MOCKUP — synthetic data

# v0.15 · Paper Trading Soak

2-4 calendar weeks of live IBKR paper trading

14 trading days
Calendar duration
4
Total rebalances
23
Total orders
1
Incidents

Live IBKR paper trading soak test for v0.15, running a momentum strategy on S&P 100 monthly universe over 2-4 calendar weeks. This mockup defines the visual specification before the actual soak begins, ensuring we capture all required metrics.

## Daily Equity Curve

Portfolio value over 14 trading days. Actual equity (blue) vs expected equity benchmark (green dashed). The benchmark represents the theoretical portfolio value assuming perfect execution at mid-price.

## Position Evolution

Position count for top 5 tickers over the soak period. Shows how positions change across rebalances as the momentum strategy rotates into/out of names.

## Realized vs Expected Slippage

Scatter plot of each order's realized slippage vs expected slippage (in basis points). Points in green are within 5 bps tolerance; red points exceed tolerance. Diagonal line indicates parity.

## Incidents Log

Operational events during the soak. Severity levels: WARNING (non-critical), ERROR (requires intervention). All incidents should be auto-recovered or resolved.

Timestamp | Severity | Type | Description | Resolved
--- | --- | --- | --- | ---
2026-05-15 10:32:30 | WARNING | Reconnect | IBKR Gateway disconnect, auto-reconnected in 8s | Yes

## Cost Summary

Total transaction costs incurred during the soak. Commission is per-share fee; slippage is the difference between expected and realized execution price.

Cost category | Total cost
--- | ---
Commission | $23.00
Slippage | $45.50
Total | $68.50