Add an event-risk override field
Write a yes/no field for known event risk, liquidity disruption or abnormal gap behaviour. If it is “yes,” the worksheet requires a manual review rather than accepting the historical-volatility size automatically.
This is not a loophole to increase size. The override exists because the model may be underestimating risk.
Completion check
Choose one historical period where volatility changed sharply. Freeze the information available before the change, calculate the size from the old ATR, then reveal the new regime. Record how much the original model would have understated movement and what control would have limited the exposure.
*Cryptocurrency and virtual asset transactions are highly volatile and irreversible, may result in significant losses, and do not guarantee returns; customers should trade only after understanding the risks involved.
