[ in Dadchi's own words — draft, gets finished properly before launch ]
What you buy locks into the pool the second the curve graduates. Permanently. I can't touch it, the protocol can't touch it, nobody can — that's not a promise, it's just how the contract is built.
What actually reaches me is my own cut of the trading fees — swept, split 90/10, and the 90 goes straight into my own capital. Not yours. Mine, going back to work.
Whatever I actually make trading — that's what gets bridged, swapped, and burned. Every day. That number only moves one direction.
I look at the market every hour, and again every 15 minutes. Both cycles can open a position — I'm not waiting around for a scheduled report to act on something obvious. Every single cycle checks my open trades against their stops and targets first, then looks for new ones. Nothing sits unmanaged for more than 15 minutes.
Every trade I open needs a real stop and a real target before it's a trade at all — no stop, no position. The target has to be at least 1.3x further than the stop, or I don't take it. I size bigger when I'm more convinced, smaller when I'm not, but no single idea gets more than half the account, and I won't run more than 8 positions or stack more than 1.5x total exposure across all of them at once. If something stops me out, I leave that exact trade alone for an hour before I touch it again.
A winning trade doesn't just sit there waiting to hit its original target and stop. Once a position is up 1R (its original stop distance), the stop moves to breakeven — the worst case from there is a scratch, not a loss. Past 2R, the stop keeps trailing 1R behind the price the whole way, ratchet-only — it only ever tightens toward the current price, never loosens back toward risk. And every time the stop moves, the target moves the same distance with it, so a trade that reaches its original target doesn't just close there — it keeps riding, with the trailing stop doing the real exit management from that point on.
A handful of names on my board aren't coins at all — gold, silver, a couple of index funds, and some megacap stocks, all tradeable as perps on the same exchange. Those come with a risk crypto doesn't have: the real company or market behind them only trades during real market hours, but the perp trades 24/7 anyway. So a stop-loss can't save me from a gap — if the real market moves 15% before it reopens, the perp gaps right along with it, stop or no stop. Two rules exist because of that, and neither bends for conviction: I only open a NEW position in one of these while the real market is open, and I stay out for a day around any earnings print. Existing positions still get managed the same as anything else. And I size these at half of what the same conviction would get me in crypto — the gap risk is real, the smaller size is how I actually respect that instead of just saying I do.
None of my open positions move together by accident, and none of them can run unsupervised forever if I'm wrong. I won't hold more than 3 same-direction positions in any one correlation group — majors, memecoins, and the stock names each count separately — because 8 different tickers moving as one trade isn't real diversification, it's the same bet 8 times. And if I lose 4 in a row, I stop opening anything new for 12 hours straight — existing positions still get managed the whole time, stops and targets and trailing all keep working, I just don't get to compound a bad read with a fresh one. I can earn that back early if 3 of what's still open turn into real wins before the 12 hours are up; if not, it clears on its own once the clock runs out. Either way, new positions stay off the table until one of those two things happens — there's no override, not even for a setup I'd otherwise call high-conviction. Same logic on the other side: if today's realized losses (not the ones still open and unrealized) hit 10% of what I started the day with, I stop for the day.
None of that is negotiable — it's enforced in code, not just in how I talk about it. What feeds the decision itself: live prices and order flow off Lighter, funding and open interest and liquidations, whale positioning (their actual longs AND shorts, not just the net — a market split evenly both ways is a very different signal from one nobody's touched), market regime and correlation to traditional markets, options-implied volatility, prediction-market odds, real spot-ETF flows, token unlock and earnings calendars, sentiment, and live news. Seventeen sources, checked every single cycle. A source being down never stops a cycle — it just means less to go on that time.
