MEASURED · NOT THEORY
Why your stop loss keeps getting hit
Almost every article on this question offers advice with no numbers behind it. This one answers with the record from our own forward-tracked signals — every one logged in advance, win or lose.
Across 579 forward-tracked signals on 222 coins, the median move against the position was 0.8× the coin's ATR and the 90th percentile was 1.97×. A stop at 1× ATR was reached 42% of the time. At 2× ATR, 9%.
So the common answer — you are being hunted — is usually the wrong one. The ordinary explanation fits better: the stop was inside the coin's normal daily range.
2026-05-27 → 2026-08-01 · every signal logged before the outcome was known · see the full ledger
How often each stop distance was actually hit
| Stop distance | Times it was reached | Survived |
|---|---|---|
| 1× ATR | 42% | 58.0% |
| 1.5× ATR | 34.5% | 65.5% |
| 2× ATR | 9% | 91.0% |
| 2.5× ATR | 5.7% | 94.3% |
| 3× ATR | 4.5% | 95.5% |
| 3.5× ATR | 3.6% | 96.4% |
The steep drop between 1.5× and 2× is the whole story: 90% of adverse moves in this sample stopped short of 1.97× ATR, so a stop just beyond that survives most ordinary noise. Sample of 579 resolved signals — these are setups our engine flagged, not all trades everywhere, so treat them as indicative rather than universal.
Check your own stop
Enter the stop distance you were using. We compare it to that coin's live ATR and to the base rates above.
A 2.0% stop on Bitcoin is closer than one average day's range (2.66%). Being taken out by ordinary movement is the expected outcome here, with no targeting required.
Base rates come from resolved signals our engine flagged, matched to the nearest measured ATR multiple — we do not interpolate figures we did not measure. Historical, not predictive.
The three real reasons
1. The stop was inside the noise. Every coin has a range it covers on an ordinary day without anything meaningful happening. Place a stop inside that and it gets reached by the market simply breathing. This is by far the most common cause, and it is entirely within your control.
2. The stop was where everyone else's was. Round numbers, the low of the day, just under an obvious support — these cluster orders, and clustered orders attract price. This is the real version of “stop hunting”: not someone targeting you, but liquidity being where it always is. Our Trap Score measures how strong that footprint currently looks per coin.
3. The position was too big, so the stop had to be too tight. If you size first and place the stop second, the stop ends up wherever the loss becomes tolerable — which has nothing to do with where the idea is actually wrong. Reverse it: choose the stop from the coin's volatility, then let it determine the size. Our position size calculator does exactly that.
Nothing here is financial advice, and no stop distance prevents losses. Wider stops survive more noise but lose more per unit when they are reached; in fast markets a stop may fill well beyond its price.
Common questions
Why does my stop loss always get hit right before the move?
Usually because the stop sits inside the coin's ordinary daily range. Across 579 forward-tracked signals on 222 coins, the median adverse move before resolution was 0.8× the coin's ATR, and the 90th percentile was 1.97×. A stop placed at 1× ATR was reached 42% of the time; at 2× ATR, 9%. If your stop is closer than the coin's normal noise, being hit is the expected outcome rather than evidence of targeting.
Is stop hunting real?
Liquidity does cluster at obvious levels — round numbers, recent swing highs and lows — and price does get drawn toward it. That is real and measurable; it is what our Trap Score tracks. But it is a much smaller share of stop-outs than traders assume. Before concluding you were hunted, check whether the stop was inside one ATR of entry, because that alone explains most of it.
How far should my stop loss be in crypto?
Far enough to sit outside the coin’s normal range, which differs per coin. A percentage that is generous on Bitcoin can be very tight on a small-cap. Expressing the stop as a multiple of that coin’s ATR adapts automatically. Wider stops survive more noise but require smaller positions for the same risk — that trade-off is the real decision, and no distance eliminates losses.
Does a wider stop mean I lose more?
Not if you size for it. Risk is stop distance × position size. Doubling the stop distance and halving the position risks the same money while surviving far more noise. This is why position size should be derived from the stop rather than chosen first.