Position sizing is the most under-rated skill in trading. You can be right on direction and still lose money by sizing badly — too large into a drawdown, too small into your best ideas. Sizing, not stock-picking, is what keeps a portfolio alive through a losing streak.
Good sizing scales with edge and inversely with volatility. A high-conviction, well-corroborated signal in a calm stock warrants more capital than a marginal signal in a volatile one. Frameworks like the Kelly criterion formalise this trade-off.
Hard limits matter as much as the formula. Caps on per-position size and per-sector exposure prevent a single bad read from being fatal, no matter how confident the signal looked at entry.
Sintinel turns each composite signal into a suggested position size with built-in caps, so the question shifts from "how much do I feel like risking?" to "how much does the math justify?"