Hard brackets on every position. Session-level loss budgets. Regime-aware blocking. The system is designed to survive, not just perform.
Five market regimes identified in real time: Trending Up, Trending Down, Range Bound, Low Vol Quiet, High Vol Chop. Each regime has different entry criteria and risk parameters.
Each trading session has an independent loss budget. RTH: $3,000. ETH sessions: $350 each. Hit the budget, trading stops. No averaging down, no revenge trades.
Kelly-optimal position sizing with PSO alignment tiers. TURBO (2x) when momentum aligned, CONTRA (0.5x) when fighting the flow. 3+ consecutive losses forces 1-lot.
Every position gets an OCO bracket at entry: hard stop + profit target. Managed by the exchange, not software. R-multiple trailing: breakeven at R=0.6, trail at R=1.0, tight trail at R=1.5.
Anti-hammer filter blocks same-price re-entries for 600 seconds. Chop cooldown pauses trading for 10 minutes after 3+ consecutive losses. Minimum 30-second hold time before any stop evaluation.
Adding to winners only. Requires minimum 3 ticks of open profit before first add. Each tier locks in more profit with ratcheting stops. Maximum 10 lots.
Risk parameters adjust automatically based on trading session. Thinner markets get tighter targets, wider spreads, and lower budgets.
| Session | Stop | Target | Ensemble | Cooldown | Spread | Loss Limit |
|---|---|---|---|---|---|---|
| RTH | 10t | 25t | 25% | 30s | 1t | $3,000 |
| ETH Pre | 10t | 25t | 25% | 40s | 2t | $350 |
| ETH Post | 10t | 16t | 40% | 60s | 2t | $350 |
| ETH Asia | 12t | 16t | 40% | 60s | 4t | $350 |
| ETH Europe | 10t | 16t | 40% | 50s | 3t | $350 |
Global: Min 30s hold time before stop checks. Ensemble agreement is session-tunable (v81b).
Every entry gets an OCO bracket submitted to the exchange. Stop and target are hardware-level protection, not software promises.