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The daily loss limit: why circuit breakers beat willpower

16 September 2026 · AlgoRishi

Every trader who has blown up an account can tell you the exact moment it happened. It was never the first loss. It was the third, or the fifth — the one taken to make back the earlier ones.

A daily loss limit is a number you decide before the market opens, after which you stop for the day. No exceptions, no "just one more". This article explains how that number works in SENSEX weekly options, and why writing it into a rule beats promising yourself you will be disciplined.

20SENSEX option lot size
100strike step (points)
Thursdayweekly expiry
91-93%of F&O traders lose money (SEBI)

The mechanics, in rupees

SENSEX weekly options trade on BSE. One lot is 20 quantity, strikes are spaced 100 points apart, and the weekly contract expires on Thursday.

Suppose SENSEX is at 74,500 and the 74,500 call is quoted at ₹400. One lot costs 20 × ₹400 = ₹8,000. If that option falls to ₹350, you are down 50 points, which is 20 × 50 = ₹1,000 on one lot.

The arithmetic is simple and unforgiving. Every one-point move in the option price is ₹20 per lot in your account. Trade four lots and it is ₹80 per point. Trade ten lots and a 40-point wobble — perfectly normal inside five minutes on expiry week — is ₹8,000.

Before you size a trade, convert points into rupees out loud. "This stop is 22 points" means nothing. "This stop is ₹8,800 on five lots" means something.

Why willpower is the wrong tool

Willpower works fine at 09:15 when you are calm and nothing has happened yet. It works badly at 13:30 when you are down ₹40,000 and the market is finally moving your way.

This is not a character flaw. It is how the brain handles loss. Once you are behind, a normal-sized trade feels pointless and a double-sized trade feels reasonable, because only the big one gets you back to flat today. The desire to end the day even is stronger than the desire to end the year profitable.

Think of an auto-rickshaw driver who has decided he will drive until he earns ₹1,500. On a bad day he is still out at 11 PM, tired, taking risks on empty roads for the last ₹200. On a good day he goes home at 4 PM. His rule has him working hardest exactly when he is least fit to work. A time limit would have protected him; an earnings target did not.

A daily loss limit is the time limit. It is a rule that does not care how you feel when it triggers.

What a circuit breaker actually looks like

Same bad day, two rulebooks daily loss limit stop trading here "one more trade" open close
The first half of the day is identical in both lines. The difference is entirely in what happens after the limit is reached.

Notice what the picture does not claim. The circuit breaker did not turn a losing day into a winning day. It turned a bad day into a survivable one. That is the whole job.

Setting the number

The limit is usually expressed as a percentage of trading capital, and it has to survive the ugly arithmetic of drawdowns. Losing 20% means needing 25% to get back to flat. Losing 50% means needing 100%.

A commonly used structure looks like this:

The relationship matters more than the exact numbers. If your daily limit is ten times your per-trade stop, you can lose ten trades before it ever triggers — by then the damage is done and the rule was decorative.

A loss limit you can hit only after a catastrophic day is not a loss limit. It is a record of the catastrophe.

Making it real

A rule you enforce yourself is a suggestion. The ones that hold are the ones with a mechanism:

The honest limitation

A daily loss limit does not make a losing strategy profitable. If your entries have no edge, the circuit breaker only slows the rate at which capital disappears.

What it does is keep the account alive long enough for you to find out whether there is an edge at all. Most traders never get that far, because a single uncapped day ends the experiment before the data arrives.

This is educational content about how loss limits work. It is not advice to trade, and nothing here predicts what any market will do.

Disclosure: AlgoRishi publishes signal tracking on real market prices using virtual capital, for information and education only. Nothing here is investment advice or a recommendation to trade. Futures & options trading involves substantial risk of loss. Past performance is not indicative of future results. AlgoRishi is not a SEBI-registered investment adviser or research analyst.