Crypto · Shadow book

Risk-balanced sizing

This book copies every pick, fill and exit of the self-learning test's frozen twin and changes one thing: each entry day's money is split so every pick carries an equal share of the risk, with no pick above 35%.

Collecting

Recorded on 7 days.

Pre-registered as RISK-ALLOC-1. From the test's own records with a 5-minute delay, as of 2026-10-23 03:12 UTC. Paper only, not investment advice.

Does splitting money by risk instead of in equal dollars give a smoother ride for the same picks?

Risk-balanced book
$9,443.31
Equal-dollar control
$9,068.78
Largest weight
35%
Days recorded
7
Where it stands

The test, stage by stage

  1. RegisteredDoneOct 17, 2026Sizing rule, cap and pass bar fixed before the first run.
  2. Historical testNot usedNone: it mirrors a book that only exists forward.
  3. Forward recordNowOct 16, 20267 days recorded.
  4. First readAheadJan 15, 2027Report only.
  5. DecisionAheadApr 16, 2027
Results so far

The running record

$9,000$9,500$10,000$10,500$11,0002026-10-162026-10-22$9,000$9,500$10,000$10,500$11,0002026-10-162026-10-22
Risk-balancedEqual-dollar control

The bar: It counts as helping only if its largest drawdown is at least a fifth shallower than the control's, and the interval of the daily return difference is not entirely below zero.

How it works

The rules, as registered

1

Mirror the frozen control book event by event: same coins, same fill prices and costs, same exits.

2

Split each entry day's total by equal risk contribution, estimated from 90 days of returns with shrinkage toward a simple target.

3

Compare daily returns and drawdowns with the control.

Limits

What this test cannot tell you

  • Same picks means it tests sizing, not selection.
  • Few days so far: early differences are noise.
  • Paper only: no orders, no real money, and not investment advice.
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