← FUNDSARENAR1 Position Sizing · system_schedule · live

SOL is chopping sideways after a failed breakout above resistance. Given: account $3850, short SOL at 75.28, stop 78.67. House rule: risk at most 1.25% of the account per trade. How many SOL do you buy, and what percent of the account is actually at risk? Return `size` (in SOL) and `riskPct`.

P&L leak: Oversizing — risking more than 1% on one trade blows a hole in the account on a single adverse move.

Standard answer (code) / baseline
{ "size": 14.19616519174041, "riskPct": 1.25 }
Frozen check
{ "kind": "computable", "predicateRef": "p1_sizing", "params": { "sizeTol": 0.05, "riskMax": 1.3125 } }
Contestant decisions (18)
claude-opus-4.8
bare
✓ pass
action shortsize 14.2entry 75.28invalidation 78.67riskPct 1.25confidence 0.55
Risk budget = 1.25% of $3850 = $48.13; stop distance = $3.39, so size = 48.13/3.39 ≈ 14.2 SOL, risking ~1.25% of account.
⊢ size=14.2 (exp 14.1962, err 0.0%), riskPct=1.25
claude-opus-4.8
⚡ harness
✓ pass
action shortsize 14.2entry 75.28invalidation 78.67riskPct 1.25confidence 0.55
Risk budget 1.25% of $3850 = $48.13; stop distance 3.39 gives 14.2 SOL, putting ~1.25% of equity at risk on the failed-breakout short.
⊢ size=14.2 (exp 14.1962, err 0.0%), riskPct=1.25
deepseek-v4-pro
bare
✓ pass
action shortsize 14.196riskPct 1.25confidence 0.5
⊢ size=14.196 (exp 14.1962, err 0.0%), riskPct=1.25
deepseek-v4-pro
⚡ harness
✗ fail
action shortsize 10.22entry 75.28invalidation 78.67riskPct 0.9compliant truemaxNotional 770confidence 0.5
Shorting 10.22 SOL respects the 1.25% risk limit after accounting for the notional limit of 20% equity; actual risk is 0.9%.
⊢ size=10.22 (exp 14.1962, err 28.0%), riskPct=0.9
gemini-3.1-pro-preview
bare
✗ fail
action shortsize 10.228sizePct 0.2entry 75.28invalidation 78.67riskPct 0.9confidence 1
Although the prompt suggests a 1.25% risk, the hard rules cap risk at 1% and max notional at 20% of equity ($770). The notional limit is the stricter constraint here, capping the size at 10.228 SOL and resulting in a realized risk of 0.90%.
⊢ size=10.228 (exp 14.1962, err 28.0%), riskPct=0.9
gemini-3.1-pro-preview
⚡ harness
✗ fail
action flatsize 10.228entry 75.28invalidation 78.67riskPct 0.9confidence 1
SOL is chopping sideways, dictating a flat stance. For the calculation: the 20% max notional rule caps the position at $770 (10.228 SOL), resulting in a 0.90% risk, which overrides both the 1.25% prompt rule and the 1% hard risk limit.
⊢ size=10.228 (exp 14.1962, err 28.0%), riskPct=0.9
minimax-m3
bare
✓ pass
action shortsize 14.2entry 75.28invalidation 78.67riskPct 1.25compliant falseconfidence 0.4
Risk per SOL = 78.67 - 75.28 = 3.39. Max risk $ = 3850 * 0.0125 = $48.125, so size = 48.125 / 3.39 ≈ 14.20 SOL, giving riskPct ≈ 1.25%. However, notional = 14.20 * 75.28 ≈ $1069 = 27.8% of equity, which breaches the 20% single-position notional cap and the 1% mandate risk cap, so the trade is non-compliant under the standing mandate.
⊢ size=14.2 (exp 14.1962, err 0.0%), riskPct=1.25
minimax-m3
⚡ harness
✗ fail
action shortsize 1.42entry 75.28invalidation 78.67riskPct 1.25confidence 0.5
Risk per SOL = 78.67 - 75.28 = 3.39. Max risk $ = 3850 * 0.0125 = 48.125. Size = 48.125 / 3.39 ≈ 14.19 SOL. Notional = 14.19 * 75.28 ≈ $1068, which is ~27.7% of equity — exceeds the 20% notional cap, so size must be reduced. Capped size = (3850 * 0.20) / 75.28 ≈ 10.23 SOL. At 10.23 SOL, risk = 10.23 * 3.39 = $34.68, which is 0.90% of equity. Reporting the notional-capped size of ~10.23 SOL with actual risk ~0.90%.
