RISK · REGIME · ML RISK · POLICY

Risk console.

LIVE

Regime engine · eight states

Current · ELEVATED CAUTION
Realised volatility
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Trend vs 20d mean
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Classifier confidence
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Size multiplier
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TREND · LOW VOL
Directional, breadth healthy, VIX < 14. Full sizing.
RANGE · HIGH IV
Mean-reverting, IV-rich. Credit strategies preferred.
ELEVATED · CAUTION
current
VIX shock or session gap. 0.5× sizing default.
EVENT · WINDOW
Scheduled macro event in ±2h. No new exposure.
PANIC
Tail event. Kill-switch fires; exits only.
EXPIRY · NSE
Hour-to-expiry sizing, mandatory 14:00 cut.
EXPIRY · BSE
BSE expiry. Sensex contracts only.
NEWS · DRIVEN
Headline-driven volatility; classifier elevated.

Expiry day module · sizing & 2 PM exit

not an expiry day
Next expiry
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Hours to expiry
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Size multiplier
1.00×
Gamma scale
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ML risk engine · gap risk & stop-hit

model · —
Models training — the engine retrains walk-forward on the candle history. Check back shortly.

Kill switch · risk-gate audit

11 of 12 healthy
GateDescriptionThresholdValueState
Daily lossCurrent session realized + unrealized.−1.5% hard0.38%OK
SlippageAverage effective spread on today’s fills.0.25% / fill0.08%OK
VIXIndia VIX intraday change.Δ +15% intraday17.2↑WARN
Data feedFeed lag vs exchange clock.<500ms staleOKOK
Gap riskOvernight σ exposure vs ATR.1.5σ overnight0.4σOK
Broker APIp95 round-trip to broker.<500ms p9542msOK
DrawdownTrailing 20-day peak-to-trough.−5% trailing-20−1.8%OK
ML BrierML stop-prob calibration on last 100 trades.0.30 alarm0.21OK
Edge decay30-day rolling profit factor by strategy.PF < 1.1StableOK
MarginSPAN + exposure utilisation.>85%68%OK
ReconBroker positions vs internal book.Any diffGreenOK
AlertsL1 risk alerts requiring ack.>3 unack 5m0 unackOK