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Liquidation cascade

A self-reinforcing chain where forced closings push price further, triggering more forced closings, producing far larger moves than the original news.

Leverage clusters at round numbers and obvious technical levels, so the first wave of liquidations sells into thinning bids, which reaches the next cluster, which sells again. Depth disappears as makers pull, which is why the last leg of a cascade is the fastest.

Cascades are visible after the fact in liquidation data, where hundreds of millions can be forced out in minutes. The structural preconditions are readable in advance: elevated open-interest, persistently high funding-rate, and a market where positioning is one-sided.

Practical implications: stops placed at obvious levels are inside the cluster, exchanges may lag or restrict access during the event, and on-chain the same dynamic runs through on-chain-liquidation while gas spikes. Position sizing that survives a 30% wick is the only defence that works without requiring you to be awake.

Related: on-chain-liquidation, liquidation, funding-rate, auto-deleveraging

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

How a position size is worked outAccount size, risk per trade and stop distance feed into one box giving the number of shares.ACCOUNT SIZE$25,000your capitalRISK PER TRADE1%of the accountSTOP DISTANCE$0.50entry to stopPOSITION SIZE500 sharesrisk budget: $25,000 × 1% = $250position size: $250 ÷ $0.50 = 500 shares
Working out a position size. Three numbers decide how big a trade is: the account, the share of it put at risk, and the distance from entry to stop. One percent of $25,000 is a $250 budget, and a $0.50 stop divides into that 500 times.

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