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position-sizer

Calculate risk-based position sizes for long stock trades using Fixed Fractional, ATR, or Kelly methods.

Updated Mar 25, 2026
Search Tags:#risk-management#atr#position-sizing#kelly-criterion#stock-trades#portfolio-constraints
One-click install
npx skills add https://github.com/MileniumTick/skills --skill position-sizer-mileniumtick
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: position-sizer
Source: https://github.com/MileniumTick/skills/tree/main/skills/position-sizer
Command: npx skills add https://github.com/MileniumTick/skills --skill position-sizer-mileniumtick

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the calculation of risk-based stock position sizes, eliminating guesswork and helping preserve capital.

Core Features & Use Cases

  • Fixed Fractional sizing to cap risk per trade.
  • ATR-based sizing to normalize position size by volatility.
  • Kelly Criterion guidance for allocation across multiple opportunities.
  • Use Case: when deciding how many shares to buy given account size, entry, stop, and risk preferences.

Quick Start

Calculate a position size for a $100,000 account with entry at 155 and stop at 148.50 using 1% risk.

Frequently Asked Questions about position-sizer

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate position size based on account risk and stop loss?▼

To calculate position size, input your account size, entry price, stop price, and risk percentage. The Skill uses Fixed Fractional risk management to determine the exact number of shares to buy while capping your total risk per trade.

What is the best way to size stock positions using ATR volatility?▼

ATR-based position sizing normalizes your share allocation by market volatility. By providing your account size, entry price, and Average True Range value, the calculation adjusts position dimensions to match current stock volatility.

Can I apply portfolio constraints like max position and sector exposure to my trades?▼

Yes, you can apply portfolio constraints such as maximum position limits and sector exposure caps. Providing these optional constraints ensures your final share recommendation adheres to your overall portfolio risk management rules.

How does the Kelly Criterion help with allocation across multiple stock trades?▼

The Kelly Criterion provides allocation guidance for multiple opportunities by using specific Kelly inputs. This method calculates optimal position sizing mathematically to maximize long-term capital growth across your stock portfolio.

Do I need predefined stop loss levels to calculate risk-based position sizes?▼

You need either a specific stop loss price or an ATR value to calculate risk-based position sizes. These inputs define the trade's risk parameters, which are required to output a final share recommendation with a full risk breakdown.

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