- In AlgoTier's synthetic replay, TECHX and EMFX orders need approval while UTIL and GOLD orders remain allowed. The evidence has to explain both outcomes. 🧵
- At 06:18 ET, the carry-unwind score is 0.7913. Our confirmed-carry rule gates the correlated or stressed scope at a score of 0.60 or above. That gives a reviewer the recorded trigger to inspect alongside the order outcomes.
- The scope calculation uses a stress cutoff of 0.25, excluding JPY and SP500. At 06:18, NKY, TECHX and EMFX clear that cutoff. These graph outputs and policy constants are demonstrative assumptions in the synthetic replay.
- TECHX stress is 0.3645; EMFX is 0.2990. UTIL and GOLD are both zero. Their sample orders remain ALLOW at this gate. NKY is also in scope, but the fixture has no NKY sample order.
- Inside the gate, the TECHX and EMFX sample orders become BLOCKED_NEEDS_APPROVAL. The demo records a requirement for review. It has no approve/reject action or connection to real order execution.
- This separation is specific to the scoped GATE. Earlier, at 06:13 ET, an indeterminate VIX label triggers THROTTLE across the book, including UTIL and GOLD. The selected time matters when reviewing what each order was allowed to do.
- We preserve the selected decision's market state, scores, model contributions, evaluated rules and simulated order dispositions in its record. The JSON export lets a reviewer trace the 06:18 scope back to the evidence that produced it.
- Trading-control reviewers: which would you review first, the 0.25 stress cutoff or the graph assumptions that put UTIL and GOLD at zero? #AlgorithmicTrading #TradingCompliance #MarketRisk
- https://veriprajna.com/demos/algorithmic-trading-compliance
Published on X · September 25, 2026
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