Vest: stops reserve 0.02% of the position for slippage, not 0.1%
A platform may now state its own stop slippage share (PlatformClient.stopSlippageFraction); the daily-loss reserve is the larger of 10% of the limit and that share of the position. Vest's 9 measured stop-outs filled 0.9 points past the trigger on average and 2.25 at worst, against the ~30 points 0.1% held back. On a $1,400 day with ~$495k of NDX the stop goes from ~$880 to ~$1,230, and the leg sizes up for the same hold. Sizing, the placed stop, the dashboard's next stop and the reset guard all use it; other platforms keep 0.1%. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Claude Opus 5.5
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@@ -176,7 +176,7 @@ export async function GET() {
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// The reserve grows with the position (dllReserve): at
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// the size the next leg would trade, where it's known.
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const hard = dllRoom !== null && !lastStandNext
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? dllStopDollars({ room: dllRoom, dailyLossLimit: dll, entryFee: 0, commissionPct: 0, notional: holdEstimate?.notional })
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? dllStopDollars({ room: dllRoom, dailyLossLimit: dll, entryFee: 0, commissionPct: 0, notional: holdEstimate?.notional, slippageFraction: client.stopSlippageFraction })
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: Infinity;
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const stop = Math.min(Number.isFinite(obf) && obf > 0 ? obf : Infinity, hard);
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if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
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+1
-1
@@ -473,7 +473,7 @@ function AccountRow({ account, firm, hideDead, privacy, onAssigned, onStateChang
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<span className="text-red-600" title="Last stand: hitting the day's loss limit would leave this account within 15% of that loss above its max-drawdown floor — nothing left to trade on — so the next leg carries no daily-loss stop and runs to its take-profit or the firm's breach"> · no stop (last stand)</span>
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)}
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{typeof account.dllRoom === 'number' && (
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<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. A reserve — 10% of the limit, or 0.1% of the position if larger — is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
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<span className="text-slate-500" title="Hard daily loss limit: what the firm's day may still lose before a breach. A reserve — 10% of the limit, or 0.1% of the position if larger (0.02% on Vest) — is never spent."> · DLL room ${fmt(account.dllRoom)}</span>
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)}
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{account.holdEstimate && (
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<span
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