Experiment
audit_walkthrough
Rendered step
1 / 90
Final equity
$121,708.15
Max drawdown
-4.25%
Risk clipped
118
Rejected orders
41
Pending orders
2
Fill rate
77.25%
Why this step is interesting
The strategy proposed SYN at 0.750 target weight, but the pre-trade risk gate approved 0.220. The same step then entered the execution simulator with 1 pending order(s), making the risk and execution assumptions visible rather than hidden inside a return curve.
Market Observation Summary
Decision Trace: Observe, Plan, Risk, Execute, Reflect
Observe
3 symbols
news 1, macro 2Plan
6 signals
3 proposed decisionsRisk Gate
1 clipped
0 blockedRevise
3 approved
pre-trade constraints appliedExecute
0 filled
1 pending, 0 rejectedReflect
$100,000.00
1 memory eventsPortfolio Equity Path
Source: outputs/examples/audit_walkthrough_trajectory.json
Reproducibility Fingerprint
| timestamp | 2024-01-01T00:00:00 |
|---|---|
| prompt_version | baseline-v0 |
| model_version | deterministic-baseline |
| market_data_timestamp | 2024-01-01T00:00:00 |
| memory_digest | 4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945 |
| random_seed | 11 |
| simulator | realistic-order-simulator |
Proposed vs Risk-Approved Decisions: Comparison Table
| Symbol | Side | Proposed | Approved | Delta | Status | Rationale |
|---|---|---|---|---|---|---|
| SYN | buy | 0.750 | 0.220 | -0.530 | clipped | insufficient momentum history | macro=0.000, news=0.700, filings=0.000, alt=0.000 |
| ALT | hold | 0.000 | 0.000 | +0.000 | unchanged | insufficient momentum history | macro=0.000, news=0.000, filings=0.000, alt=0.000 |
| DEF | hold | 0.000 | 0.000 | +0.000 | unchanged | insufficient momentum history | macro=0.000, news=0.000, filings=0.000, alt=0.000 |
Risk Lifecycle Reports
| Phase | Checks | Clipped | Blocked | Failed | Warnings | First message |
|---|---|---|---|---|---|---|
| pre_trade | 1 | 1 | 0 | 0 | 1 | SYN target clipped from 0.750 to 0.220 |
| in_trade | 1 | 0 | 0 | 0 | 0 | execution within risk budget |
| post_trade | 1 | 0 | 0 | 0 | 0 | post-trade attribution recorded |
Execution Simulator Outcomes
| submitted_orders | 1 |
|---|---|
| eligible_orders | 0 |
| filled_orders | 0 |
| partial_fills | 0 |
| pending_orders | 1 |
| rejected_orders | 0 |
| total_commission | $0.00 |
| total_slippage | $0.00 |
| average_latency_steps | 0.00 |
| first_order | buy SYN qty=220.98 |
Agent Signals and Rationales
| Symbol | Analyst | Score | Confidence | Rationale |
|---|---|---|---|---|
| SYN | momentum-analyst | +0.000 | 0.100 | insufficient momentum history |
| ALT | momentum-analyst | +0.000 | 0.100 | insufficient momentum history |
| DEF | momentum-analyst | +0.000 | 0.100 | insufficient momentum history |
| SYN | macro-news-analyst | +0.175 | 0.600 | macro=0.000, news=0.700, filings=0.000, alt=0.000 |
| ALT | macro-news-analyst | +0.000 | 0.250 | macro=0.000, news=0.000, filings=0.000, alt=0.000 |
| DEF | macro-news-analyst | +0.000 | 0.250 | macro=0.000, news=0.000, filings=0.000, alt=0.000 |