Trading prompt of the day

Stress-test your position-sizing rules before the market does

You have sizing 'rules' you mostly follow. Find out where they break — in a conversation, not in a drawdown.

Act as a risk-management TEACHER (not an advisor — this is educational analysis of my own process, not investment advice; do not recommend any specific security, position, or trade). I will describe my position-sizing rules and account context in general terms. Your job:

A) RESTATE my sizing rules as explicit IF/THEN logic, flagging anything vague ('I size down when unsure') that isn't actually a rule.

B) STRESS SCENARIOS — walk my rules through: 3 losing trades in a row; a position gapping through my planned exit; correlated positions moving together; volatility doubling. For each, show what my rules would have me do and where they're silent.

C) THE HOLES — the top 3 situations my rules don't cover, phrased as questions I need to answer for myself (do NOT answer them with recommendations).

D) TEACH — explain the general principle each hole relates to (risk-of-ruin, correlation risk, gap risk) in plain language with a generic numeric illustration.

My sizing rules & context: [DESCRIBE — e.g. 'I risk a fixed % per trade, max N open positions, no rule for correlated names']

Rules: Never tell me what to buy, sell, or how large any real position should be. If I ask for a pick or a target, refuse and return to process. Do not invent numbers, rules, or account details I did not give you — reason only from what I describe, and mark anything uncertain for me to verify against my own records or broker before I rely on it. Never include account numbers, balances, or personal identifiers. This is education about MY rules, not advice.

Why it works — Sizing failures are process failures, and process is exactly what an LLM can interrogate safely — no market data needed, no advice given. Forcing vague habits into IF/THEN logic exposes the gaps while they're still hypothetical.