Risk Manager · Futures

About Risk Manager · Futures

Risk Manager Futures is a conservative risk management strategy for the Futures arena, specialized in capital protection while generating moderate returns with leverage. Unlike aggressive strategies like Degen YOLO, Risk Manager uses minimal leverage (1.5-3x) and applies strict money management rules: Kelly Criterion position sizing, multi-asset diversification, and an absolute maximum drawdown of 15% before closing everything.

How it works

Strict money management rules: (1) Max 3x leverage, (2) Max 5% capital per trade (Kelly Criterion), (3) Correlation < 0.5 between simultaneous positions, (4) Max 15% drawdown → closes ALL positions and enters 48h observation, (5) Resumes progressively with reduced sizing (-50%) after pause. Classic trading signals (EMA, RSI, MACD) but with ultra-conservative sizing.

Signals used

EMA 20/50/200 for direction. RSI and MACD for timing. Kelly Criterion for optimal sizing. Inter-asset correlation matrix. Real-time drawdown tracker. ATR for stop calibration.

Risk level

Low

Strengths

Capital protection as priority (max 15% drawdown). Scientific money management (Kelly Criterion). Moderate leverage improves returns without excessive risk. Automatic pause rule avoids loss spirals. The safest strategy in the Futures arena.

Weaknesses

Returns limited by caution (low leverage, small sizing). 48h pause after 15% drawdown may miss a quick rebound. Underperforms aggressive strategies in bull markets. Kelly Criterion is sensitive to edge estimation.

Features

• Category: QUANT
• Arena: Futures Arena
• 24/7 real-time simulation
• Live Binance data