.42	breach
Opened 2026-08-18 09:02:25 Closed 2026-08-18 09:29:06 Held for 27 min Long leg -1.195 Short leg +0.944 Combined -0.251 Before costs −$0.1874 Costs −$0.0086 After costs −$0.1959 How it closed Long exit stop Short exit ratchet_stop Unhedged for 0 min Entry cost +0.023R vs model -0.551 Spike #548 This one finished below zero. It is the only kind of loss this book is not supposed to have, and it is explained on the Floor Integrity page.
2026-08-18 05:02	RED	+0.081R	+$0.0496	−$0.22	ok
Opened 2026-08-18 05:02:44 Closed 2026-08-18 05:19:34 Held for 17 min Long leg -0.983 Short leg +1.063 Combined +0.081 Before costs +$0.0600 Costs −$0.0104 After costs +$0.0496 How it closed Long exit stop Short exit ratchet_stop Unhedged for 1 min Entry cost +0.040R vs model match Spike #544
2026-08-18 03:03	YFI	-0.085R	−$0.0744	−$0.27	breach
Opened 2026-08-18 03:03:16 Closed 2026-08-18 09:15:45 Held for 6.2 h Long leg +0.855 Short leg -0.940 Combined -0.085 Before costs −$0.0380 Costs −$0.0364 After costs −$0.0744 How it closed Long exit ratchet_stop Short exit stop Unhedged for 0 min Entry cost +0.043R vs model -0.085 Spike #539 This one finished below zero. It is the only kind of loss this book is not supposed to have, and it is explained on the Floor Integrity page.
2026-08-16 15:02	STABLE	-0.024R	−$0.0361	−$0.20	ok
Opened 2026-08-16 15:02:36 Closed 2026-08-17 14:20:15 Held for 23.3 h Long leg +0.994 Short leg -1.017 Combined -0.024 Before costs −$0.0177 Costs −$0.0184 After costs −$0.0361 How it closed Long exit ratchet_stop Short exit stop Unhedged for 2 min Entry cost +0.008R vs model match Spike #435
2026-08-16 11:32	GPS	-0.019R	−$0.0297	−$0.16	ok
Opened 2026-08-16 11:32:27 Closed 2026-08-16 12:26:44 Held for 54 min Long leg +0.982 Short leg -1.001 Combined -0.019 Before costs −$0.0144 Costs −$0.0153 After costs −$0.0297 How it closed Long exit ratchet_stop Short exit stop Unhedged for 4 min Entry cost +0.031R vs model -0.119 Spike #426
2026-08-15 19:32	SPORTFUN	+0.749R	+$0.5439	−$0.13	ok
Opened 2026-08-15 19:32:35 Closed 2026-08-15 20:36:06 Held for 1.1 h Long leg +1.757 Short leg -1.008 Combined +0.749 Before costs +$0.5568 Costs −$0.0129 After costs +$0.5439 How it closed Long exit ratchet_stop Short exit stop Unhedged for 16 min Entry cost +0.019R vs model -1.751 Spike #387
2026-08-15 15:02	HEMI	-0.008R	−$0.0142	−$0.68	ok
Opened 2026-08-15 15:02:45 Closed 2026-08-15 17:40:55 Held for 2.6 h Long leg +1.010 Short leg -1.019 Combined -0.008 Before costs −$0.0062 Costs −$0.0080 After costs −$0.0142 How it closed Long exit ratchet_stop Short exit stop Unhedged for 0 min Entry cost -0.004R vs model match Spike #369
2026-08-15 09:32	TAG	+0.204R	+$0.1418	−$0.66	ok
Opened 2026-08-15 09:32:49 Closed 2026-08-15 10:37:24 Held for 1.1 h Long leg +1.199 Short leg -0.995 Combined +0.204 Before costs +$0.1517 Costs −$0.0099 After costs +$0.1418 How it closed Long exit ratchet_stop Short exit stop Unhedged for 8 min Entry cost +0.026R vs model match Spike #346
2026-08-15 09:17	COW	+0.050R	+$0.0233	−$0.80	ok
Opened 2026-08-15 09:17:29 Closed 2026-08-15 09:30:40 Held for 13 min Long leg +0.985 Short leg -0.935 Combined +0.050 Before costs +$0.0368 Costs −$0.0135 After costs +$0.0233 How it closed Long exit ratchet_stop Short exit stop Unhedged for 3 min Entry cost +0.000R vs model -0.250 Spike #343
2026-08-14 20:17	WLFI	+0.015R	−$0.0200	−$0.83	ok
Opened 2026-08-14 20:17:33 Closed 2026-08-14 20:45:33 Held for 28 min Long leg -1.016 Short leg +1.030 Combined +0.015 Before costs +$0.0108 Costs −$0.0308 After costs −$0.0200 How it closed Long exit stop Short exit stop Unhedged for 6 min Entry cost +0.007R vs model -0.285 Spike #321
2026-08-14 11:47	ALICE	-1.057R	−$0.8083	−$0.81	breach
Opened 2026-08-14 11:47:27 Closed 2026-08-14 15:15:37 Held for 3.5 h Long leg -0.066 Short leg -0.991 Combined -1.057 Before costs −$0.7923 Costs −$0.0160 After costs −$0.8083 How it closed Long exit stop Short exit stop Unhedged for 14 min Entry cost +0.017R vs model -1.557 Spike #292 This one finished below zero. It is the only kind of loss this book is not supposed to have, and it is explained on the Floor Integrity page.
2026-08-14 09:33	CROSS test	+0.000R	—	—	ok
Opened 2026-08-14 09:33:19 Closed 2026-08-14 10:15:02 Held for 42 min Long leg -1.000 Short leg +1.000 Combined +0.000 How it closed Long exit stop Short exit ratchet_stop Unhedged for 15 min Entry cost +0.000R vs model match Spike #281
2026-08-14 07:17	JASMY test	+0.100R	—	—	ok
Opened 2026-08-14 07:17:27 Closed 2026-08-14 07:45:07 Held for 28 min Long leg +1.100 Short leg -1.000 Combined +0.100 How it closed Long exit ratchet_stop Short exit stop Unhedged for 14 min Entry cost +0.000R vs model match Spike #275

Mean winner excess

-0.022

winner R − 1.0 · n = 13

Median

-0.006

Best

+0.757

Loser mean

-1.020

should sit just under −1R

Winner vs loser, per pair n = 13

Symbol	Winner	Winner R	Peak R	Lock	Excess	Given back	Loser R	Pair R	Solo window
SPORTFUN	LONG	+1.757	+1.850	+1.802	+0.757	+0.093	-1.008	+0.749	16.0m
TAG	LONG	+1.199	+1.215	+1.199	+0.199	+0.016	-0.995	+0.204	8.0m
RED	SHORT	+1.063	+1.160	+1.104	+0.063	+0.097	-0.983	+0.081	40s
WLFI	SHORT	+1.030	+1.030 ⚠	none	+0.030	+0.000	-1.016	+0.015	5.7m
HEMI	LONG	+1.010	+1.010 ⚠	+0.999	+0.010	+0.000	-1.019	-0.008	10s
CLO	LONG	+1.008	+1.014	+0.999	+0.008	+0.007	-1.108	-0.100	20s
STABLE	LONG	+0.994	+1.010	+1.002	-0.006	+0.016	-1.017	-0.024	2.0m
COW	LONG	+0.985	+1.176	+1.098	-0.015	+0.191	-0.935	+0.050	2.7m
GPS	LONG	+0.982	+1.021	+1.001	-0.018	+0.040	-1.001	-0.019	4.0m
1000RATS	LONG	+0.950	+1.048	+1.000	-0.050	+0.098	-1.056	-0.106	29s
HANA	SHORT	+0.944	+1.013	+1.000	-0.056	+0.069	-1.195	-0.251	21s
YFI	LONG	+0.855	+1.093	+0.983	-0.145	+0.238	-0.940	-0.085	19s
ALICE	LONG	-0.066	+1.305 ⚠	none	-1.066	+1.371	-0.991	-1.057	13.9m

Given back = peak minus realised: how much of the winner's best moment the ratchet failed to keep. Solo window is the time between the first leg exiting and the second — the book is an unhedged directional position for exactly that long, which is where this book actually takes risk.

