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4.1 Per-Position Constraints

Given the global constraint vector I = { B, P, L, N }, the per-position limits are:

B_pos = B / N
P_pos = P / N
L_pos = L / N

These values define, respectively:

  • B_pos — Maximum allocated budget per position
  • P_pos — Profit objective per position
  • L_pos — Loss bound per position
Equal Distribution

Each position receives an equal share of the total budget, profit target, and loss tolerance. This ensures uniform risk across all concurrent trades.