Regime-Adjusted Quarter-Kelly Position Sizer
Reads your DDB portfolio + alpha + confluence + Macro Stress Score Β· Outputs ADD/TRIM/HOLD per position + entry candidates for unowned TIER S/A confluence signals.
π― Position Actions
| Action | Symbol | Current % | Kelly % | Gap % | Ξ $ | Ξ Shares | Ξ± | Conf | Vol | Rationale |
|---|
β Entry Candidates
| Symbol | Name | Sector | Price | Kelly % | Target $ | Shares | Ξ± | Conf | Rationale |
|---|
π Sizing Methodology
KELLY FORMULA (per position)
edge = expected_alpha_return Γ confidence_factorkelly_full =
edge / variancekelly_quarter =
kelly_full Γ 0.25kelly_regime =
kelly_quarter Γ regime_multiplier Γ drawdown_multiplierfinal =
min(kelly_regime, MAX_SINGLE_POSITION_PCT=8.0%)
EXPECTED ALPHA RETURN (60-day forward)
Ξ± β₯ 90 β 12% Β· Ξ± 80-90 β 8% Β· Ξ± 70-80 β 5% Β· Ξ± 60-70 β 3% Β· Ξ± 50-60 β 1.5% Β· Ξ± < 50 β -1%
CONFIDENCE FACTOR
TIER S confluence β 1.20 Β· TIER A β 1.00 Β· TIER B β 0.70 Β· no confluence β 0.50
REGIME MULTIPLIER (Macro Stress Score)
MSS 0-20 Goldilocks β 1.00 Β· 20-40 Normal β 0.85 Β· 40-60 Elevated β 0.65 Β· 60-80 High β 0.40 Β· 80+ Crisis β 0.20
DRAWDOWN CIRCUIT BREAKER (portfolio P&L)
P&L β₯ -3% β 1.00 Β· -3 to -7% β 0.75 Β· -7 to -12% β 0.50 Β· -12% & worse β 0.25