Breaches

4 unresolved

Breach rate

38.5%

Worst breach

-1.057

Cost of breaches

−$1.2555

net dollars lost to breaches

What is eliminated, and what is not

The ALICE mechanism — a lock earned intra-bar but not evaluated until the next 15-minute bar closed — is gone: the ratchet now tests markPrice every 10 s, so that window shrank about 90×. Three paths remain, and only the first is a defect:
· Amendment rejected (−2021). The exchange refuses the new stop because price already moved through it. This has fired 1×, most recently on SPORTFUN. It self-corrects: stops are placed before the old one is cancelled, so the previous stop keeps protecting and the next 10 s cycle retries — SPORTFUN went on to lock at 1.802 and exit +1.757R.
· Structural. The winner never reaches +1R, then reverses, so no lock was ever earned. No code change prevents this. It is the strategy’s inherent failure mode and the dominant remaining path.
· Gap through both levels in one tick. Rare, and no order type — including exchange-side trailing stops — defends against it.

Exposure log — instrumentation, live since 2026-08-16

DEAD_ZONE

adaptive would have locked, fixed did not

EXPOSED

neither policy would have locked

PROTECTED

sibling already past +1R

WHIPSAW

both legs stopped — the −2R tail

When (UTC)	Symbol	Stopped	Its R	Sibling peak	Sibling lock	Dead zone	Shadow trig	Verdict
08-18 15:15:28	1000RATS	SHORT	-1.056	+1.048	+1.000	+0.006	0.9944	PROTECTED
08-18 11:54:46	CLO	SHORT	-1.108	+1.014	+0.999	-0.004	1.0000	PROTECTED
08-18 09:28:45	HANA	LONG	-1.195	+1.013	+1.000	+0.023	0.9767	PROTECTED
08-18 09:15:26	YFI	SHORT	-0.940	+1.093	+0.983	+0.043	0.9573	EXPOSED
08-18 05:18:54	RED	LONG	-0.983	+1.023	+0.996	+0.040	0.9596	EXPOSED
08-17 14:18:15	STABLE	SHORT	-1.017	+0.816	none	+0.008	0.9921	PROTECTED
08-16 12:22:44	GPS	SHORT	-1.001	+0.926	none	+0.031	0.9693	DEAD_ZONE

This is the evidence that decides the adaptive trigger. At the instant one leg stops, the sibling is in exactly one of four states:
· PROTECTED — peak already ≥ +1R, both policies lock.
· DEAD_ZONE — peak between the shadow trigger and +1R. An adaptive lock would have fired here and the deployed fixed trigger did not. Each of these is one unit of evidence for deploying it.
· EXPOSED — peak below the shadow trigger; neither policy would have locked, so there is nothing to fix.
· WHIPSAW — both legs stopped. The −2R tail. Has never fired live.
The adaptive policy is currently OFF (reverted 2026-08-16: benefit was never statistically significant and the tail it guards has never occurred). This log accumulates the evidence to revisit that with a real sample.

Floor margin — the real residual risk

Widest dead zone

+0.043

the gap where loss is enforced but gain is not

Pairs with a dead zone

of 14 measured

Ratchet arms at

+1.0000R

RATCHET_TRIG

Symbol	Entry cost R	Winner at loser-stop	Dead zone	Status	Pair R
YFI	+0.043	+0.957	+0.043	gap of 0.0427R	-0.085
RED	+0.040	+0.960	+0.040	gap of 0.0404R	+0.081
WCT	+0.031	+0.969	+0.031	gap of 0.0309R	open
GPS	+0.031	+0.969	+0.031	gap of 0.0307R	-0.019
TAG	+0.026	+0.974	+0.026	gap of 0.0255R	+0.204
HANA	+0.023	+0.977	+0.023	gap of 0.0233R	-0.251
SPORTFUN	+0.019	+0.981	+0.019	gap of 0.0194R	+0.749
ALICE	+0.017	+0.983	+0.017	gap of 0.0165R	-1.057
STABLE	+0.008	+0.992	+0.008	gap of 0.0079R	-0.024
WLFI	+0.007	+0.993	+0.007	gap of 0.0073R	+0.015
1000RATS	+0.006	+0.994	+0.006	gap of 0.0056R	-0.106
COW	+0.000	+1.000	none	✓ lock arms first	+0.050
HEMI	-0.004	+1.004	none	✓ lock arms first	-0.008
CLO	-0.004	+1.004	none	✓ lock arms first	-0.100

When one leg stops at −1R the other sits at exactly 1 − entry_cost_R — the reference price cancels, so this is an identity, not an estimate. The ratchet only arms at +1R, so a positive entry cost opens a dead zone: the loss is already enforced by an exchange-side stop while the gain is not yet protected by a lock. Reverse inside it and the winner rides all the way back.
The dead zone and the entry cost are the same number. Favourable skew (short filling above long) closes it completely — HEMI’s winner crossed +1R before its loser stopped. This makes floor risk an execution-quality problem, not an unfixable property of the strategy.

Breach register 5 ratchet-bug · 0 structural

Symbol	Spike	Long R	Short R	Pair R	Best peak	Cause	Status	Net	When
1000RATS	561	+0.950	-1.056	-0.106	+1.048	ratchet bug	inherent risk	−$0.0900	08-18 14:17:36
CLO	551	+1.008	-1.108	-0.100	+1.014	ratchet bug	inherent risk	−$0.0869	08-18 09:17:55
HANA	548	-1.195	+0.944	-0.251	+1.013	ratchet bug	inherent risk	−$0.1959	08-18 09:02:25
YFI	539	+0.855	-0.940	-0.085	+1.093	ratchet bug	inherent risk	−$0.0744	08-18 03:03:16
ALICE	292	-0.066	-0.991	-1.057	+1.305 ⚠	ratchet bug	✓ RESOLVED	−$0.8083	08-14 11:47:27

Best peak is the highest R either leg reached, so it separates the two causes:
· Below +1R → structural. The winner never earned a lock. No code change prevents this; it is the strategy's inherent failure mode.
· At or above +1R → ratchet bug. The lock was earned but not placed while price was still above it. This is what the mark-triggered ratchet fixed on 2026-08-15.
⚠ ALICE’s stored peak_r is corrupt. The late-lock branch returned before persisting it, recording 0.2998 for a leg that actually reached +1.305R — proven by the lock level 0.1341 in the 15:15:04 alert against entry 0.1262 and stop distance 0.0060536. Taking the stored value at face value would misclassify the book’s only breach as unfixable. The bug deleted its own evidence.

Mark-triggered

intra-bar crossings caught from markPrice

Stops advanced

amendments the exchange accepted

Late locks

lock computed after price already passed it

Amend rejected

lock computed but not placed

Adaptive trigger — deployed 2026-08-16

Policy

OFF

base 1.0 · floor None

Times it lowered the trigger

ratchet/trig_adapted

Zero means the branch has never been exercised on a live pair — it fires only when entry skew is adverse.

