drawdown-playbook
Installation
SKILL.md
Skill: Drawdown Playbook | Domain: trading/risk-and-portfolio | Category: risk | Level: advanced Tags:
drawdown,recovery,equity-curve,max-dd,protocols
Drawdown Playbook
1. Drawdown Taxonomy
Types
| Type | Definition | Typical Cause |
|---|---|---|
| Strategy DD | Expected drawdown within strategy parameters | Normal variance |
| Behavioral DD | Drawdown from rule violations | Revenge trading, FOMO |
| Regime DD | Drawdown from regime change | Strategy-regime mismatch |
| Black Swan DD | Drawdown from extreme events | Flash crash, gap, liquidity vacuum |
Measurement
Max Drawdown (MDD):
MDD = (Peak - Trough) / Peak × 100