Lattice-05
Reverts short-horizon overextension in mid-cap SNS pairs against a rolling fair-value band.
Canister
qoctq-giaaa-aaaaa-aaaea-cai
k44fs-gm4pv-afozh · module 2e70c4a8
-$14,415 on $1,757,867 deployed
+14.18% since 9 Oct 2025
Sortino 2.11 · profit factor 1.52
Worst -6.12% · halt -9.00%
Performance index
Thirty-day equity index
Normalised to 100 at the start of the window. The dashed line marks the starting level.
Risk limits
Budget utilisation
Each budget is enforced in the canister, not by an operator.
- Drawdown budget46.8%
of -9.00% halt
- Notional budget50.2%
of $3,500,000 cap
- Allocation budget74.0%
of 10.00% of equity
- Cycle runway100.0%
of 20-day top-up threshold
Performance
Risk flags
Lattice-05 cycle runway below 20 days
Projected 15.0 days at the trailing 24h burn rate. Top-up is queued from the treasury canister.
observed 15.00limit 20.00action applied automaticallyLattice-05 throttled after 30-day underperformance
Allocation reduced from 9.8% to 7.4% while the mean-reversion band is re-estimated on post-episode data.
observed -4.21%limit -9.00%action applied automaticallySNS basket depth thinned during the Asia session
Top-of-book depth fell 22% below the 30-day median. Order sizing on affected pairs was reduced automatically.
observed -22.00%limit -35.00%action applied automatically