Drawdown control

Rule system that limits drawdown depth and supports controlled recovery.

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Drawdown control turns risk from an emotional event into a manageable process. It does not eliminate losses, but prevents a negative phase from becoming structural damage.

Who this is for

  • Traders who want to protect capital during losing streaks.
  • Those managing multiple strategies who must coordinate brakes.
  • Those who want re-entry rules after a significant decline.

In plain terms — When equity falls beyond defined thresholds, reduce risk and operating pace. Return to full size only after concrete evidence of stabilisation.

Prerequisites — Complete first Silver path (min.: Max daily risk, Max drawdown, Robustness, Backtest). Foundation: Bronze path.


Drawdown Control -5% (Allerta) -10% (Stop) Fractional Scaling
Schema grafico per il concetto di Drawdown control.

Operating protocol

Define three levels: alert, defence, stop. At alert level reduce size by 20–30% and filter marginal setups. At defence level reduce size further, limit trade count, and raise selectivity. At stop level suspend operations and move to mandatory review. Re-entry happens in steps, not in a single jump.

Example — Strategy with alert threshold at −6% and stop at −10%. At −6% you halve risk per trade; at −10% you halt the system. After a week of positive test results and clean execution, you gradually return to standard size.

Card

  • Objective: contain drawdown depth and duration.
  • Key inputs: equity curve, loss streaks, market volatility.
  • Alert signal: consecutive threshold violations.
  • Typical mistake: increasing size to recover quickly.
  • Practical action: stepped re-entry with checkpoints.

Gold path — Module: Advanced risk control. Part of Gold path.