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Max position pct (15%) ZMPP

Z_MAX_POSITION_PCT | portfolio management | portfolio | portfolio | proposed

LogicZ_MAX_POSITION_PCT
Edge-
Samples0

Definition

Per-ticker concentration cap (market value): total market value across all lots of a single ticker must not exceed this fraction of equity. Market value = cost basis adjusted for price appreciation. Value = max fraction (0.15 = 15%).

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: Z_MAX_POSITION_PCT

Strategies Using Atom

StrategyFamilyEdgeSignals
RS breakout aggressive: 1% risk, 15 holdings, monthly rebalance equity_curve - -
RS breakout conservative: 0.3% risk, 5 holdings, semi-annual rebalance equity_curve - -
RS breakout no breakout ranking equity_curve - -
RS breakout 42d rebalance (Stage 5) equity_curve - -
RS breakout with risk-based sizing and RS rebalance equity_curve - -
baseline, E5A10, bear200 triangle_anticipatory - -
baseline, E5A10, no-bear triangle_anticipatory - -
baseline, E8A10, bear200 triangle_anticipatory - -
baseline, E8A10, no-bear triangle_anticipatory - -
baseline, H10, bear200 triangle_anticipatory - -
baseline, H10, no-bear triangle_anticipatory - -
ROIC, E5A10, bear200 triangle_anticipatory - -
ROIC, E5A10, no-bear triangle_anticipatory - -
ROIC, E8A10, bear200 triangle_anticipatory - -
ROIC, E8A10, no-bear triangle_anticipatory - -
ROIC, H10, bear200 triangle_anticipatory - -
ROIC, H10, no-bear triangle_anticipatory - -
ROIC+lowTrend, E5A10, bear200 triangle_anticipatory - -
ROIC+lowTrend, E5A10, no-bear triangle_anticipatory - -
ROIC+lowTrend, E8A10, bear200 triangle_anticipatory - -
ROIC+lowTrend, E8A10, no-bear triangle_anticipatory - -
ROIC+lowTrend, H10, bear200 triangle_anticipatory - -
ROIC+lowTrend, H10, no-bear triangle_anticipatory - -
ROIC+lowDebt, E5A10, bear200 triangle_anticipatory - -
ROIC+lowDebt, E5A10, no-bear triangle_anticipatory - -
ROIC+lowDebt, E8A10, bear200 triangle_anticipatory - -
ROIC+lowDebt, E8A10, no-bear triangle_anticipatory - -
ROIC+lowDebt, H10, bear200 triangle_anticipatory - -
ROIC+lowDebt, H10, no-bear triangle_anticipatory - -
ROIC+lowTrend+ema21, E5A10, bear200 triangle_anticipatory - -
ROIC+lowTrend+ema21, E5A10, no-bear triangle_anticipatory - -
ROIC+lowTrend+ema21, E8A10, bear200 triangle_anticipatory - -
ROIC+lowTrend+ema21, E8A10, no-bear triangle_anticipatory - -
ROIC+lowTrend+ema21, H10, bear200 triangle_anticipatory - -
ROIC+lowTrend+ema21, H10, no-bear triangle_anticipatory - -
risk=0.25%, EMA5 after 10d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA5 after 10d BO, no-bear triangle_anticipatory - -
risk=0.25%, EMA5 after 5d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA5 after 5d BO, no-bear triangle_anticipatory - -
risk=0.25%, EMA8 after 10d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA8 after 10d BO, no-bear triangle_anticipatory - -
risk=0.25%, EMA8 after 5d BO, bear200 triangle_anticipatory - -
risk=0.25%, EMA8 after 5d BO, no-bear triangle_anticipatory - -
risk=0.25%, fixed 10d post-BO, bear200 triangle_anticipatory - -
risk=0.25%, fixed 10d post-BO, no-bear triangle_anticipatory - -
risk=0.25%, fixed 5d post-BO, bear200 triangle_anticipatory - -
risk=0.25%, fixed 5d post-BO, no-bear triangle_anticipatory - -
risk=0.50%, EMA5 after 10d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA5 after 10d BO, no-bear triangle_anticipatory - -
risk=0.50%, EMA5 after 5d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA5 after 5d BO, no-bear triangle_anticipatory - -
risk=0.50%, EMA8 after 10d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA8 after 10d BO, no-bear triangle_anticipatory - -
risk=0.50%, EMA8 after 5d BO, bear200 triangle_anticipatory - -
risk=0.50%, EMA8 after 5d BO, no-bear triangle_anticipatory - -
risk=0.50%, fixed 10d post-BO, bear200 triangle_anticipatory - -
risk=0.50%, fixed 10d post-BO, no-bear triangle_anticipatory - -
risk=0.50%, fixed 5d post-BO, bear200 triangle_anticipatory - -
risk=0.50%, fixed 5d post-BO, no-bear triangle_anticipatory - -
risk=1.00%, EMA5 after 10d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA5 after 10d BO, no-bear triangle_anticipatory - -
risk=1.00%, EMA5 after 5d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA5 after 5d BO, no-bear triangle_anticipatory - -
risk=1.00%, EMA8 after 10d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA8 after 10d BO, no-bear triangle_anticipatory - -
risk=1.00%, EMA8 after 5d BO, bear200 triangle_anticipatory - -
risk=1.00%, EMA8 after 5d BO, no-bear triangle_anticipatory - -
risk=1.00%, fixed 10d post-BO, bear200 triangle_anticipatory - -
risk=1.00%, fixed 10d post-BO, no-bear triangle_anticipatory - -
risk=1.00%, fixed 5d post-BO, bear200 triangle_anticipatory - -
risk=1.00%, fixed 5d post-BO, no-bear triangle_anticipatory - -