Position Sizing — Horizon-Aware Kelly
For each open paper position and top asymmetric setup, compute a Kelly fraction using the calibration weight at the trade's actual predicted horizon. A 14-day setup uses day_14 weights. A 30-day position uses day_30. The "horizon premium" column shows how much sizing shifts vs the flat-aggregate Kelly. Final size is modulated by the system's current decisive call: EXIT_ALL_RISK collapses everything to zero; LEVER scales 1.6×.
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horizon_aware_kelly_v1 · Kelly fraction: 0.25 (quarter-Kelly) · Max single position: 8% of NAV
Formula:
f* = max(0, 2 × adjusted_p − 1) × 0.25 where adjusted_p = 0.5 + (confidence − 0.5) × (1 + weight) / 2.
Weight comes from /justhodl/calibration/weights/{horizon} if (signal, horizon) has n≥5; else flat fallback.
Final sizing is multiplied by call-based risk multiplier: EXIT_ALL_RISK=0×, EXIT=0.25×, TRIM=0.5×, HEDGE=0.6×, WAIT=0.7×, HOLD=1.0×, LONG=1.2×, LOAD=1.4×, LEVER=1.6×.
Open positions — current vs recommended
For each of the open paper positions, the recommended size adjusts (a) for the calibration weight at this position's predicted horizon and (b) for the system's current decisive call. The ADD/HOLD/TRIM/EXIT tag is fired when the recommended size differs from current by ≥30%.
| Ticker | Source | Horizon | Weight | Confidence | Current % | Recommended % | Δ | $ Size | Action |
|---|---|---|---|---|---|---|---|---|---|
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Top asymmetric setups — Kelly recommendations
Forward-looking opportunities from the asymmetric scorer, with horizon-aware Kelly sizing. Setups with composite_score ≥80 and high horizon-premium are the most actionable: the system sees them as undervalued at their predicted timeframe.
| Ticker | Composite | Horizon | Weight | Flat Kelly | Horizon Kelly | Premium | Final % | $ Size |
|---|---|---|---|---|---|---|---|---|
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