Develop a comprehensive position sizing system for cryptocurrency trading.
Create a position sizing system for:
Account Size: ${{ACCOUNT_SIZE}}
Risk Per Trade: ${{RISK_PERCENT}}
Trading Style: ${{TRADING_STYLE}}
Asset Volatility Range: ${{VOLATILITY_RANGE}}
Build sizing framework:
1. Fixed Fractional Sizing
- Percentage of account calculation
- Stop-loss based sizing
- Maximum position limits
2. Volatility-Adjusted Sizing
- ATR-based calculation
- Volatility normalization
- Dynamic adjustment rules
3. Kelly Criterion Application
- Kelly calculation for crypto
- Fractional Kelly recommendations
- Edge estimation challenges
4. Correlation-Adjusted Sizing
- Portfolio heat calculation
- Correlated position reduction
- Diversification benefit capture
5. Conviction-Based Adjustments
- Setup quality tiers
- Confidence-based scaling
- Maximum conviction limits
6. Special Situations
- High-conviction overrides
- Drawdown-based reduction
- Win streak management
- Loss streak adjustmentsOr press ⌘C to copy
Replace these placeholders with your own content before using the prompt.
[{ACCOUNT_SIZE][{RISK_PERCENT][{TRADING_STYLE][{VOLATILITY_RANGE]