risk-management

Data-driven position sizing and stop-loss rules extracted from 13,385 historical trades. Last updated: 2026-03-09 20:08 UTC Active patterns: 54 Total samples: 8500 Confidence threshold: 60% These rules are derived from analyzing profitable vs losing trades: This skill is automatically generated and updated by the Observer Agent. - Prioritize explicit risk validation before entry: trades with documented risk-per-trade checks and 2:1 reward ratios show 92% success rates and +$1,379 average PnL - Adapt trade frequency to market regime: flat markets tolerate 3–6 trades maximum; choppy markets require 0–10 trades per 24 hours; excessive frequency (150+ trades) correlates with losses exceeding $500 - Apply position sizing caps: limit single trades to 2% equity risk and diversify across multiple assets rather than concentrating positions - Close losing positions proactively near breakeven to free capital; close short positions immediately when momentum shifts - Success rate: 95% - Based on 473 observations - Confidence: 50% (seen 1 times) - First identified: 2026-01-28 - Success rate: 95% - Based on 58 observations - Confidence: 45% (seen 1 times) - First identified: 2026-03-04 - Success rate: 92% - Based on 183 observations - Confidence: 90% (seen 1 times) - First identified: 2026-01-31 - Success rate: 92% - Based on 200 observations - Confidence: 95% (seen 1 times) - First...