portfolio retail

Risk management fundamentals

Core controls available in portfolio workflows—explained for education only.

Max risk per trade

Three semicircular gauges for per-trade, portfolio, and position size limits.
These controls work as a system: tightening one shifts what the others imply in practice—especially when correlation clusters your risk.

Caps how much of the portfolio may be lost on a single position under modeled scenarios. Lower values are more conservative. This is a control, not a guarantee of maximum loss in extreme markets (gaps, halts, geopolitical shocks).

Max portfolio risk

Limits aggregate modeled risk across holdings. Use alongside diversification, liquidity, and correlation awareness—models often underestimate tail dependence.

Position count and size caps

Max positions encourages diversification. Max position size reduces single-name concentration. Together they shape how optimization and Hunt search the feasible set. If suggestions feel repetitive, widen the universe or tighten liquidity filters before raising caps.

Settings surfaces in IRIS

Update caps and presets from your portfolio screens in IRIS (risk settings and related controls). If documentation and UI disagree, trust the in-app labels and file a bug.

Integrators: risk-setting fields in the API mirror what you see in IRIS—see the Developers portal for schemas.

Rebalancing discipline

Rebalancing can reduce drift but may realize gains/losses and incur costs. Product defaults are starting points—adjust to your constraints, tax situation, and transaction costs.

Behavioral risks

  • Over-trading after losses (revenge trading).
  • Ignoring cash needs and emergency funds.
  • Trusting a single indicator or stage label in isolation.

Pair TRINITY with a written investment policy statement if you manage meaningful capital.

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