Risk Controls
Configure the limits that stay attached to every strategy deployment.
Risk controls are part of the strategy definition, not an afterthought. In Statly, capital protection stays attached to the execution path so a deployment does not outrun the operating rules you intended.
Core controls
Caps the amount of capital that can be allocated to a single strategy or deployment. Prevents any single deployment from consuming your entire portfolio.
Defines the maximum tolerated loss profile before the engine stops trusting the deployment. When the limit is hit, the engine stops opening new positions.
Helps prevent multiple active strategies from stacking the same market exposure. Monitors correlation between active strategies in real time.
Lets you define how much size a deployment is allowed to carry. Supports Kelly fraction, fixed fractional, and risk-parity approaches.
What the engine monitors
Risk controls are checked on every order before execution. If a control is breached, the order is blocked and an alert is generated.
- Current drawdown against the configured limit
- Capital utilization against the active shield
- Exposure overlap across running strategies
- Abnormal execution drift and fill behavior
- Market conditions that can invalidate prior assumptions
Practical guidance
Keep capital shields conservative while a strategy is still earning trust. Use drawdown limits to define when the engine should stop believing the deployment.
- Treat correlation rules as portfolio controls, not just single-strategy controls
- Review risk configuration before every promotion from paper to live
- Monitor the workspace dashboard for real-time risk metric alerts