Pairs with a dead zone

of 16 taken

Symbol	Entry cost R	Effective trigger	Would arm at	Status
WCT	+0.031	0.9691	+0.969	closes 0.0309R zone
1000RATS	+0.006	0.9944	+0.994	closes 0.0056R zone
CLO	-0.004	1.0000	+1.004	inert
HANA	+0.023	0.9767	+0.977	closes 0.0233R zone
RED	+0.040	0.9596	+0.960	closes 0.0404R zone
YFI	+0.043	0.9573	+0.957	closes 0.0427R zone
STABLE	+0.008	0.9921	+0.992	closes 0.0079R zone
GPS	+0.031	0.9693	+0.969	closes 0.0307R zone
SPORTFUN	+0.019	0.9806	+0.981	closes 0.0194R zone
HEMI	-0.004	1.0000	+1.004	inert
TAG	+0.026	0.9745	+0.974	closes 0.0255R zone
COW	+0.000	1.0000	+1.000	inert
WLFI	+0.007	0.9927	+0.993	closes 0.0073R zone
ALICE	+0.017	0.9835	+0.983	closes 0.0165R zone
CROSS	+0.000	1.0000	+1.000	inert
JASMY	+0.000	1.0000	+1.000	inert

The lock now arms at 1 − entry_cost instead of a flat +1.0R, so it lands exactly where the loser stops. On favourable or zero skew it is byte-identical to the old behaviour — validated in the replay at 0 of 73 pairs changed. Harness: worst pair equals −skew at every level and never −2.000R, where a flat 1.0 breaks to −2R once skew exceeds 0.0165. Shipped as a bounded-tail change; the mean-R difference was never statistically significant.

Ratchet ladder, per leg

Symbol	Side	Peak R	Locked	Gen	Final R	Given back	Exit
WCT	LONG	+0.108	never	1	—	—	open
WCT	SHORT	+0.615	never	1	—	—	open
1000RATS	LONG	+1.048	+1.000	2	+0.950	+0.098	ratchet_stop
1000RATS	SHORT	+0.000	never	1	-1.056	+1.056	stop
CLO	LONG	+1.014	+0.999	2	+1.008	+0.007	ratchet_stop
CLO	SHORT	+0.000	never	1	-1.108	+1.108	stop
HANA	LONG	+0.000	never	1	-1.195	+1.195	stop
HANA	SHORT	+1.013	+1.000	2	+0.944	+0.069	ratchet_stop
RED	LONG	+0.000	never	1	-0.983	+0.983	stop
RED	SHORT	+1.160	+1.104	3	+1.063	+0.097	ratchet_stop
YFI	LONG	+1.093	+0.983	2	+0.855	+0.238	ratchet_stop
YFI	SHORT	+0.619	never	1	-0.940	+1.560	stop
STABLE	LONG	+1.010	+1.002	2	+0.994	+0.016	ratchet_stop
STABLE	SHORT	+0.879	never	1	-1.017	+1.897	stop
GPS	LONG	+1.021	+1.001	2	+0.982	+0.040	ratchet_stop
GPS	SHORT	+0.000	never	1	-1.001	+1.001	stop
SPORTFUN	LONG	+1.850	+1.802	6	+1.757	+0.093	ratchet_stop
SPORTFUN	SHORT	+0.320	never	1	-1.008	+1.328	stop
HEMI	LONG	+1.001	+0.999	2	+1.010	-0.010	ratchet_stop
HEMI	SHORT	+0.464	never	1	-1.019	+1.483	stop
TAG	LONG	+1.215	+1.199	4	+1.199	+0.016	ratchet_stop
TAG	SHORT	+0.251	never	1	-0.995	+1.246	stop
COW	LONG	+1.176	+1.098	2	+0.985	+0.191	ratchet_stop
COW	SHORT	+0.000	never	1	-0.935	+0.935	stop
WLFI	LONG	+0.000	never	1	-1.016	+1.016	stop
WLFI	SHORT	+0.312	never	1	+1.030	-0.718	stop
ALICE	LONG	+0.300	never	1	-0.066	+0.366	stop
ALICE	SHORT	+0.942	never	1	-0.991	+1.933	stop
CROSS	LONG	+0.000	-1.000	0	-1.000	+1.000	stop
CROSS	SHORT	+1.072	+1.000	0	+1.000	+0.072	ratchet_stop
JASMY	LONG	+1.189	+1.100	0	+1.100	+0.089	ratchet_stop
JASMY	SHORT	+0.000	-1.000	0	-1.000	+1.000	stop

Gen counts stop replacements; anything above 1 means the ratchet moved. exit_reason is not evidence — every close is labelled stop or ratchet_stop, including market-closes from the abort, late-lock and repair paths.

Entry cost / pair

+0.016

+ paid · − better than mid

Reduces exactly to (fill_long − fill_short) / stop_dist — the reference price cancels, so the gap between the two fills is the entry cost. The executor's OPEN log reports the same quantity with the opposite sign.

Stop slippage

-0.020

vs exactly −1.0000R · n = 13

Only legs that genuinely stopped at their original stop. Ratchet-locked winners are excluded — on those stop_slip_r reads r+1 (up to +2R) and is meaningless.

Decision lag

161s

bar close → order sent

Freshness gate refuses anything older than 20 min.

Fee drag / pair

−0.0236R

round-trip, both legs, vs the risk unit

Funding is not modelled in legs.funding_usd (all NULL); the Reconcile page takes it from exchange income instead.

Per-pair execution real-money pairs only

Symbol	Long fill	Short fill	Entry cost R	Fees	Fee R	Lag	Notional	Risk	Lev
1000RATS	0.05120000	0.05118000	+0.006	$0.0113	0.0153	156s	$10.58	$0.7411	5x
CLO	0.13495000	0.13498552	-0.004	$0.0125	0.0169	175s	$11.84	$0.7434	5x
HANA	0.02700000	0.02695000	+0.023	$0.0086	0.0115	145s	$9.43	$0.7460	5x
RED	0.11130000	0.11100000	+0.040	$0.0104	0.0139	164s	$11.15	$0.7429	5x
YFI	1897.00000000	1896.00000000	+0.043	$0.0364	0.0820	196s	$35.99	$0.4445	5x
STABLE	0.03000000	0.02999000	+0.008	$0.0184	0.0247	156s	$17.71	$0.7468	5x
GPS	0.01019795	0.01018183	+0.031	$0.0153	0.0204	147s	$14.50	$0.7476	5x
SPORTFUN	0.02476000	0.02473000	+0.019	$0.0129	0.0174	155s	$11.89	$0.7431	5x
HEMI	0.00625308	0.00625570	-0.004	$0.0080	0.0108	165s	$7.23	$0.7438	5x
TAG	0.00095500	0.00095300	+0.026	$0.0099	0.0133	169s	$9.06	$0.7431	5x
COW	0.13860000	0.13860000	+0.000	$0.0135	0.0182	149s	$12.79	$0.7376	5x
WLFI	0.05855000	0.05854000	+0.007	$0.0308	0.0414	153s	$31.50	$0.7431	5x
ALICE	0.12620000	0.12610000	+0.017	$0.0160	0.0213	147s	$15.60	$0.7494	5x

