Decision Flow

SPY · 20260331155847-da4825e7

Full read-only trace of one paper-trading cycle: market data intake, feature engineering, deterministic signal decision, risk control, execution outcome, and linked audit records.

Structured model response environment production source alpaca status completed

Cycle Timeline

Stage Summary

Market Data ok

alpaca

Features unavailable

not available

Signal Decision unknown

Structured model response

Risk Control partial

hold

Execution no_execution

not available

Position & Audit unchanged

Audit trail only

Stage 1

Market Data

Input Summary
Statusok
Provideralpaca
Attemptedalpaca
Final Sourcealpaca
Latest Price639.98
Fetched At2026-03-31T15:58:52.086972+00:00
Recent Candles
2026-03-06T05:00:00Z O 673.41 · H 676.11 · L 669.76 · C 672.38
2026-03-09T04:00:00Z O 666.39 · H 679.92 · L 662.39 · C 678.27
2026-03-10T04:00:00Z O 677.72 · H 683.36 · L 674.76 · C 677.18
2026-03-11T04:00:00Z O 677.58 · H 680.08 · L 673.34 · C 676.33
2026-03-12T04:00:00Z O 671.16 · H 671.65 · L 665.87 · C 666.06

Stage 2

Feature Engineering

Feature snapshots are not available for this cycle.

Stage 3 · Signal Decision Structured model response
Actionsell
Setuptrend_continuation_short
Confidence70.0
Riskmedium
Biasshort
Regimeunknown

The trend is down with strong momentum and a continuation pattern is indicated, suggesting a favorable environment for a short position.

provider=alpaca market_state=bearish market_regime=unknown setup_type=trend_continuation_short confidence=70.0
Signal Scorecard
long not available
short not available

Audit Trail

Linked Stored Records

Raw Inspectors

Stored Payload Snapshots

market input
{
  "cache_used": false,
  "change": 7.96,
  "change_pct": 1.26,
  "data_age_seconds": 0.0,
  "data_source_attempted": "alpaca",
  "data_source_final": "alpaca",
  "error_category": null,
  "fetched_at": "2026-03-31T15:58:52.086972+00:00",
  "history": [
    {
      "close": 672.38,
      "high": 676.11,
      "low": 669.76,
      "open": 673.41,
      "timestamp": "2026-03-06T05:00:00Z",
      "volume": 100796751
    },
    {
      "close": 678.27,
      "high": 679.92,
      "low": 662.39,
      "open": 666.39,
      "timestamp": "2026-03-09T04:00:00Z",
      "volume": 102774914
    },
    {
      "close": 677.18,
      "high": 683.36,
      "low": 674.76,
      "open": 677.72,
      "timestamp": "2026-03-10T04:00:00Z",
      "volume": 81585842
    },
    {
      "close": 676.33,
      "high": 680.08,
      "low": 673.34,
      "open": 677.58,
      "timestamp": "2026-03-11T04:00:00Z",
      "volume": 68519802
    },
    {
      "close": 666.06,
      "high": 671.65,
      "low": 665.87,
      "open": 671.16,
      "timestamp": "2026-03-12T04:00:00Z",
      "volume": 108960383
    }
  ],
  "history_provider_name": "alpaca",
  "is_stale": false,
  "last_http_status": null,
  "previous_close": 632.02,
  "price": 639.98,
  "provider_duration_ms": 926.74,
  "provider_failure_reason": null,
  "provider_name": "alpaca",
  "provider_priority_used": true,
  "provider_response_timestamp": "2026-03-31T15:58:52.086972+00:00",
  "provider_success": true,
  "provider_success_map": {
    "alpaca": {
      "category": null,
      "last_http_status": null,
      "provider_response_timestamp": "2026-03-31T15:58:52.086972+00:00",
      "reason": null,
      "retry_count": 0,
      "success": true
    }
  },
  "provider_timestamp_diff": null,
  "reason": "Alpaca snapshot loaded.",
  "retry_count": 0,
  "source_snapshot": {
    "dailyBar": {
      "c": 639.94,
      "h": 642.95,
      "l": 638.01,
      "n": 12617,
      "o": 638.905,
      "t": "2026-03-31T04:00:00Z",
      "v": 801497,
      "vw": 640.848774
    },
    "latestQuote": {
      "ap": 640.01,
      "as": 160,
      "ax": "V",
      "bp": 639.82,
      "bs": 40,
      "bx": "V",
      "c": [
        "R"
      ],
      "t": "2026-03-31T15:58:51.9980214Z",
      "z": "B"
    },
    "latestTrade": {
      "c": [
        " "
      ],
      "i": 52983678462563,
      "p": 639.975,
      "s": 40,
      "t": "2026-03-31T15:58:44.638996566Z",
      "x": "V",
      "z": "B"
    },
    "minuteBar": {
      "c": 639.94,
      "h": 640.13,
      "l": 639.93,
      "n": 35,
      "o": 639.99,
      "t": "2026-03-31T15:57:00Z",
      "v": 1349,
      "vw": 640.006923
    },
    "prevDailyBar": {
      "c": 632.02,
      "h": 640.28,
      "l": 629.29,
      "n": 33774,
      "o": 639.86,
      "t": "2026-03-30T04:00:00Z",
      "v": 1812294,
      "vw": 634.127681
    }
  },
  "status": "ok",
  "symbol": "SPY"
}
decision payload
{
  "action": "sell",
  "confidence": 70,
  "expected_holding_period": "swing",
  "invalidation_condition": "Price moves above 640.13 (recent high)",
  "market_state": "bearish",
  "reason": "The trend is down with strong momentum and a continuation pattern is indicated, suggesting a favorable environment for a short position.",
  "risk_level": "medium",
  "setup_type": "trend_continuation_short",
  "stop_loss_pct": 0.2,
  "suggested_position_pct": 0.2,
  "take_profit_pct": 0.5
}
feature snapshot
{}
signal snapshot
{}
risk snapshot
{}
order payload
{}