Position Sizing
Size is the throttle. We combine volatility-targeting with conviction limits so single-name risk stays contained and good ideas have room to work.
95%
Policy coverage across mandates
What it means: % of AUM under a signed mandate with documented controls.
What it means: % of AUM under a signed mandate with documented controls.
3
Drawdown bands per portfolio
What it means: Review / Brake / Stop tiers that trigger specific actions.
-1.0%
Max loss-per-day cap
What it means: Daily loss limit as a % of NAV before a mandatory review.
What it means: Daily loss limit as a % of NAV before a mandatory review.
≤2
Exceptions per quarter
What it means: Count of policy exceptions requiring root-cause and fix.
What it means: Count of policy exceptions requiring root-cause and fix.
Overview
Vol-Targeted & Conviction-Based Sizing
Sizing is where alpha survives contact with the market. We standardize entry size against volatility, scale exposure when conviction improves, and clamp outliers with hard limits. Sizing rules reduce outlier days and help winners carry the book, not noise.
Who we serve
Repeatable Position Sizing for Consistent P&L
We implement volatility-targeted entries, conviction bands, and hard caps that keep single-name risk contained. Correlation checks and pre-planned scale-in/scale-back rules reduce variance and let proven ideas carry the book—without letting outliers drive results.