Per-leg entry slippage — instrumented 2026-08-16

Symbol	Side	Reference	Fill	Leg slip R	Pair cost R	Shadow trig
STABLE	LONG	0.03006000	0.03000000	-0.047	+0.008	0.9921
STABLE	SHORT	0.03006000	0.02999000	+0.055	+0.008	0.9921
GPS	LONG	0.01017600	0.01019795	+0.042	+0.031	0.9693
GPS	SHORT	0.01017600	0.01018183	-0.011	+0.031	0.9693
SPORTFUN	LONG	0.02477000	0.02476000	-0.006	+0.019	0.9806
SPORTFUN	SHORT	0.02477000	0.02473000	+0.026	+0.019	0.9806
HEMI	LONG	0.00623400	0.00625308	+0.030	-0.004	1.0000
HEMI	SHORT	0.00623400	0.00625570	-0.034	-0.004	1.0000
TAG	LONG	0.00095600	0.00095500	-0.013	+0.026	0.9745
TAG	SHORT	0.00095600	0.00095300	+0.038	+0.026	0.9745
COW	LONG	0.13900000	0.13860000	-0.050	+0.000	1.0000
COW	SHORT	0.13900000	0.13860000	+0.050	+0.000	1.0000
WLFI	LONG	0.05845000	0.05855000	+0.073	+0.007	0.9927
WLFI	SHORT	0.05845000	0.05854000	-0.065	+0.007	0.9927
ALICE	LONG	0.12600000	0.12620000	+0.033	+0.017	0.9835
ALICE	SHORT	0.12600000	0.12610000	-0.017	+0.017	0.9835
CROSS	LONG	0.12415000	0.12415000	+0.000	+0.000	1.0000
CROSS	SHORT	0.12415000	0.12415000	+0.000	+0.000	1.0000
JASMY	LONG	0.00393700	0.00393700	+0.000	+0.000	1.0000
JASMY	SHORT	0.00393700	0.00393700	+0.000	+0.000	1.0000

Leg slip is adverse-positive against the spike reference price: a long filling above it, or a short below it, paid up. The two legs’ slips largely cancel — what survives is the pair cost, which is the dead-zone width. entry_slip_r had never been written until now; historical pairs were backfilled from the stored fills.
funding_usd remains NULL on every leg — funding is taken from exchange income on the Reconcile page instead, where it is measured rather than assumed.

How 454 evaluated spikes became 16 pairs

below_rvol_book

184

below_sigma

169

stale

capacity

taken

loss_cooldown

symbol_busy

aborted

One decision is recorded per spike, permanently. A rejected spike is never re-evaluated later at a stale price — that is what makes this a real denominator rather than a running tally.
below_rvol_book and below_sigma are the strategy gates. stale are spikes outside the 20-minute window, including everything predating this executor. capacity are qualifying setups the book declined.

What the one-pair cap costs

Turned away

qualifying spikes blocked by the cap

Cap

MAX_OPEN_PAIRS

Taken

the sample we actually have

The cap is not free — it is also why the sample is small. But it blocked 2 of the 3 spikes that produced the paper book's worst outcomes on 15 Aug, so at this account size it is doing real protective work. Raising it should be a deliberate decision, not a default.

Scanner context for every taken pair joined from spikes.db

Symbol	Spike	rvol	z-score	Tier	15m move	1h σ	price/stop	Pair R
WCT	566	100.5	124.1	100	1.43%	4.80	35.4	open
1000RATS	561	177.8	306.9	100	11.39%	17.40	14.3	-0.106
CLO	551	110.9	122.9	100	1.65%	60.80	15.9	-0.100
HANA	548	183.3	210.1	100	-7.02%	-32.30	12.6	-0.251
RED	544	175.0	318.3	100	20.11%	24.90	15.0	+0.081
YFI	539	101.0	139.9	100	-1.46%	-8.60	81.0	-0.085
STABLE	435	227.8	387.6	100	2.69%	4.80	23.7	-0.024
GPS	426	106.0	161.3	100	-9.58%	-12.00	19.4	-0.019
SPORTFUN	387	107.8	140.7	100	10.57%	16.40	16.0	+0.749
HEMI	369	133.3	137.1	100	13.45%	12.30	9.7	-0.008
TAG	346	246.8	313.5	100	-17.08%	-31.80	12.2	+0.204
COW	343	1418.7	2365.1	100	26.54%	114.20	17.3	+0.050
WLFI	321	232.9	267.4	100	8.20%	75.80	42.4	+0.015
ALICE	292	127.5	118.7	100	1.79%	7.70	20.8	-1.057
CROSS	281	104.4	113.4	100	5.95%	10.50	12.6	+0.000
JASMY	275	124.1	161.1	100	-6.06%	-15.80	29.4	+0.100

pairs.spike_id joins directly to spikes.id. price/stop ratio is how many stop-widths fit in the price — a high ratio means a tight stop relative to the instrument.
With 16 pairs across 16 distinct symbols there is not yet enough data to say which spike characteristics pay. Any “best symbol” ranking at this n would just be naming the one that won.

Live − paper

-0.389

per position vs MODEL A · n = 13 real

Live mean

-0.043

Paper mean, same spikes

+0.346

The same spikes, three paper configurations

Symbol	Mode	LIVE	MODEL A	MODEL B	MODEL C	Δ vs MODEL A
1000RATS	REAL	-0.106	+0.100	+0.000	+0.100	-0.206
CLO	REAL	-0.100	+0.100	+0.000	+0.100	-0.200
HANA	REAL	-0.251	+0.300	+0.000	+0.300	-0.551
RED	REAL	+0.081	+0.100	+0.000	+0.100	-0.019
YFI	REAL	-0.085	+0.000	+0.000	+0.000	-0.085
STABLE	REAL	-0.024	+0.000	—	+0.000	-0.024
GPS	REAL	-0.019	+0.100	+0.000	+0.100	-0.119
SPORTFUN	REAL	+0.749	+2.500	+1.000	+2.500	-1.751
HEMI	REAL	-0.008	+0.000	+0.500	+0.000	-0.008
TAG	REAL	+0.204	+0.200	+0.000	+0.200	+0.004
COW	REAL	+0.050	+0.300	+0.000	+0.300	-0.250
WLFI	REAL	+0.015	+0.300	+0.500	+0.300	-0.285
ALICE	REAL	-1.057	+0.500	+0.500	+0.500	-1.557
CROSS	shadow	+0.000	+0.000	+0.000	+0.000	+0.000
JASMY	shadow	+0.100	+0.100	+0.000	+0.100	+0.000

Divergence is live − paper: negative means live finished behind the paper book on that spike. Two structural reasons they differ, in opposite directions:
· Paper flatters — it assumes the lock was resting at the trigger during a retrace, and fills both legs at one price with no spread.
· Paper penalised — a 15m bar containing both a stop touch and a ≥1R excursion cannot order the two events, so it booked −2R where the live 10s clock locks a profit. Corrected 15 Aug.
That gap, not the paper mean, is what this account should be expected to earn.

NAV per unit

0.991241

-0.876% since inception

Units outstanding

100.0000

issued at NAV 1.000000

Net contributed

$100.00

deposits $100.00 · withdrawals $0.00

P&L since inception

−$0.8759

wallet − net contributed

Capital events

When (UTC)	Kind	Holder	Amount	NAV at event	Units	Note
2026-08-13 23:10:41	deposit	omid	+$100.00	1.000000	100.0000	auto from exchange TRANSFER

Sourced from exchange TRANSFER rows, not typed in. Units are issued at the NAV implied by the wallet immediately before the transfer, so a later deposit neither dilutes nor enriches existing holders.

