Max position pct (15%) ZMPP
Z_MAX_POSITION_PCT | portfolio management | portfolio | portfolio | proposed
Logic
Z_MAX_POSITION_PCTEdge-
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
| Strategy | Family | Edge | Signals |
|---|---|---|---|
| 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 | - | - |