name: simmer-position-sizer description: Kelly Criterion position sizing for Simmer traders. Know your win rate, know your edge — this skill tells you exactly how much to bet. Pre-trade calculator or daily sizing report. The math your strategies deserve. metadata: author: "DjDyll" version: "1.0.2" displayName: "Simmer Position Sizer" difficulty: "intermediate"

📐 Simmer Position Sizer

This is a template. Plug in your Kelly fraction and bet caps, point it at your trade journal, and the math does the rest. No strategy logic to write — just configure your risk tolerance and run it.

Setup

1. Install SDK: pip install simmer-sdk
2. Set API key: export SIMMER_API_KEY=your_key_here
3. Run: python position_sizer.py --live

Configuration

Quick Commands

python position_sizer.py                              # Daily report (sim journal)
python position_sizer.py --live                       # Daily report (live journal)
python position_sizer.py --strategy NAME --price 0.35 # Pre-trade calculator
python position_sizer.py --config                     # Show config
python position_sizer.py --set SIZER_MAX_BET=50       # Update config

Example Output — Daily Report

📐 Position Sizer — 1/4 Kelly | Last 30 days
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Bankroll: $312.40 | Floor: $50.00 | Deployable: $262.40
Max bet cap: $25.00 | Min trades required: 20

STRATEGY RECOMMENDATIONS
  btc_momentum      n=142  WR=72.5%  avg_price=0.35  Kelly=18.3%  →  $12.07
  eth_midcandle     n=67   WR=61.2%  avg_price=0.55  Kelly=9.8%   →  $6.45
  btc_midcandle     n=49   WR=65.3%  avg_price=0.42  Kelly=13.1%  →  $8.64  ⚠ capped at $25
  weather_consensus n=38   WR=74.0%  avg_price=0.28  Kelly=22.1%  →  $14.56

NEGATIVE EDGE (do not bet)
  eth_btc_lag       n=21   WR=51.2%  avg_price=0.65  Kelly=-2.1%  →  $0.00

Skipped (below min_n=20): eth_session_open (n=4)

Troubleshooting

• "Strategy not found" — check spelling matches your journal exactly
• "No journal found" — set SIZER_JOURNAL_PATH to your trade_journal.jsonl
• "Negative edge on everything" — your WR may be low, or min_n too high — run calibration report first
• "Bankroll API error" — check SIMMER_API_KEY is valid