Most BREACH sessions are unstable from the first trade (no transition to show). This one has a clean transition: deviation → self-correction → deviation that never recovers again. That is exactly what the engine marks as the escalation / persistent point.
| Trade | Time | State | Running | PnL | Exposure | Note |
|---|---|---|---|---|---|---|
| #4 | 2024-05-14 10:43 | deviation | BREACH | +49.93 | 0.08 | tempo + exposure well above baseline |
| #5 | 2024-05-14 12:58 | deviation | BREACH | +42.73 | 0.08 | exposure well above baseline |
| #6 | 2024-05-14 18:15 | recovery | ELEVATED | +10.12 | 0.04 | returning to baseline |
| #7 | 2024-05-14 18:15 | normal | ELEVATED | +14.07 | 0.04 | escalation marker — last recovery point |
| #8 | 2024-05-15 17:01 | deviation | BREACH | +42.02 | 0.13 | exposure well above baseline ← persistent BREACH begins |
| #9 | 2024-05-15 17:01 | deviation | BREACH | +58.54 | 0.14 | exposure well above baseline |
| #10 | 2024-05-15 17:04 | deviation | BREACH | +51.83 | 0.09 | exposure well above baseline |
| #11 | 2024-05-16 11:40 | deviation | BREACH | -18.14 | 0.13 | exposure well above baseline |
The trader deviated early (over-exposure), briefly self-corrected around trades #6–#7 (exposure back to about 0.04), then from trade #8 the over-exposure returned and never self-corrected again. The running classification locks to BREACH from #8 to the end of the session.
The engine flags this as the escalation point:
Driver: position sizing / exposure above the trader's own baseline (no tempo component after #5).
At the moment BREACH becomes persistent the trades are profitable (+42, +58, +52). BREACH measures loss of process self-regulation, not loss of money. Process consistency and P&L are different things — measuring the process is what this does. The firm sets the tolerance and owns the decision.