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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.

The prompt — copy and run it

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 this prompt 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.

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