{
  "version": "1.0",
  "main_assumptions_fixed_before_calculation": true,
  "purpose": "Deterministic educational arithmetic for trading-bot capital, sizing and costs; no market backtest, forecast, optimization, live trading or performance claim.",
  "assumption_provenance": "Every fee, execution allowance, price, quantity increment, minimum notional, monthly cost, trade count and return is explicitly assumed for this exercise. None is a current quote or verified rule from a broker, exchange, hosting service or market dataset.",
  "currency": "USD accounting units; no foreign-exchange, stablecoin or custody model",
  "equities": [100, 500, 2000, 10000],
  "position_sizing": {
    "instrument": "hypothetical long, unleveraged spot instrument",
    "reference_price": 50,
    "quantity_increment": 0.01,
    "minimum_reference_notional": 10,
    "planned_risk_fraction": 0.005,
    "stop_distance_fraction": 0.02,
    "entry_fee_fraction": 0.001,
    "exit_fee_fraction": 0.001,
    "adverse_execution_allowance_each_side": 0.0005,
    "linear_round_trip_friction_fraction": 0.003,
    "entry_cash_rule": "Reserve reference notional times (1 + entry adverse allowance) times (1 + entry fee). The entry fee is charged on the adversely adjusted entry value.",
    "stop_reference_and_fee_units": "The illustrative stop reference is the original reference price times (1 - stop distance), not a percentage below the adverse entry fill. Apply the adverse sell allowance to that stop reference, then charge the exit fee on that adjusted exit value. Fees are paid in quote accounting units, so the full purchased quantity remains available to exit.",
    "planned_loss_rule": "Use reference notional times (stop distance + linear round-trip friction). This is a conservative planning approximation for the stated gap-free stop example, not a guaranteed realized maximum loss.",
    "quantity_rule": "Take the lesser of risk-budget notional and cash-affordable notional, divide by reference price, and round quantity DOWN to its increment. If below minimum executable notional, SKIP rather than rounding up. No other position, committed order, external flow, leverage or financing is modeled.",
    "minimum_capital_rule": "Find the smallest quantity increment whose reference notional meets the minimum. Required equity is the maximum of that notional times (stop + friction) divided by risk fraction, and its entry cash requirement.",
    "exit_minimum_diagnostic": "Separately assume the same minimum notional also applies to the full-quantity stopped sell, measured before its quote-denominated exit fee. Check original reference price times (1 - stop distance) times (1 - adverse sell allowance) times quantity against the minimum. Report the grid-adjusted equity needed to satisfy this additional assumed condition. This does not change the base entry-only checker or validate actual venue order types, dust, gaps or order lifecycle rules.",
    "coarse_grid_example": {"reference_price": 51, "quantity_increment": 0.03, "minimum_reference_notional": 10}
  },
  "break_even": {
    "model": "Linear monthly arithmetic, not compounded account evolution or an execution ledger. Assume no overlapping positions, fixed reference equity for sizing, and no capacity effect. Positive surplus is an assumption, not an estimate of strategy skill.",
    "fraction_of_reference_equity_deployed_per_round_trip": 0.25,
    "round_trips_per_month": 20,
    "gross_notional_return_per_round_trip_main_case": 0.004,
    "gross_notional_return_per_round_trip_scenarios": [0.001, 0.003, 0.004, 0.006],
    "linear_variable_friction_per_round_trip": 0.003,
    "fixed_monthly_cost_tiers": [0, 15, 50],
    "main_fixed_monthly_cost": 15,
    "friction_sensitivity_at_main_gross_return": [0.001, 0.003, 0.006, 0.01],
    "equation": "net_month = round_trips * deployed_fraction * equity * (gross_return - friction) - fixed_cost",
    "relationship_to_sizing_example": "Independent arithmetic example. A 25% deployed fraction is not the position size derived from the separate 0.5%-risk, 2%-stop sizing model."
  },
  "income_arithmetic": {
    "desired_monthly_income_after_fixed_cost_before_tax": 1000,
    "assumed_monthly_account_returns_after_variable_costs_before_fixed_cost": [0.005, 0.01, 0.02],
    "fixed_monthly_cost": 15,
    "equation": "equity = (desired_income + fixed_cost) / assumed_monthly_return",
    "interpretation": "Pure conditional arithmetic. These monthly returns are not predictions, sustainable targets, confidence bounds or recommended capital levels. Negative months, withdrawal sequence, changing capital, taxes and capacity are not modeled."
  },
  "consecutive_loss_arithmetic": {
    "starting_equity": 10000,
    "loss_fraction_of_current_equity_each_event": 0.005,
    "event_counts": [10, 20, 50],
    "fixed_dollar_loss_comparator": 50,
    "equation": "remaining_equity = starting_equity * (1 - loss_fraction)^event_count; recovery = starting_equity / remaining_equity - 1",
    "interpretation": "Assumed exact account losses for arithmetic only. No loss-sequence probability is assigned. Realized stop losses may differ; fixed monthly costs and minimum order constraints are excluded from this compounding illustration."
  },
  "excluded": ["market data", "actual exchange fee schedules or lot rules", "real hosting quotes", "a trading strategy or trading signals", "live orders", "leverage and liquidation", "gap and execution-loss guarantees", "capital recommendations", "return forecasts", "estimated edge", "probabilities", "Monte Carlo", "portfolio optimization", "taxes", "interest", "market capacity and liquidity estimation"]
}