diff --git a/tests/unit/orb_trader/test_stop_check.py b/tests/unit/orb_trader/test_stop_check.py
new file mode 100644
index 0000000..03d3768
--- /dev/null
+++ b/tests/unit/orb_trader/test_stop_check.py
@@ -0,0 +1,229 @@
+"""Unit tests for ORBTradingEngine.run_stop_check stop management logic.
+
+Tests the stop evaluation loop that mirrors orb_simulator.py:477-580.
+Key behaviors verified: stop_loss hit, breakeven promotion, trailing
+activation, and trailing_tighten_at_r (tight ATR multiplier at 2R).
+"""
+from __future__ import annotations
+
+from types import SimpleNamespace
+from unittest.mock import MagicMock, patch
+
+import pytest
+
+from apps.orb_trader.engine import ORBTradingEngine
+from apps.orb_trader.models import ORBPositionRow
+
+_DATE = "2026-01-05"
+_ET_OFFSET = "-05:00"  # January is EST
+
+
+def _ts(time_str: str) -> str:
+    """Return a market-hours timestamp for the test date in ET ISO format."""
+    return f"{_DATE}T{time_str}{_ET_OFFSET}"
+
+
+def _bar(*, high: float, low: float, time_str: str = "09:35:00") -> dict:
+    return {
+        "timestamp": _ts(time_str),
+        "open": (high + low) / 2,
+        "high": high,
+        "low": low,
+        "close": (high + low) / 2,
+        "volume": 1000,
+    }
+
+
+def _make_position(
+    *,
+    ticker: str = "AAPL",
+    direction: str = "long",
+    entry_price: float = 100.0,
+    shares: int = 10,
+    stop_distance: float = 2.0,
+    current_stop: float | None = None,
+    trailing_active: bool = False,
+) -> ORBPositionRow:
+    if current_stop is None:
+        current_stop = (entry_price - stop_distance) if direction == "long" else (entry_price + stop_distance)
+    return ORBPositionRow(
+        session_id="test-session",
+        date=_DATE,
+        ticker=ticker,
+        direction=direction,
+        entry_price=entry_price,
+        entry_time=_ts("09:32:00"),  # before all test bars
+        shares=shares,
+        orb_high=entry_price + 1,
+        orb_low=entry_price - 1,
+        atr_at_entry=stop_distance / 0.75,
+        stop_distance=stop_distance,
+        current_stop=current_stop,
+        peak_price=entry_price,
+        trailing_active=trailing_active,
+        rvol=2.0,
+        composite_score=0.7,
+        order_id="order-1",
+    )
+
+
+def _make_engine(pos: ORBPositionRow, bars: list[dict]) -> ORBTradingEngine:
+    params = SimpleNamespace(
+        sim_bar_minutes=5,
+        daily_budget_reset=True,
+        drawdown_governor_threshold=None,
+        drawdown_governor_min_scale=0.30,
+        streak_sizing_win_bonus=None,
+        streak_sizing_loss_penalty=None,
+        streak_sizing_max=2.5,
+        streak_sizing_min=0.5,
+        # Stop params (V23 values)
+        breakeven_at_r=1.0,
+        trailing_at_r=1.0,
+        trailing_stop_atr_multiplier=0.8,
+        trailing_tighten_at_r=2.0,
+        trailing_stop_atr_multiplier_tight=0.3,
+        # Kill switches
+        daily_max_loss_pct=0.05,
+        max_stops_per_day=5,
+    )
+    session = SimpleNamespace(
+        session_id="test-session",
+        session_name="test",
+        initial_equity=10_000.0,
+    )
+    state = MagicMock()
+    state.get_open_positions.return_value = [pos]
+    state.get_equity.return_value = 10_000.0
+    state.get_peak_equity.return_value = 10_000.0
+    state.list_trades.return_value = []
+    daily_state_mock = MagicMock()
+    daily_state_mock.kill_switch = False
+    daily_state_mock.cumulative_loss = 0.0
+    daily_state_mock.stops_hit = 0
+    state.get_daily_state.return_value = daily_state_mock
+
+    broker = MagicMock()
+    broker.get_intraday_bars.return_value = {pos.ticker: bars}
+    close_order = MagicMock()
+    close_order.id = "close-order-1"
+    broker.close_position.return_value = close_order
+    fill_order = MagicMock()
+    fill_order.filled_avg_price = pos.current_stop  # fill at stop price
+    fill_order.status = "filled"
+    broker.get_order.return_value = fill_order
+
+    engine = object.__new__(ORBTradingEngine)
+    engine._session = session
+    engine._params = params
+    engine._state = state
+    engine._broker = broker
+    engine._log_callback = None
+    engine._date_str = _DATE
+    return engine
+
+
+# ── Stop loss ─────────────────────────────────────────────────────────────────
+
+class TestStopLossHit:
