ADFM Risk + Decision Support

Position Sizing Lab

Define a trade and run one historical holding-period path through observed daily returns.
About This Tool Purpose, reading guide and primary inputs

Calculates conviction-based position limits and simulates one selected holding period through observed daily returns, session by session.

  1. Define direction, conviction, holding period, loss budget, and liquidity constraints.
  2. Review the volatility, invalidation, event, tail, and liquidity caps.
  3. Run a historical session path, then compare rolling windows, earnings reactions and benchmark sensitivities.

Primary inputs: Yahoo Finance adjusted OHLCV, earnings dates, and liquid cross-asset proxies.

Trade prices, liquidity and simulation settings

Leave prices blank to use the latest adjusted close with a 15% target and 8% stop. Set an exposure up to the conviction ceiling to compare its simulation against the risk-adjusted suggestion.

Each change to the setup is applied when you run the analysis.

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