diff --git a/judge/live.py b/judge/live.py
index c82c39e..8cbebf6 100644
--- a/judge/live.py
+++ b/judge/live.py
@@ -47,6 +47,9 @@ MAX_OPEN = int(os.environ.get("JUDGE_MAX_OPEN", "4"))
 MAX_TRADES_SYM = int(os.environ.get("JUDGE_MAX_TRADES_PER_SYMBOL", "6"))
 SCAN_S = float(os.environ.get("JUDGE_SCAN_INTERVAL_S", "30"))
 DRY = os.environ.get("JUDGE_DRY_RUN", "0") == "1"
+# Software stop: sell when any trade prints at/through the stop (or the trail level), as the validated simulator does.
+# Backs up the broker stop, which Alpaca's paper engine fills late in fast markets and no broker runs outside RTH.
+SOFT_STOP = os.environ.get("JUDGE_SOFT_STOP", "1") == "1"
 
 
 def now_et() -> pd.Timestamp:
@@ -112,6 +115,7 @@ class Pos:
     setup: str
     p: float
     next_try: pd.Timestamp | None = None   # throttles exit retries after a broker error
+    seen_n: int = -1                       # index into the book's trade list already checked by the soft stop
 
 
 class Trader:
@@ -505,6 +509,20 @@ class Trader:
             return
         self._closed(pz, reason, last)
 
+    @staticmethod
+    def _soft_stop_hit(pz: Pos, prices) -> str | None:
+        """Walk the new trades in order like the simulator: update the high-water, then exit if a print is at or
+        below the stop, or below the 6% trail once +1R. Returns 'soft_stop' / 'soft_trail' or None."""
+        P = engine.EXEC
+        for px in prices:
+            pz.hw = max(pz.hw, px)
+            level = pz.stop
+            if (pz.hw - pz.entry) / pz.risk >= P["trail_after_r"]:
+                level = max(level, pz.hw * (1 - P["trail_pct"]), pz.entry)
+            if px <= level:
+                return "soft_stop" if level <= pz.stop else "soft_trail"
+        return None
+
     async def manage_loop(self):
         tick = 0
         while True:
@@ -519,6 +537,12 @@ class Trader:
                 k = np.searchsorted(np.array(bk.tt[-5000:], dtype="datetime64[ns]"), np.datetime64(pz.fill_time), side="left")
                 recent = bk.tp[-5000:][k:]
                 last = recent[-1] if recent else pz.entry
+                if SOFT_STOP:
+                    start = max(pz.seen_n, len(bk.tp) - len(bk.tp[-5000:]) + int(k))
+                    hit = self._soft_stop_hit(pz, bk.tp[start:])
+                    pz.seen_n = len(bk.tp)
+                    if hit is not None:
+                        await self.exit_pos(pz, hit, last); continue
                 if recent:
                     pz.hw = max(pz.hw, max(recent))
                 if n.time() >= pd.Timestamp("15:55").time():
diff --git a/judge/review.py b/judge/review.py
index 23524ef..6b32ed2 100644
--- a/judge/review.py
+++ b/judge/review.py
@@ -115,8 +115,8 @@ def _row(day, o, f, x) -> dict:
     elif s and paper_r is not None:
         if abs(paper_r - s["r"]) > FLAG_R:
             flags.append(f"R gap {paper_r - s['r']:+.2f}")
-        if (x.get("reason") or "") not in (s["reason"], "flat_at_broker") and not (
-                x.get("reason") == "stop" and s["reason"] == "trail"):
+        why = (x.get("reason") or "").replace("soft_", "")
+        if why not in (s["reason"], "flat_at_broker") and not (why == "stop" and s["reason"] == "trail"):
             flags.append(f"reason {x.get('reason')} vs sim {s['reason']}")
     if abs(row["entry_slip"]) > 0.005:
         flags.append(f"entry slip {row['entry_slip']:+.3f}")
diff --git a/tests/unit/test_judge_live_exits.py b/tests/unit/test_judge_live_exits.py
index 8518901..2a89d34 100644
--- a/tests/unit/test_judge_live_exits.py
+++ b/tests/unit/test_judge_live_exits.py
@@ -111,3 +111,14 @@ def test_earlier_today_counts_orders_and_last_fill(tmp_path, monkeypatch):
     e = t._earlier_today()
     assert e["orders"] == {"X": 2} and e["fills"]["X"]["stop"] == 1.2
     assert pd.Timestamp(e["fills"]["X"]["at"]).hour == 9
+
+
+def test_soft_stop_walks_trades_in_order():
+    pz = Pos("X", 100, 10.0, 9.5, 0.5, live.now_et(), "o", "leg", 10.0, "burst", 0.4)
+    assert Trader._soft_stop_hit(pz, [10.1, 9.8, 9.6]) is None          # above the stop
+    assert Trader._soft_stop_hit(pz, [9.7, 9.5]) == "soft_stop"         # a print at the stop
+    pz = Pos("X", 100, 10.0, 9.5, 0.5, live.now_et(), "o", "leg", 10.0, "burst", 0.4)
+    assert Trader._soft_stop_hit(pz, [10.6, 12.0, 11.5]) is None        # +1R reached; trail 6% under 12.0 = 11.28
+    assert Trader._soft_stop_hit(pz, [11.25]) == "soft_trail"
+    pz = Pos("X", 100, 10.0, 9.5, 0.5, live.now_et(), "o", "leg", 10.0, "burst", 0.4)
+    assert Trader._soft_stop_hit(pz, [9.4, 12.0]) == "soft_stop"         # order matters: the dip came first