+    @patch("apps.orb_trader.engine.time")
+    def test_long_stop_hit_below_stop(self, mock_time):
+        # bar_low=96.5 < stop=98.0 → stop_loss triggered
+        pos = _make_position(entry_price=100.0, stop_distance=2.0, current_stop=98.0)
+        bars = [_bar(high=100.5, low=96.5, time_str="09:40:00")]
+        eng = _make_engine(pos, bars)
+
+        result = eng.run_stop_check(_DATE)
+
+        assert result["stops_hit"] == 1
+        eng._broker.close_position.assert_called_once_with("AAPL", qty=10)
+        trade = eng._state.save_trade.call_args[0][0]
+        assert trade.exit_reason == "stop_loss"
+
+    @patch("apps.orb_trader.engine.time")
+    def test_long_no_stop_hit_above_stop(self, mock_time):
+        # bar_high=101.5 → R=0.75 < breakeven_at_r=1.0 → stop stays at 98.0
+        # bar_low=99.0 > 98.0 → no stop hit
+        pos = _make_position(entry_price=100.0, stop_distance=2.0, current_stop=98.0)
+        bars = [_bar(high=101.5, low=99.0, time_str="09:40:00")]
+        eng = _make_engine(pos, bars)
+
+        result = eng.run_stop_check(_DATE)
+
+        assert result["stops_hit"] == 0
+        eng._broker.close_position.assert_not_called()
+
+    @patch("apps.orb_trader.engine.time")
+    def test_short_stop_hit_above_stop(self, mock_time):
+        # Short: bar_high >= stop → stop triggered
+        pos = _make_position(
+            direction="short",
+            entry_price=100.0,
+            stop_distance=2.0,
+            current_stop=102.0,
+        )
+        bars = [_bar(high=103.0, low=99.0, time_str="09:40:00")]
+        eng = _make_engine(pos, bars)
+
+        result = eng.run_stop_check(_DATE)
+
+        assert result["stops_hit"] == 1
+        trade = eng._state.save_trade.call_args[0][0]
+        assert trade.exit_reason == "stop_loss"
+
+
+# ── Breakeven promotion ───────────────────────────────────────────────────────
+
+class TestBreakevenPromotion:
+    @patch("apps.orb_trader.engine.time")
+    def test_stop_moves_to_entry_at_1r(self, mock_time):
+        # entry=100, stop_distance=2, breakeven_at_r=1.0
+        # bar_high=102.5 → current_r = (102.5-100)/2 = 1.25 ≥ 1.0 → stop moves to 100
+        pos = _make_position(entry_price=100.0, stop_distance=2.0, current_stop=98.0)
+        bars = [
+            _bar(high=102.5, low=101.0, time_str="09:40:00"),
+            _bar(high=102.0, low=100.5, time_str="09:45:00"),  # second bar: no stop hit
+        ]
+        eng = _make_engine(pos, bars)
+
+        eng.run_stop_check(_DATE)
+
+        # DB should be updated with stop >= entry price (100.0)
+        upd_calls = eng._state.update_position_stop.call_args_list
+        assert len(upd_calls) == 1
+        updated_stop = upd_calls[0].args[3]  # positional: session_id, date, ticker, stop, ...
+        assert updated_stop >= 100.0
+
+
+# ── Trailing tighten at 2R ────────────────────────────────────────────────────
+
+class TestTrailingTighten:
+    @patch("apps.orb_trader.engine.time")
+    def test_tighten_uses_tight_multiplier_at_2r(self, mock_time):
+        # entry=100, stop_distance=2, atr_at_entry=2/0.75≈2.667
+        # trailing_at_r=1.0, tighten_at_r=2.0, tight_mult=0.3, normal_mult=0.8
+        # Bar 1: high=104.1 → R=(104.1-100)/2=2.05 ≥ 2.0 → should use tight_mult=0.3
+        # Expected trail = peak - atr*0.3 = 104.1 - 2.667*0.3 ≈ 103.3
+        pos = _make_position(
+            entry_price=100.0, stop_distance=2.0, current_stop=98.0,
+            trailing_active=True,  # already trailing
+        )
+        bars = [_bar(high=104.1, low=101.0, time_str="09:40:00")]
+        eng = _make_engine(pos, bars)
+        # Pre-warm peak_price to 104.1 (so the tighten kicks in)
+        pos = eng._state.get_open_positions.return_value[0]
+        pos.peak_price = 104.1
+        pos.current_stop = 100.0  # at breakeven
+
+        eng.run_stop_check(_DATE)
+
+        eng._broker.close_position.assert_not_called()
+        upd_calls = eng._state.update_position_stop.call_args_list
+        assert upd_calls
+        updated_stop = upd_calls[-1].args[3]
+        atr = 2.0 / 0.75
+        expected_tight = 104.1 - atr * 0.3
+        expected_normal = 104.1 - atr * 0.8
+        # Tight stop should be higher (tighter) than normal stop
+        assert updated_stop > expected_normal - 0.01
+        assert updated_stop == pytest.approx(expected_tight, abs=0.05)