🛡️ Risk Management
Portfolio protection & position sizing rules
📊 Portfolio Level
15%
5%30%
3%
1%10%
10%
0%50%
📍 Position Level
5%
1%20%
0.5x
0.1x1x
0.5
0.11
🚨 Circuit Breakers
50
2580
7%
3%15%
When Circuit Breaker Triggers:
● Close all open positions
● Cancel all pending orders
● Halt signal generation
● Send immediate notification
🎯 Strategy Level
Max drawdown per strategy10%
Auto-pause duration2 weeks
Min Sharpe to remain active0.5
Max consecutive losses5
Leverage in BEAR regimeDisabled
TQQQ/SQQQ in transition50% size