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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@@ -100,6 +100,7 @@ export function rankNextLeg(o: {
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maxLossRoom: floorRoom,
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obfuscationDollars: o.obfuscationDollars,
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availableFunds: funds,
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slippageFraction: o.client.stopSlippageFraction,
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});
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const p = plan(true);
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if (!p.sizing || p.cost === null) return [];
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