Experimentaudit_walkthrough
Steps90
Total return21.71%
Max drawdown-4.25%
Total slippage$4,329.93
Autopsy finding
The largest intent-execution gap is 2.180 gross weight at step 19. Risk edited 56 step(s), simulated slippage costs total $4,329.93, and the run fill rate is 77.25%.
Run scope
intended
risk-approved
executed
intervention
Trajectory: outputs/examples/audit_walkthrough_trajectory.json
Symbols: ALT, DEF, SYN
Intent vs Executed Weights Time-Series
Lines show aggregate gross target weight intended by the strategy, gross weight after risk gate approval, and realized gross portfolio weight after paper execution.
Slippage Attribution Waterfall
Waterfall values are simulated slippage costs by symbol, computed from fill-level slippage times filled quantity.
Risk Intervention Timeline
Markers combine risk-gate edits and execution frictions: clipped or blocked decisions, pending orders, rejected orders, and partial fills.
Largest Intent-Execution Gaps
| Step | Timestamp | Intent | Approved | Executed | Gap | Readout |
|---|---|---|---|---|---|---|
| 19 | 2024-01-19T00:00:00 | 2.327 | 0.660 | 0.147 | 2.180 | risk edit |
| 17 | 2024-01-17T00:00:00 | 2.327 | 0.660 | 0.324 | 2.003 | risk edit |
| 25 | 2024-01-25T00:00:00 | 2.023 | 0.660 | 0.321 | 1.702 | risk edit |
| 26 | 2024-01-26T00:00:00 | 1.888 | 0.660 | 0.222 | 1.666 | risk edit |
| 18 | 2024-01-18T00:00:00 | 1.785 | 0.660 | 0.144 | 1.641 | risk edit |
| 11 | 2024-01-11T00:00:00 | 1.998 | 0.660 | 0.377 | 1.621 | risk edit |
| 16 | 2024-01-16T00:00:00 | 2.227 | 0.660 | 0.660 | 1.566 | risk edit |
| 12 | 2024-01-12T00:00:00 | 1.984 | 0.660 | 0.599 | 1.386 | risk edit |
Intervention Events
| Step | Timestamp | Clipped | Blocked | Pending | Rejected | Partial | Status |
|---|---|---|---|---|---|---|---|
| 1 | 2024-01-01T00:00:00 | 1 | 0 | 1 | 0 | 0 | review |
| 2 | 2024-01-02T00:00:00 | 1 | 0 | 2 | 0 | 0 | review |
| 3 | 2024-01-03T00:00:00 | 0 | 0 | 1 | 0 | 0 | review |
| 4 | 2024-01-04T00:00:00 | 0 | 0 | 1 | 0 | 0 | review |
| 5 | 2024-01-05T00:00:00 | 0 | 0 | 3 | 0 | 0 | review |
| 6 | 2024-01-06T00:00:00 | 0 | 0 | 4 | 0 | 0 | review |
| 7 | 2024-01-07T00:00:00 | 0 | 0 | 3 | 1 | 0 | review |
| 8 | 2024-01-08T00:00:00 | 0 | 0 | 4 | 2 | 0 | review |
| 9 | 2024-01-09T00:00:00 | 0 | 0 | 6 | 1 | 0 | review |
| 10 | 2024-01-10T00:00:00 | 0 | 0 | 6 | 0 | 0 | review |
| 11 | 2024-01-11T00:00:00 | 3 | 0 | 6 | 0 | 0 | review |
| 12 | 2024-01-12T00:00:00 | 3 | 0 | 6 | 0 | 0 | review |
| 13 | 2024-01-13T00:00:00 | 3 | 0 | 6 | 0 | 1 | review |
| 14 | 2024-01-14T00:00:00 | 3 | 0 | 6 | 3 | 0 | review |