Risk Matrix Guide & Analytics
Institutional position risk management. Calculate Value-at-Risk, volatility-adjusted position sizing, and portfolio-level correlation exposure before every trade.
Portfolio VaR Gauge
Overview
A 180-degree gauge displaying current 1-day 95% Value-at-Risk as a percentage of portfolio value. VaR represents the maximum expected loss on 95% of trading days. The red zone begins at 5% VaR the institutional threshold above which positions must be reduced.
How to Read
Below 3% = conservative, well-managed risk. 3-5% = moderate, acceptable for active trading. Above 5% = excessive reduce position sizes or add hedges immediately.
Volatility-Adjusted Position Sizer
Overview
Interactive calculator: input Asset, Entry Price, Stop Loss, and Account Size. Outputs exact position size (coins + USD) using a fixed 1% account risk rule, adjusted for the asset's current 14-day ATR.
How to Read
The ATR adjustment means volatile assets automatically receive smaller position sizes. A stop-loss at 2x the ATR is considered statistically sound beyond normal daily noise.
Portfolio Correlation Scatter
Overview
A scatter plot of all current open positions. X-axis = individual position VaR, Y-axis = correlation to BTC. Bubble size = position size ($). Coloured by sector. Reveals whether positions are truly diversified or all correlated to the same macro risk factor.
How to Read
Ideal portfolio = positions spread across both axes. Bubbles clustered in the top-right (high VaR + high BTC correlation) = dangerously concentrated risk.