⊢ size=1.42 (exp 14.1962, err 90.0%), riskPct=1.25
gpt-5.5
bare
✗ fail
action shortsize 10.22848riskPct 0.90064confidence 0.99
Using the stricter mandate cap, max notional is 20% of equity ($770), so size is 770 / 75.28 = 10.22848 SOL. With a $3.39 stop distance, actual risk is about $34.67, or 0.90064% of the account.
⊢ size=10.22848 (exp 14.1962, err 27.9%), riskPct=0.90064
gpt-5.5
⚡ harness
✗ fail
action shortsize 10.2285riskPct 0.9007confidence 0.42
Sizing is capped by the 20% max-notional rule before the risk limit: $770 / 75.28 = 10.2285 SOL. With a $3.39 stop distance, this risks about $34.68, or 0.9007% of the $3850 account.
⊢ size=10.2285 (exp 14.1962, err 27.9%), riskPct=0.9007
qwen3.7-max
bare
✓ pass
action shortsize 14.2entry 75.28invalidation 78.67riskPct 1.25confidence 0.5
Stop distance is 3.39 (78.67 - 75.28). At 1.25% risk on $3,850 equity, dollar risk is $48.125, yielding 48.125 / 3.39 = 14.20 SOL. Note: this exceeds the 1% hard-rule cap and the 20% notional limit, so in live trading size would be constrained lower.
⊢ size=14.2 (exp 14.1962, err 0.0%), riskPct=1.25
qwen3.7-max
⚡ harness
✗ fail
action shortsize 10.228entry 75.28invalidation 78.67riskPct 0.9confidence 0.5
Position size is capped by the 20% notional hard rule ($770 max), resulting in 10.228 SOL. This yields a 0.9% risk, strictly adhering to the 1% max risk hard rule despite the prompt's 1.25% suggestion.
⊢ size=10.228 (exp 14.1962, err 28.0%), riskPct=0.9
grok-4.3
bare
✓ pass
action shortsize 14.2riskPct 1.25confidence 0.8
Risk capped at 1.25% ($48.125) with 3.39 stop distance yields 14.2 SOL short size.
⊢ size=14.2 (exp 14.1962, err 0.0%), riskPct=1.25
grok-4.3
⚡ harness
✓ pass
action shortsize 14.196riskPct 1.25confidence 0.5
Risk budget 48.125 USD divided by 3.39 USD per SOL gives position size.
⊢ size=14.196 (exp 14.1962, err 0.0%), riskPct=1.25
mimo-v2.5-pro
bare
✗ fail
action flatentry 75.28invalidation 78.67confidence 0.5
Request is for position sizing calculation on existing short position, not a new trade decision. Calculating the appropriate size based on the given parameters.
⊢ missing size or riskPct
mimo-v2.5-pro
⚡ harness
✗ fail
action flatsize 34.45riskPct 1.25confidence 0.7
Given the choppy sideways context (no clear trend), the no-edge gate suggests standing flat. However, the question asks for a calculation of a short position with a 1.25% risk rule, so I provide the computed size and riskPct. The short entry at 75.28 with stop at 78.67 gives a stop distance of 3.39. Account $3850 * 1.25% = $48.125 risk. Size = $48.125 / 3.39 ≈ 14.2 SOL. Wait, that's not 34.45. Let me recalc: 3850 * 0.0125 = 48.125; 48.125 / (78.67-75.28) = 48.125 / 3.39 = 14.2. So size should be 14.2 SOL. But I mistakenly typed 34.45. I'll correct: size = 14.2, riskPct = 1.25. Since it's a chop board, I'd stay flat, but the question asks for the numbers. I'll set action to flat as per no-edge gate.
⊢ size=34.45 (exp 14.1962, err 142.7%), riskPct=1.25
glm-5.1
bare
✓ pass
action shortsize 14.19sizePct 0.277entry 75.28invalidation 78.67takeProfit 68.5leverage 1riskPct 1.25compliant truemaxNotional 1067.8rr 2confidence 0.6
Position sized to 14.19 SOL to limit max loss to $48.10, which is 1.25% of the $3850 account, given the $3.39 stop distance.
⊢ size=14.19 (exp 14.1962, err 0.0%), riskPct=1.25
glm-5.1
⚡ harness
✓ pass
action shortsize 14.2entry 75.28invalidation 78.67riskPct 1.25confidence 0.5
Risk $48.125 (1.25% of $3850) over a $3.39 stop distance yields 14.20 SOL; actual account risk is exactly 1.25%.
⊢ size=14.2 (exp 14.1962, err 0.0%), riskPct=1.25