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Price availability. ZZQAT
14. Unknown expiry or no execution
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Missing-information example. A Nikkei chart or continuous NKD chart does not establish which listed month traded. Preserve the view and mark the execution instrument unresolved; do not invent a front month. If there was no confirmed trade, the archive remains research-only and contributes no trade P&L.
For a CFD, also preserve the broker/provider symbol and financing terms. A family label such as NIKKEI is useful for discovery but is not enough for exact contract accounting.
Research reference: NIKKEI. This reference is not an execution.
13. Crypto spot, perpetual or another venue
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Design-boundary example, no trade inserted. BTC spot research is not a BTC perpetual execution. Identify venue, base/quote and settlement currency, linear or inverse contract, contract size, funding and actual fills. USD and USDT cannot silently be treated as the same settlement currency.
The reviewed catalog only identifies Coinbase BTC spot. No derivative trade is recorded against that spot asset.
Research reference: BTC. This reference is not an execution.
12. Cross-listing, ADR or local shares
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Design-boundary example, no trade inserted. A BABA ADR chart may inform a trade in Alibaba Hong Kong shares, but listing, currency, share conversion ratio, session and actual execution price stay separate. Currency conversion and corporate actions need dated evidence; a fixed unverified ratio cannot be copied into fills.
Research reference: BABA. This reference is not an execution.
11. Stock chart, option execution
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Design-boundary example, no trade inserted. A bearish NVDA view expressed by buying a put is a long option position, not a short stock trade. Required execution fields: right, strike, expiry, multiplier, premium, quantity and close/exercise method.
Current Meridian code has historical single-option labels and excludes their premium return from underlying-stock aggregates. This example does not prove a general options-entry workflow, multi-leg support, assignment handling or option portfolio valuation. Do not create an NVDA stock fill at the option premium.
Research reference: NVDA. This reference is not an execution.
10. Leveraged or inverse ETF
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Design-boundary example, no trade inserted. NDX research could be expressed through QQQ, TQQQ, or SQQQ, but a long inverse ETF is not an NDX short fill.
Keep the trade side separate from the research direction. Record actual ETF prices and shares; do not multiply the index return by a leverage factor across a holding period. The reviewed catalog lacks these ETF entries; separate instrument setup is required.
Research reference: NDX. This reference is not an execution.
9. Yield chart, bond-price execution
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Design-boundary example, no trade inserted. A view that US10Y yield will decline can be expressed by a long Treasury-price instrument. Falling yield and long price are compatible, not contradictory directions.
For ZN execution, require a distinct validated ZN asset, expiry, its own quoted price/tick convention, multiplier and duration exposure. Never record 4.20 percent as a Treasury futures fill. The reviewed catalog has no ZN1! entry; this example remains research-only.
Research reference: US10Y. This reference is not an execution.
8. Correlated products and a two-leg hedge
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Brent and WTI are correlated, not the same asset. Modeled long BZ: 70 to 72; short CL: 65 to 66; one contract each. Price P&L: +USD2000 and -USD1000, net +USD1000 before costs. Both legs must remain visible. This Note groups the thesis; it does not claim a native spread-order or hedge-group object exists.
Execution instrument: BZ1! BZJ2026 long leg. Modeled values, not market quotes.
Execution instrument: CL1! CLJ2026 short leg. Modeled values, not market quotes.
7. Spot gold research, gold futures execution
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Research: XAUUSD spot gold. Execution: one modeled GCJ2026 contract, 3000 to 3010. Gross price P&L: 10 x 100 = USD1000. Preserve spot/futures basis and trading-session differences. Do not transfer a spot chart stop to the futures order without an explicit futures price or documented cross-instrument trigger.
Research reference: XAUUSD. This reference is not an execution.
Execution instrument: GC1! GCJ2026; one contract. Modeled values, not market quotes.
6. Index research, ETF execution
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Research: SOX semiconductor index. Execution: 100 SOXX shares, modeled 200 to 210; gross price P&L USD1000. SOX levels and returns are not SOXX fills. An SPX/ES or NDX/NQ research family can likewise share an archive while its execution identities remain separate.
Research reference: SOX. This reference is not an execution.
Execution instrument: SOXX 100 shares. Modeled values, not market quotes.
5. Same index, different denomination and multiplier
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Nikkei research does not identify a trade contract. NKD uses USD5 per point; NIY uses JPY500 per point. These two modeled one-contract trades each gain 100 points: USD500 versus JPY50000. They are alternatives for comparison, not interchangeable positions; portfolio conversion needs dated FX.
The same separation is required for standard and micro contracts. Equal contract counts do not mean equal exposure.
Research reference: NIKKEI. This reference is not an execution.
Execution instrument: NKD1! NKDH2026 USD leg. Modeled values, not market quotes.
Execution instrument: NIY1! NIYH2026 JPY leg. Modeled values, not market quotes.
4. Continuous chart and roll: open the new contract
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Same thesis as example 3, separate actual contract. Modeled ESM2026 entry 6040 and exit 6050. Each leg earns USD500 before fees; combined modeled price P&L USD1000. Current records can preserve both legs, but no first-class roll grouping is asserted.
Execution instrument: ES1! ESM2026 new-contract leg. Modeled values, not market quotes.
3. Continuous chart and roll: close the old contract
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
One research thesis can outlive a contract. This closes the modeled ESH2026 leg at 6010. The next example opens ESM2026 at 6040. The 30-point basis gap is not trading profit or loss.
Execution instrument: ES1! ESH2026 old-contract leg. Modeled values, not market quotes.
2. Nikkei CFD chart, CME NKD execution
G-Test | Simulated examples only. Research / Execution Review 20261002. No broker transaction; no Sean or Vega trade.
Chart reference: the original Nikkei CFD provider and symbol must remain attached to the chart. The current NIKKEI catalog entry is a broad index reference, not a uniquely identified CFD contract.
Execution: NKDH2026, USD5 per point. Modeled entry 40000; stop fill 39800; one contract. Gross price P&L: -USD1000 before fees. No NIKKEI trade is created.
Research reference: NIKKEI. This reference is not an execution.
Execution instrument: NKD1! NKDH2026; one contract; not the private June trade. Modeled values, not market quotes.
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