Build a risk management framework for my trading account. Account size: $[X]. Trading style: [DAY/SWING/POSITION]. Primary instruments: [LIST]. Current win rate: [%], Average R:R: [RATIO].
Define: 1) Position sizing formula for my specific win rate and R:R (Kelly criterion vs. fractional Kelly), 2) Maximum single-position risk as % of account, 3) Maximum portfolio drawdown before stopping (circuit breaker), 4) Correlation rules to prevent overconcentration, 5) Scaling in/out rules for positions, 6) Daily/weekly loss limits and mandatory break rules, 7) Review cadence for rule evaluation. Show...