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autofirmer-expanded/lib
Brandon LiandClaude Opus 5.5 beddbdcf6c 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>
2026-10-27 11:34:27 -05:00
..
2026-10-21 23:39:53 -05:00
2026-03-07 22:07:02 -06:00