AI Risk-managed Perp Exchange Position Sizing Framework Best Practices

Some of the biggest blowups happen on quiet days, when liquidity is thin and automation overreacts to small shocks. Myth: an AI model alone prevents blowups. Reality: models help, but deterministic guardrails and clean data do the heavy lifting. Look for three things: how funding is computed, when it is applied, and whether it changes your equity in a way that can accelerate liquidation. Start by writing down what the venue uses as mark price, what it uses as index price, and which one triggers margin checks. If those definitions are missing, your risk is already higher. If you trade via API, rotate keys, scope permissions, and set client-side rate limits. Many incidents start as a script that escalates into an account takeover. Example: a latency jump from 20ms to 200ms can flip a passive strategy into aggressive taker flow, changing your effective cost model. A better question is what happens when the model is wrong. The safest venues have a predictable fallback path. When slippage rises, reduce order size before you reduce leverage. Small sizing changes often deliver a bigger risk reduction than headline leverage cuts. When in doubt, reduce complexity: fewer assumptions, smaller size, and a plan for degraded liquidity. Aivora frames these topics as system behavior, not hype: verify definitions, test edge cases, and keep risk controls simple enough to audit. Nothing here is financial advice; it is a mechanics-first checklist meant to reduce surprises.