Quantum alpha
Base
0.42 gwei · $1.2
0x7a3f...e29c
Trade / Risk control Liquidation monitor Stop-loss rules Position limits Audit log
Risk / Control room Streaming · checks every 15s

Risk control.

A portfolio is only as healthy as the worst scenario it survives. Real-time exposure, stress tests and limit enforcement across every strategy you run.

Overall risk score
Healthy
no limit breaches · last 7d
82
/ 100
VaR 95% · 1d
$8,412
2.96% of book within limit
Expected shortfall
$14,902
CVaR 97.5% · 1d horizon
Beta to ETH
0.78 90d rolling
−0.04 vs last week
0.0market1.0
Max concentration
68.4%
ETH overweight
Exposure breakdown
Where the $284,329 book actually lives, sliced four ways.
Notional Delta Risk-weighted
By asset total $284,329
ETH 42% WBTC 18% USDC 14% stETH 10% ARB SOL cbBTC other
By strategy 7 active
Mean Reversion v2 Funding arb TWAP fill Grid · ETH/BTC LP rebal. DCA idle
By venue 5 venues
Uniswap v4 Hyperliquid (perp) CoW solver Curve Balancer 1inch
By chain 4 chains
Base Arbitrum Mainnet Solana
Net delta
+0.72 ETH-eq
long-biased
Gross / net
1.84×
leverage healthy
Largest single
$118,420 · ETH
41.6% of book
Scenario stress test monte carlo · 10k draws
If tomorrow goes wrong
ETH −30% −$28,940
ETH −10% −$8,180
ETH +10% +$7,420
ETH +30% +$22,108
BTC −30% −$9,640
Stable depeg event −$4,180
USDC depeg −5% −$1,990
Black swan ρ=1 −$54,810
Correlation matrix
90-day rolling, daily returns. Top 10 holdings.
+1.0 0 −1.0
ETH
WBTC
stETH
USDC
ARB
SOL
cbBTC
LINK
OP
PEPE
ETH
1.00
.84
.97
.02
.71
.62
.83
.65
.70
.48
WBTC
.84
1.00
.82
.01
.61
.58
.96
.57
.60
.42
stETH
.97
.82
1.00
.03
.69
.60
.81
.64
.68
.45
USDC
.02
.01
.03
1.00
.04
−.02
.01
.00
.02
−.01
ARB
.71
.61
.69
.04
1.00
.66
.60
.64
.82
.52
SOL
.62
.58
.60
−.02
.66
1.00
.57
.65
.64
.55
cbBTC
.83
.96
.81
.01
.60
.57
1.00
.56
.59
.41
LINK
.65
.57
.64
.00
.64
.65
.56
1.00
.63
.51
OP
.70
.60
.68
.02
.82
.64
.59
.63
1.00
.54
PEPE
.48
.42
.45
−.01
.52
.55
.41
.51
.54
1.00
Cluster:  ETH / stETH / WBTC / cbBTC move as one (ρ > 0.8). Treat as a single risk factor when sizing.
Active warnings 2 warnings · 1 info
All Active Resolved (8)
ETH exposure 68% of book warning

Single-asset cap is 70%. If ETH moves −10%, expected book impact is −$8,180. Consider trimming on the next rebalance or hedging via perps.

first triggered 4h 12m ago · source: Mean Reversion v2
Mean Reversion v2 — max DD approaching limit warning

7-day drawdown is −5.2%, limit set at −6%. Two more losing trades and the strategy auto-pauses.

first triggered 1h 04m ago · 14 trades in window · win rate 42%
All other systems nominal info

Solver routes healthy across 5 venues, oracle drift <0.02%, no failed transactions in last 24h, all limits in green zone.

refreshed 12s ago