TreLLM Audit Report: Replayable Decision Trace

One replayable trading decision, rendered from the same trajectory JSON used by TreLLM and summarized in TradeArena leaderboard artifacts. This report shows what the agent saw, what it proposed, how the risk gate revised it, what the execution simulator did, and which reproducibility fields make the step auditable.

Rendered step
1 / 90
2024-01-01T00:00:00
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

SYN $99.56ALT $116.45DEF $129.75news 1macro 2filings 0alt 0

Decision Trace: Observe, Plan, Risk, Execute, Reflect

Observe
3 symbols
news 1, macro 2
Plan
6 signals
3 proposed decisions
Risk Gate
1 clipped
0 blocked
Revise
3 approved
pre-trade constraints applied
Execute
0 filled
1 pending, 0 rejected
Reflect
$100,000.00
1 memory events

Portfolio Equity Path

high $125,953.87low $99,938.61

Source: outputs/examples/audit_walkthrough_trajectory.json

Reproducibility Fingerprint

timestamp2024-01-01T00:00:00
prompt_versionbaseline-v0
model_versiondeterministic-baseline
market_data_timestamp2024-01-01T00:00:00
memory_digest4f53cda18c2baa0c0354bb5f9a3ecbe5ed12ab4d8e11ba873c2f11161202b945
random_seed11
simulatorrealistic-order-simulator

Proposed vs Risk-Approved Decisions: Comparison Table

SymbolSideProposedApprovedDeltaStatusRationale
SYNbuy0.750
0.220
-0.530clipped[redacted rationale sha256:fce8a7b61143981ec7afb3f45529bed00fda15c58ffdc48d57e685ec6c1924cb]
ALThold0.000
0.000
+0.000unchanged[redacted rationale sha256:98b8ee64c6864281c8e1d435b96d83883e93b8fef1975e1cc403d90b18cad0c0]
DEFhold0.000
0.000
+0.000unchanged[redacted rationale sha256:98b8ee64c6864281c8e1d435b96d83883e93b8fef1975e1cc403d90b18cad0c0]

Risk Lifecycle Reports

PhaseChecksClippedBlockedFailedWarningsFirst message
pre_trade11001SYN target clipped from 0.750 to 0.220
in_trade10000execution within risk budget
post_trade10000post-trade attribution recorded

Execution Simulator Outcomes

submitted_orders1
eligible_orders0
filled_orders0
partial_fills0
pending_orders1
rejected_orders0
total_commission$0.00
total_slippage$0.00
average_latency_steps0.00
first_orderbuy SYN qty=220.98

Agent Signals and Rationales

SymbolAnalystScoreConfidenceRationale
SYNmomentum-analyst+0.0000.100[redacted rationale sha256:46f3101df1e776a8fecdc8155b5249a8f7bce43b91a7b2cd056edbb65ccd76c4]
ALTmomentum-analyst+0.0000.100[redacted rationale sha256:46f3101df1e776a8fecdc8155b5249a8f7bce43b91a7b2cd056edbb65ccd76c4]
DEFmomentum-analyst+0.0000.100[redacted rationale sha256:46f3101df1e776a8fecdc8155b5249a8f7bce43b91a7b2cd056edbb65ccd76c4]
SYNmacro-news-analyst+0.1750.600[redacted rationale sha256:80531a023b8d5b55ffdf3f132be7a331c20173c5120d411481f4ee4c3dcf307a]
ALTmacro-news-analyst+0.0000.250[redacted rationale sha256:a5dcde95e47f981708cc0fc0adf1306451bd3d3345cffc5d5a205ae2aefac3cc]
DEFmacro-news-analyst+0.0000.250[redacted rationale sha256:a5dcde95e47f981708cc0fc0adf1306451bd3d3345cffc5d5a205ae2aefac3cc]