Review my current trading portfolio for risk concentration and sizing errors: PORTFOLIO: [List your positions: ticker, direction, size in $, stop level] Example: - Long NVDA: $10,000, stop -8% - Long AMD: $8,000, stop -7% - Long SMCI: $5,000, stop -10% - Short TLT: $6,000, stop +5% - Total account: $50,000 Analyze: 1. CONCENTRATION RISK: Correlated positions (same sector, same macro factor exposure, same earnings date cluster) 2. MAXIMUM DRAWDOWN SCENARIO: If worst case hits simultaneously across correlated positions, what's the % loss? 3. POSITION SIZING ERRORS: Flag any position where risk per trade exceeds [2%] of account 4. KELLY CRITERION CHECK: Based on my stated win rate [e.g. 55%] and avg win/loss ratio [e.g. 1.8:1], what's the optimal position size per trade? 5. RECOMMENDATIONS: Specific position adjustments to reduce correlated exposure and right-size outliers