zenith-execution

What problem does it solve?

High-variance trading decisions are hard to size and manage; Zenith Execution provides a deterministic framework for position sizing, stop-loss determination, Monte Carlo risk assessment, and portfolio rebalancing.

Core Features & Use Cases

• Position Sizing (Half-Kelly): calculates optimal Kelly fraction, halves it for practical execution, with a hard cap to limit risk.
• Stop-Loss (Structural Invalidation): identifies a validation point distance and maps risk to position size to protect capital.
• Monte Carlo Simulation: runs many synthetic paths to estimate median outcomes, drawdowns, and ruin probabilities.
• Portfolio Rebalance: evaluates drift from targets and outputs actions to restore allocation parity.

Quick Start

Execute a Monte Carlo simulation with a 60% win rate, 1:1 reward-to-risk, 1% risk per trade, a fixed number of trades, and starting capital, then report the median final equity and maximum drawdown.