Position Sizing

---
name: position-sizing
description: position sizing, Kelly criterion, risk budgeting, volatility targeting, portfolio allocation, bet sizing, capital allocation, drawdown management, position management, risk parity sizing
multi_ticker_semantics: target_with_optional_peers
temporal_scope:
  default_quarters: 8
  max_quarters: 20
  description: "8 quarters for portfolio construction; 20 for strategy backtesting."
allowed_tools: [search_knowledge_entries, get_knowledge_entry, search_by_analogue, get_realtime_quote, search_xbrl_facts]
retrieval_scope: structured_only
min_tool_diversity: 4
parameter_free: true
---

## Defaults

| Parameter | Default Value | Rationale |
|-----------|---------------|-----------|
| parameter_free | true | This skill has no tunable parameters; analysis scope set by temporal_scope frontmatter |

## Preflight

Run canonical pre-flight per `contracts/preflight.md`. Propagate X-Agentii-Trace per `contracts/x-agentii-trace-header.md`.

## Methodology

### Retrieval Scope
structured_only

### Retrieval Strategy
Query knowledge entries for relevant frameworks; query search_by_analogue for historical cases.

### Temporal Scope
See frontmatter temporal_scope block.

### Tool Allowlist
See frontmatter allowed_tools.

### Protocol
See ## Protocol section below.



# Position Sizing

Portfolio strategy analysis powered by spec 037 L3 knowledge base.

## Preflight
Run the canonical pre-flight sequence. See `contracts/preflight.md`.

## Data Source Priority
1. Knowledge entries (L3 strategy frameworks) → 2. `search_by_analogue` for strategy cases → 3. XBRL facts (position/portfolio context)

## Protocol
1. **Strategy Framework** — apply L3 frameworks from `references/knowledge-frameworks.md`
2. **Analogue Retrieval** — query historical cases matching the strategy pattern
3. **Quantitative Analysis** — compute relevant metrics using XBRL + knowledge frameworks

## Methodology

### Retrieval Scope
structured_only

### Retrieval Strategy
Query gold.knowledge_entries for frameworks; query search_by_analogue for historical cases.

### Temporal Scope
See frontmatter temporal_scope.

### Tool Allowlist
See frontmatter allowed_tools.

### Protocol
See ## Protocol section below.

## Output File
`{ticker}/{YYYY-MM-DD_HHMM}_position-sizing_{affix}.md`

## Output Structure

1. **Executive Summary** — key findings in 2-3 sentences
2. **Framework Analysis** — applied frameworks with specific findings
3. **Quantitative Metrics** — relevant calculations and benchmarks
4. **Historical Analogues** — matched cases with citations
5. **Risk Assessment** — key risk factors and mitigants
6. **Coverage Gaps** — data limitations and degraded flags
1. Executive Summary 2. Strategy Framework 3. Quantitative Analysis 4. Historical Analogues 5. Risk Assessment 6. Scenarios

## Error Handling
| No L3 frameworks available | Proceed with standard analysis; flag `knowledge_coverage: degraded` |

## Final Summary (TUI)
Include `### Key Citations` block (0–10 /v/ URLs).

## Memory Load

Load prior context before retrieval. See `contracts/memory-load.md`.

## Snapshot

Post-session synthesis. See `contracts/snapshot-synthesis.md`.

## Output Frontmatter

Structured output per `contracts/output-frontmatter-schema.md`.

## References
`references/knowledge-frameworks.md`, `contracts/citation-and-memory.md`