Risk-based sizing (0.5%) ZRPX
Z_RISK_PCT | portfolio management | blocker | portfolio | proposed
Logic
Z_RISK_PCTEdge-
Samples0
Definition
Risk-based position sizing: position_size = equity * value / stop_distance, where stop_distance = ATR * stop_multiplier. Value is the risk budget as a fraction of equity (0.005 = 0.5%).
Logic Triples
No first-class ontology mapping yet. Showing fallback logic: Z_RISK_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 | - | - |