NAV history 4219 samples

Capital in

$100.00

1 rows

Transfer+$100.0000

Strategy

−$0.8223

132 rows

Commission−$0.4293

Funding Fee+$0.0000

Realized Pnl−$0.3930

Wire tests

−$0.0536

21 rows

Commission−$0.0452

Realized Pnl−$0.0084

Unattributed

+$0.0000

none

Strategy P&L by pair, from exchange income

Symbol	Spike	Pair R	Realised	Commission	Funding	Net	Rows	First
WCT	—	—	+$0.0000	−$0.0000	$0.0000	+$0.0000	2	08-18 20:00:00
WCT	566	—	+$0.0000	−$0.0263	$0.0000	−$0.0263	5	08-18 16:17:38
1000RATS	561	-0.106	−$0.0787	−$0.0219	$0.0000	−$0.1006	6	08-18 14:17:37
CLO	551	-0.100	−$0.0743	−$0.0243	$0.0000	−$0.0986	8	08-18 09:17:56
HANA	548	-0.251	−$0.1874	−$0.0179	$0.0000	−$0.2053	6	08-18 09:02:26
RED	544	+0.081	+$0.0600	−$0.0215	$0.0000	+$0.0385	7	08-18 05:02:44
YFI	539	-0.085	−$0.0380	−$0.0725	$0.0000	−$0.1105	16	08-18 03:03:17
STABLE	435	-0.024	−$0.0177	−$0.0361	$0.0000	−$0.0538	18	08-16 15:02:36
GPS	426	-0.019	−$0.0144	−$0.0298	$0.0000	−$0.0442	15	08-16 11:32:27
SPORTFUN	387	+0.749	+$0.5568	−$0.0248	$0.0000	+$0.5320	9	08-15 19:32:36
HEMI	369	-0.008	−$0.0062	−$0.0153	$0.0000	−$0.0215	11	08-15 15:02:45
TAG	346	+0.204	+$0.1517	−$0.0189	$0.0000	+$0.1328	6	08-15 09:32:50
COW	343	+0.050	+$0.0368	−$0.0262	$0.0000	+$0.0106	6	08-15 09:17:30
WLFI	321	+0.015	+$0.0108	−$0.0624	$0.0000	−$0.0516	7	08-14 20:17:33
ALICE	292	-1.057	−$0.7923	−$0.0316	$0.0000	−$0.8239	10	08-14 11:47:28
	TOTAL		−$0.3930	−$0.4293	+$0.0000	−$0.8223

Attributed by symbol and time window against the live book. Commission is charged on both legs, both ways — four taker fills per pair — which is why it can exceed the realised price move on a book whose pairs are engineered to finish near zero.

Management fee

0.0000%

founder class — no fee

Performance fee

0.0000%

founder class — no fee

High-water mark

1.000000

highest NAV ever marked

NAV above HWM

0.000000

the base a performance fee would bill on

Share classes

Class	Investor split	Mgmt / yr	Hurdle	Lock	Status
A — Founder / Omid	0%	0%	0%	0 mo	current
B — Standard investor	30%	2%	5%	12 mo	available
C — Friends & family	20%	1%	0%	6 mo	available

Mirrors the main book's share_classes so the two are consistent. This book is entirely class A, so every fee below is structurally zero — the machinery is present and exercised, not merely stubbed.

Accrual

Accrued mgmt fee

$0.0000

0% × $99.12 × elapsed

Accrued perf fee

$0.0000

0% × 0.000000 above HWM

Payable now

$0.0000

nothing is owed to anyone

Deliberately not built: investor grid, payout schedule, withdrawal queue, investor portal and statement PDFs. Rendering that UI over zero rows would misrepresent what this book is. The tables behind it are keyed by holder, so they appear the moment a holder exists.

Ledger net

$99.12411259

Exchange wallet

$99.12411259

Residual

+0.0000000000

tolerance 1e-6

Ledger rows

154

income entries ingested

Two traps this ledger is built to avoid

1. tranId is not unique across income types. A COMMISSION row and its REALIZED_PNL row share a tranId, so de-duplicating on it alone drops every realised-P&L row — understating P&L by exactly the realised amount while still looking like a clean ledger. Measured here: 69 rows collapse to 51, and the residual came out at exactly the missing $1.356. The key is composite.
2. Binance clamps the income window. One wide query returns a partial ledger with no error — a 30-day request returned fewer rows than a 14-day one. We walk bounded 6-day windows and then prove the result by reconciling to the wallet.

Reconciliation history

When (UTC)	Ledger	Wallet	Residual	Rows
2026-08-18 21:24:19	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:23:18	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:22:15	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:21:09	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:20:09	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:18:30	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:17:30	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:16:30	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:15:29	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:14:29	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:13:28	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:12:24	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:11:19	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:10:17	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:09:13	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:08:13	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:07:13	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:06:13	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:05:12	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:04:12	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:03:11	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:02:10	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:01:09	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 21:00:08	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:59:08	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:58:01	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:56:57	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:55:52	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:54:48	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:53:43	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:52:40	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:51:36	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:50:36	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:49:36	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:48:35	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:47:34	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:46:35	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:45:34	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:44:33	$99.12411259	$99.12411259	+0.0000000000	154	OK
2026-08-18 20:43:29	$99.12411259	$99.12411259	+0.0000000000	154	OK

