Risk Management
Live monitoring of risk limits, exposure and capital protection rules.
Daily Loss Limit
12%/ 100%
Max Drawdown
4.2%/ 15%
Position Concentration
28%/ 40%
Leverage
1.4x/ 3x
VaR (95%, 1d)
$1,842/ $5,000
Correlation Cluster
35%/ 60%
Risk Events (24h)
11:14Tightened stop on BTC long after vol expansion
09:22Concentration check passed — no rebalance required
07:48Circuit breaker armed: SPX intraday range > 1.5σ
06:01Overnight exposure review complete