4.2 Discipline Index (D)
The Discipline Index captures the tightness of your configuration as a dimensionless scalar:
D = (P · N) / (L · B)
Interpretation
| Range | Profile | Behavior |
|---|---|---|
| D > 1 | Strict / Conservative | Higher profit targets relative to loss tolerance |
| D ≈ 1 | Balanced | Symmetric risk-reward profile |
| D < 1 | Relaxed / Aggressive | Wider loss tolerance, more flexibility |
tip
A higher Discipline Index means tighter constraints and more conservative position sizing.