Is ADL More Common in High-Leverage or Low-Leverage Trading Environments?

ADL is significantly more common in high-leverage trading environments. High leverage leads to faster liquidations and a higher probability that the liquidation price will be worse than the bankruptcy price, resulting in deficits.

This, in turn, increases the strain on the insurance fund and the likelihood of the ADL system being triggered.

What Is ‘Auto-Deleveraging’ (ADL) and How Does the Insurance Fund Mitigate It?
How Does the ‘Insurance Fund’ on a Futures Exchange Relate to Liquidations?
How Does a Trader’s Position Size Influence Their ADL Ranking?
When Does ADL Occur in the Liquidation Process?
What Is the Relationship between ADL and Market Manipulation?
How Does ‘Margin’ Relate to the Risk Covered by the Insurance Fund?
What Is ‘Auto-Deleveraging’ (ADL) and How Does It Protect a Perpetual Swap Exchange?
How Does High Volatility Impact the Risk of ADL?

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