Calculate optimal position sizes with current market prices and actual margin requirements
Position Size Calculator
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Point Value:-
Initial Margin:-
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Portfolio Risk Monitor
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SAFE
Market Correlations Guide
Detailed correlation relationships between specific futures contracts
Correlation Analysis
Energy
Metals
Agriculture
Currencies
Cross-Market
Inverse
Market 1
Market 2
Correlation
Relationship
Trading Note
Crude Oil (CL)
Gasoline (RB)
+0.92
Very Strong Positive
Never hold more than 2 units combined
Crude Oil (CL)
Heating Oil (HO)
+0.89
Very Strong Positive
Refined products move with crude
WTI Crude (CL)
Brent Crude (BZ)
+0.95
Near Perfect
Consider as same position
Natural Gas (NG)
Crude Oil (CL)
+0.35
Weak Positive
Can trade both with proper sizing
Gasoline (RB)
Heating Oil (HO)
+0.87
Very Strong Positive
Both are refined products
Market 1
Market 2
Correlation
Relationship
Trading Note
Gold (GC)
Silver (SI)
+0.82
Strong Positive
Max 3 units combined in precious metals
Gold (GC)
Copper (HG)
+0.28
Weak Positive
Different drivers - safe haven vs industrial
Platinum (PL)
Palladium (PA)
+0.65
Moderate Positive
Both used in auto catalysts
Silver (SI)
Copper (HG)
+0.52
Moderate Positive
Silver has industrial uses
Gold (GC)
Platinum (PL)
+0.68
Moderate Positive
Both precious metals
Market 1
Market 2
Correlation
Relationship
Trading Note
Corn (ZC)
Soybeans (ZS)
+0.78
Strong Positive
Competing crops for acreage
Soybeans (ZS)
Soybean Meal (ZM)
+0.94
Very Strong Positive
Direct derivative relationship
Soybeans (ZS)
Soybean Oil (ZL)
+0.88
Very Strong Positive
Direct derivative relationship
Wheat (ZW)
Corn (ZC)
+0.62
Moderate Positive
Feed substitution effects
Live Cattle (LE)
Feeder Cattle (GF)
+0.85
Strong Positive
Direct supply chain relationship
Corn (ZC)
Live Cattle (LE)
+0.45
Moderate Positive
Corn is primary feed input
Market 1
Market 2
Correlation
Relationship
Trading Note
Euro (6E)
Swiss Franc (6S)
+0.81
Strong Positive
European currency bloc
Australian Dollar (6A)
New Zealand Dollar (6N)
+0.87
Very Strong Positive
Regional commodity currencies
British Pound (6B)
Euro (6E)
+0.68
Moderate Positive
Brexit reduced correlation
Canadian Dollar (6C)
Australian Dollar (6A)
+0.72
Strong Positive
Both commodity currencies
Japanese Yen (6J)
Swiss Franc (6S)
+0.58
Moderate Positive
Both safe haven currencies
Market 1
Market 2
Correlation
Relationship
Trading Note
Australian Dollar (6A)
Copper (HG)
+0.71
Strong Positive
AUD is commodity currency
Canadian Dollar (6C)
Crude Oil (CL)
+0.75
Strong Positive
Canada is oil exporter
S&P 500 (ES)
Crude Oil (CL)
+0.42
Moderate Positive
Risk-on correlation
Euro (6E)
Gold (GC)
+0.48
Moderate Positive
Both rise on USD weakness
Nasdaq (NQ)
Russell 2000 (RTY)
+0.86
Very Strong Positive
US equity indices
Market 1
Market 2
Correlation
Relationship
Trading Note
US Dollar Index (DX)
Gold (GC)
-0.78
Strong Negative
Classic inverse relationship
US Dollar Index (DX)
Euro (6E)
-0.95
Near Perfect Inverse
EUR is 57% of DX
VIX (VX)
S&P 500 (ES)
-0.82
Strong Negative
Fear gauge vs stocks
Treasury Bonds (ZB)
S&P 500 (ES)
-0.45
Moderate Negative
Flight to quality
Japanese Yen (6J)
Risk Assets
-0.62
Moderate Negative
Yen strengthens in crisis
Natural Gas (NG)
Coal Stocks
-0.38
Weak Negative
Energy substitution
Understanding Correlation Values
+0.90 to +1.00: Very strong positive - treat as same position
+0.70 to +0.89: Strong positive - limit combined exposure
+0.50 to +0.69: Moderate positive - monitor combined risk
+0.30 to +0.49: Weak positive - acceptable to trade both
-0.30 to +0.29: No significant correlation
-0.50 to -0.30: Weak negative - slight hedge effect
-0.70 to -0.50: Moderate negative - good diversification
-0.90 to -0.70: Strong negative - natural hedge
Trading Rules & Guidelines
Systematic rules for consistent risk management
Position Limits by Correlation
Correlation Range
Maximum Combined Units
Example
0.90 to 1.00
2 units total
CL + BZ = max 2 units
0.70 to 0.89
3 units total
GC + SI = max 3 units
0.50 to 0.69
4 units total
6A + HG = max 4 units
0.30 to 0.49
6 units total
ES + CL = max 6 units
Below 0.30
No limit
Full diversification
Risk Management Rules
Correlation-Based Risk Limits
Never exceed correlation limits even if total risk < 20%
Check correlations before adding any position
Review correlation changes weekly
Exit positions if correlations strengthen beyond limits
Use inverse correlations for portfolio hedging
Important Disclaimer
RISK DISCLOSURE: Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.
DATA ACCURACY: While we strive for accuracy, market data and correlations change constantly. Always verify current information before trading.
NO GUARANTEE: The Alsanaviss system is provided for educational purposes only. No guarantee of profitability is made or implied.