Income ledger showing 120 of 154

When (UTC)	Type	Symbol	Amount	Spike	Category	tranId
08-18 20:00:00	FUNDING_FEE	WCT	+$0.00130315	—	strategy	1421861556896650241
08-18 20:00:00	FUNDING_FEE	WCT	−$0.00130315	—	strategy	1421861556896650240
08-18 16:17:39	COMMISSION	WCT	−$0.00953540	566	strategy	100440145249639
08-18 16:17:39	COMMISSION	WCT	−$0.00360150	566	strategy	100440145249638
08-18 16:17:38	COMMISSION	WCT	−$0.00801605	566	strategy	100441145249607
08-18 16:17:38	COMMISSION	WCT	−$0.00257475	566	strategy	100441145249606
08-18 16:17:38	COMMISSION	WCT	−$0.00255758	566	strategy	100441145249605
08-18 15:15:35	COMMISSION	1000RATS	−$0.00565110	561	strategy	96020367980347
08-18 15:15:35	REALIZED_PNL	1000RATS	+$0.70380000	561	strategy	96020367980347
08-18 15:14:58	COMMISSION	1000RATS	−$0.00568836	561	strategy	96021367972485
08-18 15:14:58	REALIZED_PNL	1000RATS	−$0.78246000	561	strategy	96021367972485
08-18 14:17:38	COMMISSION	1000RATS	−$0.00529713	561	strategy	96020367698214
08-18 14:17:37	COMMISSION	1000RATS	−$0.00529920	561	strategy	96021367698192
08-18 11:54:37	COMMISSION	CLO	−$0.00624486	551	strategy	103350179848980
08-18 11:54:37	REALIZED_PNL	CLO	+$0.74907000	551	strategy	103350179848980
08-18 11:54:22	COMMISSION	CLO	−$0.00628357	551	strategy	103351179847652
08-18 11:54:22	REALIZED_PNL	CLO	−$0.82341000	551	strategy	103351179847652
08-18 09:28:36	COMMISSION	HANA	−$0.00432362	548	strategy	10291175971802
08-18 09:28:36	REALIZED_PNL	HANA	+$0.70441000	548	strategy	10291175971802
08-18 09:28:17	COMMISSION	HANA	−$0.00423860	548	strategy	10291075970353
08-18 09:28:17	REALIZED_PNL	HANA	−$0.89179000	548	strategy	10291075970353
08-18 09:17:57	COMMISSION	CLO	−$0.00087724	551	strategy	103350179575789
08-18 09:17:57	COMMISSION	CLO	−$0.00499463	551	strategy	103350179575788
08-18 09:17:56	COMMISSION	CLO	−$0.00546547	551	strategy	103351179575779
08-18 09:17:56	COMMISSION	CLO	−$0.00040485	551	strategy	103351179575778
08-18 09:15:15	COMMISSION	YFI	−$0.00287550	539	strategy	90870354138147
08-18 09:15:15	REALIZED_PNL	YFI	+$0.06000000	539	strategy	90870354138147
08-18 09:15:15	COMMISSION	YFI	−$0.00383400	539	strategy	90870354138146
08-18 09:15:15	REALIZED_PNL	YFI	+$0.08000000	539	strategy	90870354138146
08-18 09:15:15	COMMISSION	YFI	−$0.00287550	539	strategy	90870354138145
08-18 09:15:15	REALIZED_PNL	YFI	+$0.06000000	539	strategy	90870354138145
08-18 09:15:15	COMMISSION	YFI	−$0.00287550	539	strategy	90870354138144
08-18 09:15:15	REALIZED_PNL	YFI	+$0.06000000	539	strategy	90870354138144
08-18 09:15:15	COMMISSION	YFI	−$0.00575100	539	strategy	90870354138143
08-18 09:15:15	REALIZED_PNL	YFI	+$0.12000000	539	strategy	90870354138143
08-18 09:14:55	COMMISSION	YFI	−$0.01822100	539	strategy	90871354138142
08-18 09:14:55	REALIZED_PNL	YFI	−$0.41800000	539	strategy	90871354138142
08-18 09:02:27	COMMISSION	HANA	−$0.00467582	548	strategy	10291075939832
08-18 09:02:26	COMMISSION	HANA	−$0.00468450	548	strategy	10291175939829
08-18 08:00:00	FUNDING_FEE	YFI	−$0.00079391	539	strategy	1420049618113909841
08-18 08:00:00	FUNDING_FEE	YFI	+$0.00079391	539	strategy	1420049618113909840
08-18 05:19:07	COMMISSION	RED	−$0.00515500	544	strategy	99761101947194
08-18 05:19:07	REALIZED_PNL	RED	+$0.79000000	544	strategy	99761101947194
08-18 05:18:29	COMMISSION	RED	−$0.00520000	544	strategy	99760101941831
08-18 05:18:29	REALIZED_PNL	RED	−$0.73000000	544	strategy	99760101941831
08-18 05:02:45	COMMISSION	RED	−$0.00333000	544	strategy	99760101876078
08-18 05:02:45	COMMISSION	RED	−$0.00222000	544	strategy	99760101876077
08-18 05:02:44	COMMISSION	RED	−$0.00556500	544	strategy	99761101876041
08-18 03:03:18	COMMISSION	YFI	−$0.01801200	539	strategy	90870354130489
08-18 03:03:17	COMMISSION	YFI	−$0.01802150	539	strategy	90871354130488
08-17 14:19:51	COMMISSION	STABLE	−$0.00920607	435	strategy	103760101324873
08-17 14:19:51	REALIZED_PNL	STABLE	+$0.74214000	435	strategy	103760101324873
08-17 14:17:48	COMMISSION	STABLE	−$0.00921196	435	strategy	103761101324631
08-17 14:17:48	REALIZED_PNL	STABLE	−$0.75981000	435	strategy	103761101324631
08-17 12:00:00	FUNDING_FEE	STABLE	−$0.00679810	435	strategy	1417029719233909421
08-17 12:00:00	FUNDING_FEE	STABLE	+$0.00679810	435	strategy	1417029719233909420
08-17 08:00:00	FUNDING_FEE	STABLE	−$0.01101167	435	strategy	1416425738157671811
08-17 08:00:00	FUNDING_FEE	STABLE	+$0.01101167	435	strategy	1416425738157671810
08-17 04:00:00	FUNDING_FEE	STABLE	−$0.01781077	435	strategy	1415821758884989361
08-17 04:00:00	FUNDING_FEE	STABLE	+$0.01781077	435	strategy	1415821758884989360
08-17 00:00:00	FUNDING_FEE	STABLE	−$0.02206410	435	strategy	1415217778605671471
08-17 00:00:00	FUNDING_FEE	STABLE	+$0.02206410	435	strategy	1415217778605671470
08-16 20:00:00	FUNDING_FEE	STABLE	−$0.02846657	435	strategy	1414613798955503171
08-16 20:00:00	FUNDING_FEE	STABLE	+$0.02846657	435	strategy	1414613798955503170
08-16 16:00:00	FUNDING_FEE	STABLE	−$0.02095473	435	strategy	1414009819640876391
08-16 16:00:00	FUNDING_FEE	STABLE	+$0.02095473	435	strategy	1414009819640876390
08-16 15:02:37	COMMISSION	STABLE	−$0.00883205	435	strategy	103760101201162
08-16 15:02:36	COMMISSION	STABLE	−$0.00883500	435	strategy	103761101201156
08-16 12:26:16	COMMISSION	GPS	−$0.00420485	426	strategy	99660113795535
08-16 12:26:16	REALIZED_PNL	GPS	+$0.40431466	426	strategy	99660113795535
08-16 12:26:16	COMMISSION	GPS	−$0.00342816	426	strategy	99660113795534
08-16 12:26:16	REALIZED_PNL	GPS	+$0.32963233	426	strategy	99660113795534
08-16 12:22:22	COMMISSION	GPS	−$0.00762873	426	strategy	99661113794105
08-16 12:22:22	REALIZED_PNL	GPS	−$0.74837100	426	strategy	99661113794105
08-16 12:00:00	FUNDING_FEE	GPS	+$0.00074594	426	strategy	1413405838145209311
08-16 12:00:00	FUNDING_FEE	GPS	−$0.00074594	426	strategy	1413405838145209310
08-16 11:32:28	COMMISSION	GPS	−$0.00031049	426	strategy	99660113760127
08-16 11:32:28	COMMISSION	GPS	−$0.00252488	426	strategy	99660113760126
08-16 11:32:28	COMMISSION	GPS	−$0.00252513	426	strategy	99660113760125
08-16 11:32:28	COMMISSION	GPS	−$0.00189403	426	strategy	99660113760124
08-16 11:32:27	COMMISSION	GPS	−$0.00217748	426	strategy	99661113760110
08-16 11:32:27	COMMISSION	GPS	−$0.00254440	426	strategy	99661113760109
08-16 11:32:27	COMMISSION	GPS	−$0.00254415	426	strategy	99661113760108
08-15 20:35:39	COMMISSION	SPORTFUN	−$0.00659520	387	strategy	10437021961952
08-15 20:35:39	REALIZED_PNL	SPORTFUN	+$1.30560000	387	strategy	10437021961952
08-15 20:19:40	COMMISSION	SPORTFUN	−$0.00630960	387	strategy	10437121944490
08-15 20:19:40	REALIZED_PNL	SPORTFUN	−$0.74880000	387	strategy	10437121944490
08-15 20:00:00	FUNDING_FEE	SPORTFUN	+$0.01157084	387	strategy	1410989919292866931
08-15 20:00:00	FUNDING_FEE	SPORTFUN	−$0.01157084	387	strategy	1410989919292866930
08-15 19:32:37	COMMISSION	SPORTFUN	−$0.00593520	387	strategy	10437021917928
08-15 19:32:36	COMMISSION	SPORTFUN	−$0.00584336	387	strategy	10437121917925
08-15 19:32:36	COMMISSION	SPORTFUN	−$0.00009904	387	strategy	10437121917924
08-15 17:40:30	COMMISSION	HEMI	−$0.00400258	369	strategy	102400158225672
08-15 17:40:30	REALIZED_PNL	HEMI	+$0.75159200	369	strategy	102400158225672
08-15 17:40:24	COMMISSION	HEMI	−$0.00400721	369	strategy	102401158224805
08-15 17:40:24	REALIZED_PNL	HEMI	−$0.75782900	369	strategy	102401158224805
08-15 16:00:00	FUNDING_FEE	HEMI	+$0.00025591	369	strategy	1410385939894355851
08-15 16:00:00	FUNDING_FEE	HEMI	−$0.00025591	369	strategy	1410385939894355850
08-15 15:02:46	COMMISSION	HEMI	−$0.00109149	369	strategy	102400157592598
08-15 15:02:46	COMMISSION	HEMI	−$0.00253680	369	strategy	102400157592597
08-15 15:02:45	COMMISSION	HEMI	−$0.00068168	369	strategy	102401157592565
08-15 15:02:45	COMMISSION	HEMI	−$0.00253871	369	strategy	102401157592564
08-15 15:02:45	COMMISSION	HEMI	−$0.00040638	369	strategy	102401157592563
08-15 10:37:02	COMMISSION	TAG	−$0.00497173	346	strategy	10189056663998
08-15 10:37:02	REALIZED_PNL	TAG	+$0.89102600	346	strategy	10189056663998
08-15 10:29:00	COMMISSION	TAG	−$0.00488642	346	strategy	10189156660561
08-15 10:29:00	REALIZED_PNL	TAG	−$0.73936200	346	strategy	10189156660561
08-15 09:32:51	COMMISSION	TAG	−$0.00451674	346	strategy	10189056635167
08-15 09:32:50	COMMISSION	TAG	−$0.00452622	346	strategy	10189156635165
08-15 09:30:11	COMMISSION	COW	−$0.00673900	343	strategy	98170131797158
08-15 09:30:11	REALIZED_PNL	COW	+$0.72680000	343	strategy	98170131797158
08-15 09:27:37	COMMISSION	COW	−$0.00672060	343	strategy	98171131781716
08-15 09:27:37	REALIZED_PNL	COW	−$0.69000000	343	strategy	98171131781716
08-15 09:17:31	COMMISSION	COW	−$0.00637560	343	strategy	98170131732606
08-15 09:17:30	COMMISSION	COW	−$0.00637560	343	strategy	98171131732514
08-14 20:45:04	COMMISSION	WLFI	−$0.01539384	321	strategy	102291183294787
08-14 20:45:04	REALIZED_PNL	WLFI	+$0.76538000	321	strategy	102291183294787
08-14 20:39:32	COMMISSION	WLFI	−$0.01540192	321	strategy	102290183285835
08-14 20:39:32	REALIZED_PNL	WLFI	−$0.75460000	321	strategy	102290183285835
08-14 20:17:34	COMMISSION	WLFI	−$0.00711261	321	strategy	102290183255882

