Base size = (book ร base risk %) / (entry โ stop). This is fixed-fractional risk.
Then the brain applies modifiers:
ML confidence: <55% โ skip the trade. 55โ70% โ half size. 70โ85% โ full size. 85%+ โ can go 1.25x (still capped at 2% max risk).
Daily P&L: If you're down >1% on the day, size halves. Tilt protection.
Drift: If model drift is >10%, size halves. The brain doesn't trust itself when regime is shifting.
Symbol weight: Symbols with proven edge (learned weight >1.1) get a small bump. Symbols with negative edge get cut size.
Daily limit: Hard cap โ never risk more than your daily loss limit allows for one trade.