GBPUSD · Expansion→First-Pullback · long GATE PASS −1.09R PAPER REPLAY

Deterministic setup

Displacement

+17.3 pips M5 (3× baseline 5.8)

Pullback held

1.34166 (47% of leg)

Entry / resume

1.34247

Stop (structural)

1.34166 · 8.1 pips

Target (1.5R)

1.34368

Size

1.23 lots · $100 risk (1%)

AI gate — live decision

Decision

PASS · 1.0×

Latency

15.8 s

Version

9f1f6b3ea5408888

Transport

claude-opus-4-8 · prompt v3 · subscription CLI

Feed is fresh (minutes_since_last_bar=1), no scheduled events in the 45-minute holding window, and the documented failure mode (sub-5-pip stops) does not apply since stop_distance_pips is 8.1; spread of 0.7 vs 0.3 normal is elevated but immaterial against an 8.1-pip stop.

Outcome (real bars replayed)

Execution

MockBroker · broker-side stop

Order id

87cbbdecb090af46

Exit

07:46 UTC · stop hit

Result

−1.09R net (−$109)

Why net < −1R

spread + 0.8p stop slippage