Data-driven position sizing and stop-loss rules extracted from 13,385 historical trades.

• Prioritize explicit risk validation before entry: trades with documented risk-per-trade checks and 2:1 reward ratios show 92% success rates and +$1,379 average PnL
• Adapt trade frequency to market regime: flat markets tolerate 3–6 trades maximum; choppy markets require 0–10 trades per 24 hours; excessive frequency (150+ trades) correlates with losses exceeding $500
• Apply position sizing caps: limit single trades to 2% equity risk and diversify across multiple assets rather than concentrating positions
• Close losing positions proactively near breakeven to free capital; close short positions immediately when momentum shifts