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Anchor is a systematic trade-management and capital-protection architecture designed to manage positions after capital has been deployed.
Rather than predicting markets or generating entry signals, Anchor focuses on disciplined position protection, adaptive profit retention, and transparent execution.
Protection — Initial Risk Control
Following a confirmed position, Anchor establishes an initial protective stop at Δ% below the actual average entry price.
Initial Stop = Entry Price × Δ
Transition — Profit Activation
Once the position moves into profit, Anchor transitions from loss protection to profit protection. The transition is rule-based and independent of discretionary prediction.
Trail — Dynamic Protection
Anchor tracks the highest eligible market price and maintains protection at a fixed Δ% distance. Protection can increase as the position appreciates, but cannot move backward.
Trailing Stop = Highest Price × Δ
Execution — Automated Lifecycle Management
Each position is managed independently, with support for order reconciliation, duplicate protection, partial fills, reconnection, and recovery.
Research Framework
Research will evaluate fixed and adaptive protection across volatility regimes, liquidity conditions, holding periods, drawdowns, transaction costs, and portfolio characteristics.
Key measures include expectancy, maximum drawdown, profit factor, risk-adjusted return, peak-to-exit giveback, and capital capture efficiency.
Quadleaf Integration
Quadleaf determines whether capital should be deployed. Anchor manages that capital after deployment.
Core Principle
Anchor does not attempt to predict the next market movement. It establishes predefined rules for limiting downside, protecting gains, and managing the lifecycle of deployed capital.