Are the stops too tight, and what if there were none?
11 November 2026 · a study on MonsterDesk's own paper account and its own tests
- Question
- Asked after the desk lost about $1,100 in one day: would the agents do better with their stops further away, or with no stop order at all?
- What we did
- Replayed 14 agents' current rules on three months of prices they had never learnt from, seven ways: as they trade now, with the stop 1.5, 2 and 3 times further away, with no stop, and with a wider stop on a smaller position.
- What it showed
- No stop was the worst choice: the lowest score, and a worst single loss of $2,342 against $921 with stops. Stops twice as far away did a little better than today's (+0.53% against +0.09% on average), but that is a small edge on three months. Six agents had settled on the tightest stop the learning allowed. And the day's loss was not about stop distance: one small-coin trade filled 2% above its decision price and its stop filled 2% below the stop.
- What changed
- The learning now chooses stops from a wider range and can no longer pick the tightest setting. A coin outside the three largest may be at most 2% of the account. Stops stay.
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