Guard board 6 of 33 fired

Guard	Fired	Last	What it does
Position integrity
`guard/untracked_position`	never	—	A position the bot never opened — adopted and given a stop
`guard/unstopped_position`	never	—	An open leg with no resting stop — stop placed at once
`guard/stop_vanished`	never	—	A resting stop disappeared from the algo namespace
`guard/stop_filled_between_reads`	never	—	Stop filled between polls; booked from exchange state
`guard/gone_strike`	52	6.1h	Needs 3 consecutive misses before clearing a position
`guard/api_outage_suspected`	never	—	Everything vanished at once — probes API health
`guard/no_fill_ts`	never	—	A fill with no timestamp; refuses to infer one
`sweep/orphan_stop_cancelled`	never	—	Cancels a conditional whose leg went flat. Binance does not
Leg symmetry
`symmetry/one_leg_missing`	never	—	Only one leg live — an unintended directional bet
`symmetry/asymmetric_fill`	never	—	The legs filled at materially different sizes
`pair/aborted`	1	3.6d	One leg rejected; the survivor closed from exchange state
`abort/stop_rejected`	never	—	Stop unplaceable — leg market-closed, not left naked
`aborted/preflight`	never	—	Rejected before any order was sent
`aborted/exception`	never	—	Unexpected error while opening; the pair is unwound
`repair/stop_placed`	never	—	A missing stop restored on a live leg
`repair/naked_closed`	never	—	A single unpaired leg closed out
`repair/promoted`	never	—	A pending leg promoted once the exchange confirmed it
`repair/not_on_exchange`	1	3.6d	A leg the bot believed in was not on the exchange
Capital & risk
`guard/dd_halt`	never	—	Trading halted on drawdown from peak
`guard/liq_inside_stop`	8	4.4d	Liquidation price inside the stop — entry refused
`skipped/loss_cooldown`	8	5.1h	No new entry for a period after a loss
`skipped/capacity`	17	32.1h	The pair cap was already full
`sizing/min_lot_floored`	never	—	Order below exchange minimum floored up, not skipped
`skipped/min_notional`	never	—	Too small to place even after flooring
`skipped/degenerate_stop`	never	—	Computed stop distance unusable
`symbol/blocked`	never	—	Symbol unavailable to this account; skipped before sizing
Accounting integrity
`guard/r_vs_dollar_mismatch`	never	—	Booked R and booked dollars disagree
`exit/unmeasured`	never	—	A leg closed without a measurable R
`exit/booked_without_order_id`	never	—	Booked with no exchange order id
`exit/closed_unstoppable`	never	—	Market-closed because no stop could be kept on it
Errors
`error/close_leg`	never	—	Exception while closing a leg
`error/repair_leg`	never	—	Exception while repairing a leg
`error/timeout_close`	never	—	Exception while closing on timeout

A rail that has never fired is UNPROVEN, not safe. Counts come from the executor's own deviation ledger, written at the moment the branch executes — not inferred from logs. 6 of 33 rails have been exercised in production; the other 27 are a statement about evidence, not about safety.

Every counter 26 distinct

Name	Count	Last	Detail
skipped/below_rvol_book	184	2.1h	JCTUSDT
skipped/below_sigma	169	66m	1000RATSUSDT
skipped/stale	58	4.9d	QUSDT
guard/gone_strike	52	6.1h	1000RATS/USDT:USDT LONG 2
ratchet/mark_triggered	34	6.1h	1000RATS/USDT:USDT LONG fav=1.064 -> lock 1.00
skipped/capacity	17	32.1h	HAEDAL/USDT:USDT skipped/capacity_pairs(1/1)
ratchet/advanced	17	6.2h	1000RATS/USDT:USDT LONG -> 0.05478
exit/stop	15	6.1h	1000RATS/USDT:USDT SHORT r=-1.0557605985037408
exit/ratchet_stop	11	6.1h	1000RATS/USDT:USDT LONG r=0.9496259351620953
pair/opened	10	2.3d	STABLE/USDT:USDT
skipped/scanner_dead	9	4.9d	62min
guard/liq_inside_stop	8	4.4d	ALICE/USDT:USDT
skipped/loss_cooldown	8	5.1h	1000RATS/USDT:USDT 1.0h of 6.0h
skew/dead_zone_opened	6	2.3d	spike=435 cost=+0.0079R shadow_trig=0.9921
exposure/resolved_fixed_better	4	6.1h	spike=561 delta=-0.0056R pair=-0.1061R
exposure/protected	4	6.1h	1000RATS/USDT:USDT SHORT stopped, sibling at +1.0502R (stored peak 1.0
shadow_exit/stop	2	4.5d	CROSS/USDT:USDT LONG r=-1.0000
shadow_exit/ratchet_stop	2	4.5d	CROSS/USDT:USDT SHORT r=1.0000
ratchet/late_lock	2	4.0d	WLFI/USDT:USDT SHORT desired=0.05689 mark=0.05714
exposure/exposed	2	12.1h	YFI/USDT:USDT SHORT stopped, sibling at +0.8977R (stored peak 1.0929)
exposure/resolved_adaptive_better	2	12.1h	spike=539 delta=+0.0573R pair=-0.0855R
pair/aborted	1	3.6d	JCT/USDT:USDT leg_LONG_binanceusdm {"code":-4402,"msg":"Dear user, as
repair/not_on_exchange	1	3.6d	JCT/USDT:USDT LONG was pending
ratchet/amend_rejected	1	3.0d	SPORTFUN/USDT:USDT binanceusdm {"code":-2021,"msg":"Order would immedi
exposure/dead_zone	1	2.4d	GPS SHORT stopped, sibling at +0.9703R (corrected from stale peak)
skipped/symbol_busy	1	10.1h	CLO/USDT:USDT held by spike 551

Blocked symbols

Symbol	Reason	Since
JCT	-4402 not available in your region	not recorded

Permanently unavailable to this account (region or permission). Checked before sizing so no entry attempt is wasted, and never retried.

