CQCharting Queen
CONFIDENTIAL
PROPRIETARY

🛡️ Multi-Layer Risk Architecture

Defense-in-depth risk management across portfolio, strategy, and position levels

Portfolio Level

Top-level portfolio constraints

15%

Max Drawdown Trigger

All positions liquidated if portfolio drawdown exceeds 15% from peak

3%

Daily Loss Limit

Trading halted for remainder of session if daily P&L drops below -3%

10% minimum

Cash Reserve

Permanent cash buffer for opportunistic deployment during dislocations

Max 0.5

Strategy Correlation

Pairwise correlation between active strategies monitored and capped

Strategy Level

Per-strategy risk controls

10%

Strategy Max Drawdown

Individual strategy auto-paused for 2 weeks if drawdown exceeds 10%

0.5

Minimum Sharpe Ratio

Strategy must maintain rolling 3-month Sharpe above 0.5 to remain active

40%

Win Rate Floor

Strategy flagged for review if rolling 30-trade win rate drops below 40%

Position Level

Individual trade risk management

5%

Max Position Size

No single position exceeds 5% of total portfolio value

0.5x safety

Kelly Criterion Sizing

Half-Kelly fraction applied to optimal size — maximizes growth while limiting ruin probability

Dynamic

ATR-Based Stops

Stop losses set at 2x ATR(14) — automatically widens in volatile markets, tightens in calm markets

Circuit Breaker System

Automatic emergency protocols

🚨
VIX > 50HALT ALL TRADING

Complete system shutdown — all open positions evaluated for immediate close

7% Drop in 1 HourFLASH CRASH PROTOCOL

Suspend new entries, tighten all stops to 1x ATR, activate tail hedges

🧊
Liquidity FreezeDEFENSIVE MODE

Bid-ask spread > 3x normal triggers position reduction and limit-order-only mode

📉
Correlation SpikeDELEVERAGE

Cross-strategy correlation > 0.8 triggers 50% position reduction across all strategies

Drawdown Recovery Protocol

Graduated risk reduction

5% DDReduce new position sizes by 25%
8% DDReduce new position sizes by 50%, close weakest strategy
12% DDClose all but top 2 performing strategies, 75% cash
15% DDFull liquidation — system enters review mode

Black Swan Protection

Tail risk mitigation

Permanent allocation to out-of-the-money protective puts (5–10 delta, 30–60 DTE) on QQQ and SPY. Cost: approximately 0.5–1% of portfolio annually. Purpose: provide convex payoff during extreme tail events that overwhelm normal risk controls.

Automatic deleveraging algorithm monitors real-time VaR and triggers progressive position reduction when 1-day 99% VaR exceeds 3% of portfolio. This provides systematic protection against the "slow bleed" scenarios that circuit breakers may not catch.