Who this is for — Anyone who respects the daily stop but stacks 4–5 red days. The weekly stop halts slow bleeding when regime and method do not match.
Max weekly risk (weekly stop) is the cumulative loss threshold in a calendar week beyond which you end trading and switch to review/study. It complements the daily stop.
In plain terms — Weekly budget exhausted = office closed until Monday — do not «save the week» on Thursday.
How to set it
| Format | Typical example |
|---|---|
| % allocated capital | −3% / −4% per week |
| R multiple | −6R to −8R cumulative |
| Vs daily | ~2× max daily stop |
Calculated on allocated capital, not total net worth.
On trigger
- Close session — Thursday/Friday included if hit Wednesday
- Early weekly review — journal, regime, failed setups
- Paper or flat until reset — no revenge «to break even»
Typical mistake — Raising the weekly stop mid-week «because the market is hard» — the limit exists for hard markets.
Example — Max −4% on 10k€ = −400€. Mon −1%, Tue −1%, Wed −2% → stop Wednesday, Thu/Fri = review + simulation.
Summary card
- Function: anti-streak, anti-regime mismatch.
- Pair: daily stop + weekly stop.
- On hit: study, not more clicks.
Silver path — Plan module. Index: Silver path. Also in Gold path — risk control module (input for drawdown control).