Chandelier Exit

A mapped reference for chandelier exit — how it runs, how to configure it, and where it runs aground under load.

Mechanics

chandelier exit works as a staged transformation — ingest, measure, decide, route. Each stage carries its own failure surface.

Waypoints (Configuration)

Configuring chandelier exit comes down to a short list of parameters. Vendor defaults fit demonstrations; live deployment deserves its own pass.

Wreck Record (Failure Modes)

Recorded failures for chandelier exit include regime changes, missed heartbeats, and positions that could not be exited cleanly.

Navigation Checks (Evaluation)

Evaluate chandelier exit on measured outcomes — return distribution, drawdown depth, operational burden — never on one lucky stretch.

Configuration Reference

# Chandelier Exit tested configuration
mode: production
timeframe: auto
risk_limits:
  max_drawdown: 15 percent
  max_position: 3 percent
monitoring:
  alert_threshold: 0.5
  report_interval: hourly

Parameter Impact