Risk Disclosure Statement

Automated algorithmic trading involves software logic rules that trigger market or limit orders in response to incoming price ticks without continuous manual human approval. You must recognize and accept that:

• Software & Execution Errors: Unanticipated programming logic loops, formula errors in indicator parameters, or rapid tick oscillations can trigger unintended high-volume order dispatches.
• Execution Speed & Market Disconnect: In fast-moving or distressed markets, algorithms can execute thousands of dollars in trades within milliseconds before a user has time to manually engage a kill-switch.
• Hardware & Network Outages: Cloud container runners, ISP connections, and broker server gateways may experience downtime, dropped TCP packets, or socket disconnects, preventing stop-loss or take-profit orders from reaching the exchange order book.

There is no guarantee that an order dispatched by QuantFlow will execute at or near the target price displayed on your screen or generated by your strategy node.

During earnings announcements, macroeconomic data releases (e.g. CPI, Non-Farm Payrolls, FOMC meetings), and pre/after-market trading hours, bid-ask spreads can widen by 200% to 1000%, resulting in severe negative slippage. Standard stop-loss orders convert into market orders upon trigger; in market gaps or limit-down trading halts, your order will fill at the prevailing market price, which may be drastically lower than your stop price.

QuantFlow strongly recommends enabling the platform's integrated automated slippage caps and daily loss circuit breakers to mitigate catastrophic gap risk.

QuantFlow provides quantitative tools including factor screeners (Sharpe, Sortino, Alpha, Beta) and a Hybrid ML + Student-t Markov Price Projection engine. You explicitly acknowledge that:

• Probabilistic Hypothesis Only: The Student-t Markov model calculates probabilistic price paths based on historical transition matrices and degrees-of-freedom kurtosis estimates. It does NOT predict future price movements with certainty.
• Regime Shifts & Structural Breaks: Financial markets do not behave according to stationary statistical laws. Macroeconomic shifts, war, regulatory crackdowns, black swan events, or sudden liquidity shocks invalidate statistical models instantaneously.
• No Guaranteed Alpha: Past calculated alpha, historical factor performance, or walk-forward metrics offer zero assurance of future profitability.

Because QuantFlow is a Zero-Custody software provider, all orders execute through third-party broker-dealer APIs (such as Interactive Brokers, Alpaca Securities, Charles Schwab, Tradier, TradeStation). You acknowledge that:

• QuantFlow has no control over broker API rate throttling, order rejection filters, order routing policies (Payment for Order Flow / PFOF), or broker downtime during scheduled exchange maintenance.
• If your broker suspends your trading account or terminates their developer API keys, QuantFlow workflows cannot transmit orders and cannot be held liable for resulting open position exposure.
• You remain solely responsible for paying all commissions, regulatory transaction fees (SEC, FINRA, exchange fees), borrowing interest, and clearing fees charged by your broker.

Strategies deployed on margin accounts amplify both potential gains and potential losses. If your portfolio equity falls below regulatory minimum maintenance margin thresholds, your broker-dealer has the legal right to immediately sell any or all of your securities positions without prior notice, you are not entitled to choose which securities are liquidated, and you remain fully legally liable for any debit balance remaining in your account after forced liquidation.