- Allocate across 7 sectors to limit exposure in any one sector
- Allocations to specific trades are sized according to recent market volatility and price.
- Volatility stops are utilized on the day of entry and recalculated on a daily basis
- Individual projected market risk is limited between 0.3% and 0.6% of capital. Targeted daily risk on overall portfolios 1.5% – 3.0%.
