diff --git a/src/live/dashboard.py b/src/live/dashboard.py
index 01e005e..385fb30 100644
--- a/src/live/dashboard.py
+++ b/src/live/dashboard.py
@@ -96,8 +96,12 @@ def html():
             pos = ", ".join(f"{a['asset']} ${a['position_usd']:,.0f}" for a in sh["assets"])
             ordtxt = ("; ".join(f"{o['side'].upper()} {o['amount']:.0f} {o['instrument']}" for o in sh["orders"])
                       if sh.get("orders") else "nessuno (target flat / gia' a target)")
+            dsl = sh.get("disaster_sls") or []
+            dsl_txt = (" · ".join(f"{x['asset']} stop <b>${x['stop']:,.0f}</b> ({x['amount']:.4f})" for x in dsl)
+                       if dsl else "nessuno (flat)")
             shadow_html = (f"mainnet · sola lettura · conto reale <b>{eq}</b> · pos {pos} · dato {sh['last_data']}<br>"
-                           f"TP01 target: {bits}<br>ordini-che-invierebbe (<b>NON inviati</b>): {ordtxt}")
+                           f"TP01 target: {bits}<br>ordini-che-invierebbe (<b>NON inviati</b>): {ordtxt}<br>"
+                           f"🛡️ disaster-SL attivi (−30%): {dsl_txt}")
         else:
             shadow_html = (f"conto reale non leggibile dal container (token solo su host) · dato {sh['last_data']}<br>"
                            f"TP01 target: {bits}<br>→ per gli ordini reali: <code>uv run python scripts/live/live_trend.py</code> (host)")
diff --git a/src/live/deribit.py b/src/live/deribit.py
index 088edb3..0af29a8 100644
--- a/src/live/deribit.py
+++ b/src/live/deribit.py
@@ -32,6 +32,7 @@ _CONTRACT = {
 }
 # Il conto reale e' USDC -> mappiamo gli asset sui perp LINEARI USDC (gli unici eseguibili qui).
 INSTRUMENT = {"BTC": "BTC_USDC-PERPETUAL", "ETH": "ETH_USDC-PERPETUAL"}
+DISASTER_LABEL = "tp01-disaster"   # label dei bracket disaster-SL (per ritrovarli/gestirli/mostrarli)
 
 
 # ----------------------------- costruzione ordini (pura, testabile, NIENTE rete) -----------------------------
diff --git a/src/live/execution.py b/src/live/execution.py
index 9df643d..acaa013 100644
--- a/src/live/execution.py
+++ b/src/live/execution.py
@@ -15,7 +15,7 @@ from __future__ import annotations
 
 from dataclasses import dataclass
 
-from src.live.deribit import DeribitRead, disaster_stop_price, notional_to_amount, quantize_price
+from src.live.deribit import DISASTER_LABEL, DeribitRead, disaster_stop_price, notional_to_amount, quantize_price
 
 # Conto USDC -> perp LINEARE USDC (amount in base-coin). MAX_AMOUNT = TETTO HARD anti-fat-finger
 # (~$630/$430 su un conto ~$600): backstop sopra il sizing di TP01, non il sizing operativo (quello
@@ -152,15 +152,13 @@ class DeribitTrader(DeribitRead):
     def cancel_order(self, order_id: str) -> dict:
         return self._unwrap(self._post("/mcp-deribit/tools/cancel_order", {"order_id": order_id})) or {}
 
-    DISASTER_LABEL = "tp01-disaster"
-
     def ensure_disaster_sl(self, instrument: str, sl_pct: float) -> dict:
         """Garantisce UN disaster-SL coerente con la posizione (lifecycle completo, idempotente):
         - flat        -> cancella eventuali bracket orfani;
         - long        -> assicura UN solo STOP_MARKET reduce_only a ~-sl_pct, size = posizione;
         - gia' coerente (1 bracket, amount~=, stop entro 5%) -> lascia com'e' (niente churn/gap)."""
         pos = self.position_usd(instrument)
-        brackets = [o for o in self.open_orders(instrument) if (o.get("label") or "") == self.DISASTER_LABEL]
+        brackets = [o for o in self.open_orders(instrument) if (o.get("label") or "") == DISASTER_LABEL]
         if abs(pos) < FLAT_USD:
             for o in brackets:
                 self.cancel_order(o.get("order_id"))
@@ -179,7 +177,7 @@ class DeribitTrader(DeribitRead):
         for o in brackets:               # incoerente o multipli -> ricostruisci UN bracket
             self.cancel_order(o.get("order_id"))
         f = self.place_disaster_sl(instrument, "buy" if long else "sell", want_amount, want_stop,
-                                   label=self.DISASTER_LABEL)
+                                   label=DISASTER_LABEL)
         return {"state": "placed" if f.verified else "place-failed", "stop": want_stop,
                 "amount": want_amount, "notes": f.notes}
     # trade_history / open_orders ereditati da DeribitRead (read-only)
diff --git a/src/live/shadow.py b/src/live/shadow.py
index a4bd867..a8e7159 100644
--- a/src/live/shadow.py
+++ b/src/live/shadow.py
@@ -11,7 +11,7 @@ import numpy as np
 import pandas as pd
 
 from src.backtest.harness import load
-from src.live.deribit import INSTRUMENT, DeribitRead, build_rebalance_order
+from src.live.deribit import DISASTER_LABEL, INSTRUMENT, DeribitRead, build_rebalance_order
 from src.strategies.trend_portfolio import CANONICAL, TrendPortfolio, resample_1d
 
 PROJECT_ROOT = Path(__file__).resolve().parents[2]
@@ -155,11 +155,25 @@ def shadow_report(offline: bool = False, equity_override: float | None = None) -
         live_trades.sort(key=lambda r: r["ts"], reverse=True)
         live_trades = live_trades[:12]
 
+    disaster_sls = []
+    if client is not None:
+        for a in ASSETS:
+            try:
+                for o in client.open_orders(INSTRUMENT[a]):
+                    if (o.get("label") or "") == DISASTER_LABEL:
+                        disaster_sls.append(dict(
+                            asset=a, instrument=INSTRUMENT[a],
+                            amount=float(o.get("amount") or 0),
+                            stop=float(o.get("trigger_price") or o.get("stop_price") or o.get("price") or 0)))
+            except Exception:
+                pass
+
     return dict(
         last_data=str(pd.Timestamp(last_ts, unit="ms", tz="UTC").date()),
         online=(client is not None and marks_src.get("BTC") == "mainnet"),
         real_equity=real_eq, equity=equity, eq_basis=eq_basis,
         pos_src=pos_src, assets=assets, orders=orders, live_trades=live_trades,
+        disaster_sls=disaster_sls,
         flat=all(abs(targets[a]) < 1e-9 for a in ASSETS),
         paper_aligned=(paper_ts == last_ts),
     )