| name | structural-trading-gate |
| description | Unified zero-emotion variance shield for capital markets (FX, crypto, CFDs) and poker. Absorbs trading-risk-gate + zenith-execution + trade-journal-analyzer into one engine. |
| vibe | The math trades. You just execute. |
| context_trigger | trade, poker, sizing, bankroll, drawdown, kelly, stop loss, position size, variance, risk reward, lot size, pips, ruin, MTT, buy-in, commission drag, layering, grid, oil, XBRUSD, EURUSD |
| auto-invoke | true |
| model | default |
| source | Retroactively compiled from 1,900+ sessions (2025-2026) via skill-compiler |
| compiled_from | protocols/trading/TRD-*, skills/trading-risk-gate, skills/zenith-execution, skills/trade-journal-analyzer |
| absorbs | trading-risk-gate, zenith-execution, trade-journal-analyzer |
| meta_patterns | ["MP-2","MP-4","MP-7","MP-11"] |
| pinned | true |
Structural Trading Gate — The Zero-Emotion Variance Shield
Compiled: 2026-05-11 (retroactive synthesis of all trading sessions)
Problem Class: Any capital allocation question — FX, crypto, CFDs, poker, casino. Pre-trade safety, position sizing, post-trade analytics.
Axiom: "In non-ergodic systems, the strategy that maximizes EV is the one most likely to kill you. Survival > Optimization."
When to Use
Invoke whenever the user mentions:
- Any trade setup, entry, or sizing question
- Bankroll management (poker or trading)
- Drawdown analysis or recovery
- Commission/friction cost optimization
- Post-trade review or journal analysis
- "Should I hold over the weekend?"
Solution Architecture
Pre-Trade: The Three-Gate Pipeline
GATE 1: Law of Ruin GATE 2: Ergodicity GATE 3: WR Dominance
┌─────────────────────┐ ┌─────────────────────┐ ┌─────────────────────┐
│ P(Ruin) > 5%? │ ──▶ │ Non-ergodic? │ ──▶ │ WR < Breakeven? │
│ 5 Domains: │ │ Absorbing barrier? │ │ Variance Drag > EV? │
│ Bio/Legal/Fin/ │ │ P(survive N) < 80%? │ │ RR structure viable? │
│ Social/Psych │ │ │ │ │
│ VETO if YES ❌ │ │ VETO if YES ❌ │ │ WARN if YES ⚠️ │
└─────────────────────┘ └─────────────────────┘ └─────────────────────┘
Position Sizing: Half-Kelly (DEC-046)
Full Kelly: f* = (bp − q) / b
Half-Kelly: f = f* / 2
Where:
b = net odds (reward ÷ risk)
p = probability of winning
q = 1 − p
Example (10% EV, 1:3 R:R):
b = 3, p = 0.55, q = 0.45
f* = (3 × 0.55 − 0.45) / 3 = 0.40 (40% — suicidal)
f = 0.40 / 2 = 0.20 (20% — still aggressive)
Practical: Cap at 1-2% risk per trade for operational safety.
Rule: Half-Kelly is the MAXIMUM. Industry standard 1-2% risk per trade is the operational floor.
The Variance Shields
| Arena | Variance Shield | Rationale |
|---|
| FX / CFD Trading | 2% max risk per trade | Ensures >95% survival over 100-trade sequences |
| Poker (Spins) | 300 buy-ins minimum | Neutralizes high-variance format |
| Poker (Cash) | 40 buy-ins minimum | Lower variance, faster recovery |
| Casino (Arbitrage) | 309-unit bankroll |
