SURFACE 02·IN BUILD
Failed-Leg-In Gap Stress
Size every plan against the worst gap-down scenario where one leg fills and the hedge does not.
PLACEHOLDER · SCREENSHOT PENDING
Failed-Leg-In Gap Stress
SURFACE 02
ASSET / TBD
FIG · SURFACE 023 CALLOUTS
[ CALLOUTS ]
- 01Scenario ladderEach row is a candidate gap percentage and the un-hedged loss it implies.
- 02Stress envelopeMax acceptable un-hedged exposure per ticker, set per session.
- 03Size capAuto-derived max contract count that keeps every scenario under the envelope.
[ HOW IT WORKS ]
The stress panel is the brake. It assumes the failure mode — one leg in, hedge missing — and sizes everything to survive a real gap-down.
Inputs are operator-set per session: gap range to test, envelope per ticker, and current capital. Output is the size cap the ladder cockpit obeys.
No auto-rebalancing. If the panel disagrees with the cockpit, the cockpit defers and shrinks the plan.