Position size = (Capital × 0.15 × IDM) / (Price × ATR_20 × √252)
: Combining multiple "low-Sharpe" strategies (around 0.40) across different asset classes to double your performance potential. Risk-Targeted Sizing
Include at least these 22 core markets:
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: Using algorithms to select the optimal set of whole contracts that match an "ideal" diversified virtual portfolio, especially for under-capitalized traders.