structural-trading-gate

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