ValthorLabs

11 / Sizing and exposure

Position Size & Portfolio Exposure Calculator

A planned tool for translating account risk, stop distance and instrument specification into position size while keeping aggregate exposure visible.

Primary review question

What position size is consistent with the stated risk budget, and how does that position affect total portfolio exposure?

The answer must be derived from declared assumptions and visible evidence classes. It must not be converted into a promise of future trading performance.

Current limitation

Specification before automation.

This page is a public specification frame. It does not yet perform live sizing calculations.

Planned inputs

  • Account equity or allocated capital
  • Risk percentage or fixed cash risk
  • Stop distance, tick value, tick size and contract size
  • Existing correlated exposure and margin context

Review outputs

  • Calculated volume and cash risk
  • Approximate margin and exposure context
  • Portfolio-level concentration warning
  • Invalid-input warning when symbol specifications are incomplete

Methodology controls

  • The tool must not optimize risk appetite. It only translates user-provided risk constraints.
  • Instrument specifications are user responsibility unless imported from a verified source.
  • Correlation warnings are informational and cannot replace portfolio risk management.

Publication discipline

Why this page exists before the final tool.

Valthor Labs keeps planned utilities visible so users can inspect the intended methodology instead of seeing empty placeholders. The status label, limitations and review boundaries are part of the page content, not hidden footnotes.

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