Discovery Thresholds
Volume Spike 5x
Multiplier vs average volume to trigger discovery
Price Move 5%
Minimum % move to trigger discovery
News Significance 0.7
Minimum AI confidence for news-based discovery
Bulk Deal 1%
Minimum % of equity for bulk deal discovery
Position Sizing
Max Single Position 25%
Maximum % of capital in single position
Max Sector Exposure 40%
Maximum % of capital in single sector
Kelly Multiplier 0.5
Fraction of Kelly (0.5 = Half Kelly)
Min Confidence 70%
Minimum signal confidence to trade
Risk Management
Max Daily Trades 10
Max Open Positions 20
Max Daily Loss 3%