← Back to blog

Protecting your strategies in volatile markets

March 22, 2026 · Eppo
strategyriskeducation

Markets crash. Your settings decide what happens next.

When prices fall 40% in a week, the worst thing you can do is improvise. Aurono won’t — it follows the rules you set. But those rules need to be calibrated for turbulence before the storm hits.

This guide walks through every setting that protects your capital, controls your exposure, and positions you for recovery.

The two sides of a crash

A crash is simultaneously the most dangerous and most rewarding moment for a rule-based strategy.

The danger: prices drop fast, buy signals fire repeatedly, and you burn through all your capital buying into a falling knife — only to watch it drop another 40%.

The opportunity: if you still have capital when the dust settles, those deep-discount buys become your most profitable positions when the market recovers.

The goal isn’t to stop buying during a crash. It’s to buy deliberately — at the right pace, with enough in reserve, and without ever being forced to sell at a loss.

Buy trigger: your patience setting

The buy trigger defines how far the price must drop before Aurono buys. A 3% trigger means: “only buy when the market drops at least 3% in one period.”

In calm markets, 2-3% catches normal dips. But in a crash, 2-3% drops happen every candle, so your strategy fires on every evaluation and spends capital fast.

A higher trigger means bigger patience. 5-8% means you only buy on meaningful drops — real fear, not noise. You buy less often, but at better prices.

Market conditionSuggested range
Stable, low volatility2-3%
Normal volatility3-5%
High volatility / uncertain5-8%
Crash / extreme fear8-15%

Buy amount: how many chips you have

The buy amount is how much Aurono spends per order. Combined with your capital, it determines how many times you can buy before running out.

Think of your capital as a stack of chips — each buy spends one chip, and the buy amount controls the size.

  • €100 capital, €10 per buy = 10 buys
  • €100 capital, €5 per buy = 20 buys
  • €100 capital, €25 per buy = 4 buys

In a crash, you want more chips, not bigger ones. Smaller buy amounts let you keep buying as the price keeps falling, averaging your cost basis down with each purchase.

Before a crash, ask yourself: “What’s the worst drop I can imagine?” If you expect 40% downside and your trigger is 5%, that’s roughly 8 buy signals during the descent. Make sure your capital covers at least that many.

The ACB guard: never sell at a loss

This is Aurono’s most important protection. You don’t configure it — it’s always on.

Aurono will never sell if the current price is below your average cost basis (ACB).

Your ACB is the weighted average of all your buy prices. If you bought 10 units at €100 and 10 at €80, your ACB is €90. Aurono won’t sell until the price is back above €90.

During a crash, this means:

  • Buy signals fire (if you have capital and the trigger is met)
  • Sell signals get blocked (because the price is below your cost basis)
  • Your position grows, your ACB drops, and you’re set up for recovery

Aurono can’t panic-sell your position at the bottom. It literally can’t.

Cooldown: pacing your trades

The cooldown blocks the same trade type for N evaluation periods after it fires.

Without a cooldown, a 4h strategy with a 3% trigger in a 30% crash could buy every 4 hours for days. That might be fine in a shallow dip, but it’s devastating if the crash keeps going.

A cooldown of 3 periods on a 4h strategy means: “After buying, wait 12 hours before the next buy.” This spaces your purchases across the crash and saves capital for deeper discounts.

TimeframeCooldown: 1 periodCooldown: 3 periodsCooldown: 6 periods
1hWait 1 hourWait 3 hoursWait 6 hours
4hWait 4 hoursWait 12 hoursWait 1 day
1dWait 1 dayWait 3 daysWait 6 days

The reset cooldown on opposite trade toggle controls whether a sell resets the buy timer. During high volatility, keeping this on lets you harvest both directions. In a sustained crash, it makes no difference because sells won’t trigger anyway (ACB guard).

Minimum holdings: keep your core

The minimum position sets a floor on how many units you keep after a sell — Aurono blocks any sell that would drop below this number.

If you believe in the long-term value of an asset, set a minimum to keep your exposure. Even if sell triggers fire aggressively during a recovery rally, your core holding stays put.

Example: You hold 100 SOL with a minimum set to 50 units. Aurono can sell up to 50 through multiple orders, but the last 50 are untouchable. If the price goes to the moon, you’re still on the rocket.

Accumulation mode: buy only

Set the sell amount to €0, and Aurono only buys — never sells.

This is a powerful crash strategy:

  • Deploy fresh capital with a high trigger (8-10%)
  • Small buy amounts to spread purchases across the drop
  • Cooldown to pace your buying
  • When the market stabilizes, add sell parameters

You control when selling begins. Aurono won’t sell until you say so.

A crash-ready setup

Here’s an example for an asset you believe in long-term:

SettingValueWhy
AssetETH-EURYour chosen asset
Timeframe4hFrequent enough to catch opportunities, not so fast it overreacts
Buy trigger5%Only buys on meaningful drops
Buy amount€10Small chips — with €100 capital, that’s 10 buys
Sell trigger8%Waits for a strong recovery before selling
Sell amount€10Matches buy amount — each sell restores one buy’s worth of capital
Cooldown3 periods (12h)Spaces buys and sells by half a day
Min position50% of current holdingKeeps core exposure even during sell-offs

In a 40% crash

  1. Day 1: Price drops 5% — Aurono buys €10. Capital: €90 left.
  2. Day 1 (12h later): Another 6% drop — Aurono buys €10. Capital: €80.
  3. Day 2: 7% drop — Aurono buys €10. Capital: €70.
  4. Days 3-7: More buys fire as the crash continues, each at lower prices.
  5. Your ACB drops steadily with each purchase.

During recovery

  1. Price climbs above your (now much lower) ACB.
  2. Price rises 8% in one candle — sell trigger fires — Aurono sells €10 worth.
  3. That €10 flows back to capital, ready for the next buy signal.
  4. Minimum position prevents over-selling — your core holding stays.

What you did differently

  • Didn’t panic-sell at the bottom (ACB guard)
  • Didn’t blow all your capital on the first dip (cooldown)
  • Bought at progressively lower prices (trigger filtering)
  • Positioned for recovery with a low ACB and capital in reserve
  • Slept through most of it

Five built-in guards

Aurono has five safety mechanisms that work automatically, regardless of your settings:

  1. ACB Guard — Never sells below your cost basis. No forced losses.
  2. Capital Guard — Can’t buy what you can’t afford. When capital runs out, buys stop.
  3. Inventory Guard — Can’t sell what you don’t own. No short-selling.
  4. Minimum Position Guard — If set, your core holding is preserved.
  5. Cooldown Guard — If set, prevents rapid-fire trading.

Always on, always watching, and enforcing the boundaries you set when you were calm.

Set your rules now

The best time to configure crash protection is before the crash — when you’re thinking clearly, without a falling portfolio pressuring every decision.

Review your strategies. Ask:

  • Do I have enough capital for the buys I might need?
  • Is my trigger wide enough to filter noise?
  • Would a cooldown help me stay disciplined?
  • Do I want a minimum position to protect my core?

Set the rules. Trust them. Let Aurono handle the rest.


Want a reference for each setting? See the Buy trigger, Order sizing, and Sigma explained docs.

Continue to Part 2: timeframes, stacking, and stress-testing — how to run multiple strategies across timeframes and validate them against real crashes in Aurono Lab.