ALSANAVISS

Professional Position Sizing & Risk Management System

Strategy Overview

1%
Risk Per Trade
2 ATR
Stop Loss Distance
20 Days
Entry Breakout
10 Days
Exit Signal
4
Max Units Per Market
20%
Max Total Risk
Position Size Formula: Contracts = (Equity × 0.01) / (ATR × Point Value × 2)

Position Sizing Calculator

Advanced Calculators

Correlation Limits
Portfolio Risk
Drawdown Tracker
P&L Simulator

Correlation-Based Position Limits

Portfolio Risk Monitor

Drawdown Tracker

Profit/Loss Simulator

Strategy Rules

Entry Rules
Exit Rules
Pyramiding
Risk Limits

Entry Rules

Signal Condition Action
Long Entry Price exceeds 20-day high Buy 1 unit at market
Short Entry Price breaks below 20-day low Sell short 1 unit at market
Initial Stop 2 ATR from entry price Place stop loss order
Entry Timing Actual breakout only No anticipation allowed

Exit Rules

Signal Condition Action
Exit Long Price breaks below 10-day low Sell all units at market
Exit Short Price breaks above 10-day high Cover all units at market
Stop Loss Price hits 2 ATR stop Exit entire position
Drawdown Exit Account drawdown reaches 20% Close all positions

Pyramiding Rules

Level Entry Condition Position Size Stop Adjustment
Initial Entry 20-day breakout 1 unit 2 ATR from entry
First Add +0.5 ATR profit +1 unit (2 total) Move to breakeven
Second Add +1.0 ATR profit +1 unit (3 total) Trail by 1 ATR
Final Add +1.5 ATR profit +1 unit (4 total) Trail by 1.5 ATR

Risk Limits

Limit Type Maximum Action if Exceeded
Per Trade Risk 1% of equity Reduce position size
Per Market Units 4 units No additional pyramiding
Correlated Markets 6 units combined Skip new signals
Total Portfolio 20 units No new positions
Drawdown Action 10% = reduce, 20% = stop Scale down or exit all

Market Correlations

Correlation Level Coefficient Range Maximum Combined Units Example Markets
Very High > 0.80 2 units CL & BZ, GC & SI, ES & NQ
High 0.60 - 0.79 3 units RB & HO, ZC & ZS, 6E & 6S
Moderate 0.40 - 0.59 4 units GC & 6E, CL & ES, ZW & ZC
Low 0.20 - 0.39 6 units CT & GC, LE & ZB, SB & NQ
Negligible < 0.20 No restriction OJ & 6J, HE & NG, CC & YM

Market Groups

Energy Complex

CL, BZ, RB, HO, NG

Precious Metals

GC, SI, PL, PA

Grains

ZC, ZS, ZW, ZM, ZL

Softs

CT, KC, SB, CC, OJ

Livestock

LE, GF, HE

Stock Indices

ES, NQ, YM, RTY

Currencies

6E, 6B, 6J, 6A, 6C

Interest Rates

ZB, ZN, ZF, ZT

Market Data Management

CSV Format: Category, Contract, Symbol, Exchange, Trading Hours, Size, Tick Value, Initial Margin, Maintenance Margin, Point Value

Risk Dashboard Summary

0
Total Positions
$0
Margin Used
$100,000
Available Capital
0%
Current Drawdown
Low
Correlation Risk
SAFE
Overall Status

Quick Reference

ATR Calculation
Breakout ID
Stop Placement
Examples

ATR (Average True Range) Calculation

ATR measures market volatility by decomposing the entire range of an asset price for that period.

  1. Calculate True Range (TR) = Max of:
    • Current High - Current Low
    • |Current High - Previous Close|
    • |Current Low - Previous Close|
  2. ATR = 20-period average of True Range values
Example: If ATR = 2.50 for ES, and ES point value = $50, then 1 ATR = $125 per contract

Breakout Identification

A valid breakout occurs when price exceeds the highest high (for longs) or lowest low (for shorts) of the past 20 trading days.

  • Long Signal: Today's high > Highest high of previous 20 days
  • Short Signal: Today's low < Lowest low of previous 20 days
  • Entry: Enter on the next tick after breakout confirmation
  • No Anticipation: Wait for actual breakout, don't predict

Stop Loss Placement

Stops are placed 2 ATR from entry price to allow for normal market volatility.

  • Long Stop: Entry Price - (2 × ATR)
  • Short Stop: Entry Price + (2 × ATR)
  • Pyramiding: Adjust stops as position profits grow
  • Never Move Against: Stops only move to reduce risk

Position Sizing Examples

Example 1: E-mini S&P 500
Account: $100,000 | Risk: 1% = $1,000
ATR: 50 points | Point Value: $50
Stop Distance: 2 × 50 = 100 points = $5,000
Position Size: $1,000 / $5,000 = 0.2 contracts → Round to 0 (no trade)
Example 2: Crude Oil
Account: $100,000 | Risk: 1% = $1,000
ATR: $1.50 | Point Value: $1,000
Stop Distance: 2 × $1.50 = $3.00 = $3,000
Position Size: $1,000 / $3,000 = 0.33 contracts → Round to 0 (no trade)
Important Disclaimer: This dashboard is for educational purposes only. Futures trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. All market data must be verified independently before making any trading decisions. Users should consult with qualified financial professionals before engaging in futures trading.