Journal rows

Errors

Stuck at SENT

a crash mid-flight

Orders placed

entry actions

Every error

When	Spike	Side	Action	Result
08-15 20:34:36	387	LONG	stop_amend	ERR:binanceusdm {"code":-2021,"msg":"Order would immediately trigger."}
08-15 07:32:24	339	LONG	entry	ERR:binanceusdm {"code":-4402,"msg":"Dear user, as per our Terms of Use and compliance with local regulations,

Write-ahead order journal newest 83

When (UTC)	Spike	Side	Action	Client ID	Result
08-18 16:17:41	566	SHORT	`stop`	bw566Sk1	OK
08-18 16:17:41	566	LONG	`stop`	bw566Lk1	OK
08-18 16:17:39	566	SHORT	`entry`	bw566Se1	OK
08-18 16:17:38	566	LONG	`entry`	bw566Le1	OK
08-18 15:15:17	561	LONG	`stop_amend`	bw561Lk2	OK
08-18 14:17:39	561	SHORT	`stop`	bw561Sk1	OK
08-18 14:17:39	561	LONG	`stop`	bw561Lk1	OK
08-18 14:17:38	561	SHORT	`entry`	bw561Se1	OK
08-18 14:17:37	561	LONG	`entry`	bw561Le1	OK
08-18 11:54:36	551	LONG	`stop_amend`	bw551Lk2	OK
08-18 09:28:25	548	SHORT	`stop_amend`	bw548Sk2	OK
08-18 09:17:58	551	SHORT	`stop`	bw551Sk1	OK
08-18 09:17:58	551	LONG	`stop`	bw551Lk1	OK
08-18 09:17:57	551	SHORT	`entry`	bw551Se1	OK
08-18 09:17:56	551	LONG	`entry`	bw551Le1	OK
08-18 09:15:05	539	LONG	`stop_amend`	bw539Lk2	OK
08-18 09:02:28	548	SHORT	`stop`	bw548Sk1	OK
08-18 09:02:28	548	LONG	`stop`	bw548Lk1	OK
08-18 09:02:27	548	SHORT	`entry`	bw548Se1	OK
08-18 09:02:26	548	LONG	`entry`	bw548Le1	OK
08-18 05:19:04	544	SHORT	`stop_amend`	bw544Sk3	OK
08-18 05:18:44	544	SHORT	`stop_amend`	bw544Sk2	OK
08-18 05:02:46	544	SHORT	`stop`	bw544Sk1	OK
08-18 05:02:46	544	LONG	`stop`	bw544Lk1	OK
08-18 05:02:45	544	SHORT	`entry`	bw544Se1	OK
08-18 05:02:44	544	LONG	`entry`	bw544Le1	OK
08-18 03:03:19	539	SHORT	`stop`	bw539Sk1	OK
08-18 03:03:19	539	LONG	`stop`	bw539Lk1	OK
08-18 03:03:18	539	SHORT	`entry`	bw539Se1	OK
08-18 03:03:17	539	LONG	`entry`	bw539Le1	OK
08-17 14:19:45	435	LONG	`stop_amend`	bw435Lk2	OK
08-16 15:02:38	435	SHORT	`stop`	bw435Sk1	OK
08-16 15:02:38	435	LONG	`stop`	bw435Lk1	OK
08-16 15:02:37	435	SHORT	`entry`	bw435Se1	OK
08-16 15:02:36	435	LONG	`entry`	bw435Le1	OK
08-16 12:25:04	426	LONG	`stop_amend`	bw426Lk2	OK
08-16 11:32:29	426	SHORT	`stop`	bw426Sk1	OK
08-16 11:32:29	426	LONG	`stop`	bw426Lk1	OK
08-16 11:32:28	426	SHORT	`entry`	bw426Se1	OK
08-16 11:32:27	426	LONG	`entry`	bw426Le1	OK
08-15 20:35:16	387	LONG	`stop_amend`	bw387Lk6	OK
08-15 20:35:06	387	LONG	`stop_amend`	bw387Lk5	OK
08-15 20:34:56	387	LONG	`stop_amend`	bw387Lk4	OK
08-15 20:34:46	387	LONG	`stop_amend`	bw387Lk3	OK
08-15 20:34:36	387	LONG	`stop_amend`	bw387Lk2	ERR:binanceusdm {"code":-2021,"msg":"Order would imm
08-15 19:32:38	387	SHORT	`stop`	bw387Sk1	OK
08-15 19:32:38	387	LONG	`stop`	bw387Lk1	OK
08-15 19:32:37	387	SHORT	`entry`	bw387Se1	OK
08-15 19:32:36	387	LONG	`entry`	bw387Le1	OK
08-15 17:40:25	369	LONG	`stop_amend`	bw369Lk2	OK
08-15 15:02:47	369	SHORT	`stop`	bw369Sk1	OK
08-15 15:02:47	369	LONG	`stop`	bw369Lk1	OK
08-15 15:02:46	369	SHORT	`entry`	bw369Se1	OK
08-15 15:02:45	369	LONG	`entry`	bw369Le1	OK
08-15 10:36:54	346	LONG	`stop_amend`	bw346Lk4	OK
08-15 10:36:44	346	LONG	`stop_amend`	bw346Lk3	OK
08-15 10:36:34	346	LONG	`stop_amend`	bw346Lk2	OK
08-15 09:32:52	346	SHORT	`stop`	bw346Sk1	OK
08-15 09:32:52	346	LONG	`stop`	bw346Lk1	OK
08-15 09:32:51	346	SHORT	`entry`	bw346Se1	OK
08-15 09:32:50	346	LONG	`entry`	bw346Le1	OK
08-15 09:30:10	343	LONG	`stop_amend`	bw343Lk2	OK
08-15 09:17:32	343	SHORT	`stop`	bw343Sk1	OK
08-15 09:17:31	343	LONG	`stop`	bw343Lk1	OK
08-15 09:17:30	343	SHORT	`entry`	bw343Se1	OK
08-15 09:17:30	343	LONG	`entry`	bw343Le1	OK
08-15 07:32:24	339	LONG	`entry`	bw339Le1	ERR:binanceusdm {"code":-4402,"msg":"Dear user, as p
08-14 20:17:35	321	SHORT	`stop`	bw321Sk1	OK
08-14 20:17:35	321	LONG	`stop`	bw321Lk1	OK
08-14 20:17:34	321	SHORT	`entry`	bw321Se1	OK
08-14 20:17:33	321	LONG	`entry`	bw321Le1	OK
08-14 11:47:30	292	SHORT	`stop`	bw292Sk1	OK
08-14 11:47:29	292	LONG	`stop`	bw292Lk1	OK
08-14 11:47:28	292	SHORT	`entry`	bw292Se1	OK
08-14 11:47:27	292	LONG	`entry`	bw292Le1	OK
08-14 09:33:19	281	SHORT	`stop`	bw281Sk0	OK
08-14 09:33:19	281	LONG	`stop`	bw281Lk0	OK
08-14 09:33:19	281	SHORT	`entry`	bw281Se1	OK
08-14 09:33:19	281	LONG	`entry`	bw281Le1	OK
08-14 07:17:27	275	SHORT	`stop`	bw275Sk0	OK
08-14 07:17:27	275	LONG	`stop`	bw275Lk0	OK
08-14 07:17:27	275	SHORT	`entry`	bw275Se1	OK
08-14 07:17:27	275	LONG	`entry`	bw275Le1	OK

Each row is written before the HTTP call and updated after it returns. A row left at SENT means the process died mid-flight; on restart the executor looks the order up by its deterministic client id instead of re-sending, so a crash cannot produce a duplicate position.
Stops live in Binance's algo-order namespace and are invisible to fetch_open_orders entirely — they are tracked by algoId.

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