CubeQuants Abyss v6.9.0 ETHUSDT trading pair Risk notice for the negative extreme systemic quantitative control model
"If we fall into the Abyss, then we fight emotion with rules"
🎯 In plain terms: "Under extreme conditions, how far can a negative position hold under negative-position control, and under what conditions does it die".
💡 Negative-position control risk notice: The "cumulative unrealized loss" in each row = the unrealized loss calculated at that phase's trigger price when the last order of that phase has been filled (i.e. the actual loss at that moment). At most it can withstand a straight-line decline of 774U (at which point there is still 12.73% left before the liquidation line), which is a very safe position in ETHUSDT futures trading. Note: this is an extreme-data simulation test, with the positive position at 0 profit and no rebound during the decline, but then again, if you insist on arguing with me about a straight-line crash of 930U (774+156), then forget I said anything. This reveals the basic prototype of CubeQuants negative risk control (the actual model has roughly three or four more dimensions of influence plus AI decisions, with a decision influence rate of about 20-30%, which is confidential and cannot be disclosed).
| Phase | Orders at end | Current price | Cumulative decline (from 2000) |
Liquidation price (3× leverage) |
Safety distance trigger price→liquidation price |
Cumulative investment | Cumulative quantity | Phase average price | Cumulative unrealized loss (calculated at trigger price) |
Status |
|---|---|---|---|---|---|---|---|---|---|---|
| Initial phase | Order 8 | 2000.00 | 0% | −3000.00 | ∞ | 800 | 0.40000 | 2000.00 | 0.00 | ✅ Safe |
| Phase 1 | Order 10 | 1933.33 | 3.33% | −1984.30 | ∞ | 1000 | 0.50327 | 1987.33 | 26.69 | ✅ Safe |
| Phase 2 | Order 15 | 1828.59 | 8.57% | −725.83 | ∞ | 1500 | 0.77397 | 1940.69 | 84.70 | ✅ Safe |
| Phase 3 | Order 21 | 1710.63 | 14.47% | −53.88 | ∞ | 2100 | 1.11989 | 1882.08 | 184.52 | ✅ Safe |
| Phase 4 | Order 30 | 1567.29 | 21.64% | 437.79 | 1129.50 | 3000 | 1.68150 | 1799.53 | 364.63 | ⚠️ Caution |
| Phase 5 | Order 42 | 1409.13 | 29.54% | 778.98 | 630.15 | 4200 | 2.50835 | 1702.31 | 665.75 | ⚠️ Caution |
| Phase 6 | Order 60 | 1226.17 | 38.69% | 1070.12 | 156.05 | 6000 | 3.91558 | 1580.84 | 1197.65 | 🔴 High risk |
| Death phase | Full 60 orders | 1070.12 | 46.49% | 1070.12 | 0 | 6000 | 3.91558 | 1580.84 | 2000.00 | 🔴 Death |
⚔️ Strategy comparison · CubeQuants Abyss vs Martingale
Fundamentally different
| Comparison dimension | ♠️ Martingale strategy | 🪤 CubeQuants Abyss strategy |
|---|---|---|
| Position-adding amount | ✖ Multiplicative increase: 1, 2, 4, 8, 16… doubling every time | ✔ Fixed equal amount: 100U per order, never increases |
| Position-adding spacing | ✖ Fixed spacing: add a position every fixed number of points dropped | ✔ Dynamic expansion: 60→120→180→***→***→***, the deeper it falls the wider the spacing |
| Core purpose | ✖ Cover all losses with one large order; a tiny rebound breaks even | ✔ Distribute evenly to average down cost and withstand larger negative swings |
| Break-even logic | ✖ Break even as soon as price rebounds to the last entry price (triggered very easily) | ✔ Take profit and reduce positions at low rebounds (continuously trade small losses for a lower average entry price) |
| Liquidation risk | ✖ Extremely high; after a few rounds the single order is huge, and one move without a rebound liquidates you | ✔ Relatively controllable; every order is fixed and orders stay dispersed without over-concentration at high levels |
| Capital consumption | ✖ Exponential growth; after 10 rounds you need 1024× the initial capital | ✔ Linear growth; 60 orders = 6000U, fully predictable |
| Applicable scenarios | ✖ Ranging markets (price oscillating back and forth) | ✔ Compatible with ranging and extreme market conditions (decline <=774) |
📐 Appendix · CubeQuants system architecture
Full model composition
🪤 CubeQuants Abyss
Negative control · Disclosed
Core positioningDefense · Accumulation · Extreme resistance
Position-adding methodFixed equal amount (100U per order)
Position-adding spacingDynamic expansion: 60→120→180→***→***→***
Decline tolerance38.69%~46.49% (2000 → 1226.17 → 1070.12)
Liquidation price1070.12
✅ The basic model is disclosed in this document. It provides negative position management with steps to retreat along and a floor to defend amid panic, spreads cost evenly, and withstands larger fluctuations.
🌅 CubeQuants Daybreak
Positive harvesting · To be disclosed
Core positioningOffense · Harvesting · Catching reversals
Trigger logicAfter the Abyss, the hour of daybreak
Harvesting methodTake profit and reduce positions at low rebounds
Relation to the AbyssOffense-defense alliance · Causal linkage
🔜 To be disclosed Dynamic harvesting is applied to positive positions, locking in rebound profits by rules at the end of every panic. The Abyss accumulates strength, Daybreak harvests, forming a closed loop.
⏳ Full parameters for CubeQuants Daybreak & CubeQuants Pivot will be disclosed in upcoming versions. Stay tuned.