ria-position-sizing-kelly

ria-position-sizing-kelly is a skill for Claude Code, Codex from deciqAI/knowledge-skills. It costs 69 tokens per session (681 once invoked), scanned A, original, MIT.

A framework for deciding how large an individual investment or concentrated holding should be in a portfolio. It combines estimated advantage, risk of loss, portfolio limits, and the client's investment policy.

In plain words
What is it for?
Use it to set position limits, review concentrated stock, choose rebalancing bands, and estimate a cautious position size for a single investment or theme.
Why use it?
It helps prevent one stock or theme from becoming large enough to seriously damage a client's financial plan. It also provides discipline for rebalancing or reducing inherited concentrated holdings.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Needs its repository: it reads a path above its own folder, which exists only inside the repository. The line is **Industry front door for [expected-value-and-kelly](../expected-value-and-kelly/SKILL.md).** Adds domain triggers, example, packs only. Parent Process unchange.

Good fit Use it to set position limits, review concentrated stock, choose rebalancing bands, and estimate a cautious position size for a single investment or theme.

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Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/deciqAI/knowledge-skills
agentmods
npx agentmods add skills/deciqai/knowledge-skills/ria-position-sizing-kelly

Made for: Claude Code, Codex.

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README.md
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Per session 69 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 681 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00069 $0.00681
Opus 5 $0.00034 $0.00341
Sonnet 5 $0.00014 $0.00136
Haiku 4.5 $0.00007 $0.00068

Measured 9d ago against content hash b785eab7e21c, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

ria-position-sizing-kelly scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

ria-position-sizing-kelly/SKILL.md · 50 lines

How it starts

The opening of the file, as written. The whole thing — 50 lines — stays where its author put it; the contents beside it link to each section on GitHub.

RIA — Position Sizing & Concentration Discipline

Industry front door for expected-value-and-kelly. Adds domain triggers, example, packs only. Parent Process unchanged. Not investment advice. Educational framework; apply within IPS and suitability.

Activate when: sizing a single-name or thematic position; a client with concentrated stock; setting max-position/rebalancing bands; "how much of the portfolio should this be?" Do NOT activate when: broad index allocation already governed by the IPS.

Why this variant

The parent expected-value-and-kelly sizes repeated positive-edge bets to maximize long-run growth without ruin. For an RIA, the discipline is inverted toward survival: fractional-Kelly thinking caps concentration so no single position can impair the client's plan.

Domain inputs → parent's Process

  • Establish the edge is real and repeatable before sizing anything.
  • Use fractional Kelly (e.g. ¼–½) — full Kelly is too volatile for client capital.
  • Bound by IPS max-position and drawdown tolerance; the smaller of Kelly-implied and IPS cap wins.
  • Treat concentrated legacy stock as an over-sized position to unwind on a tax-aware schedule.

Worked example

Client insists on a 25% single-stock position. → Even a generous edge under fractional Kelly rarely justifies 25% of a household's net worth; ruin risk dominates. Frame the trade-off, cap per IPS, and set a diversification glide-path (tax-aware). Documented as a suitability decision.

Packs

  • Solo: max-position + rebalancing-band rules in the IPS.
  • Advisory: concentrated-stock unwind playbook (tax-aware).

Red flags

  • Sizing to full Kelly / conviction with client capital.
  • Concentration exceeding IPS caps "because it's been working."
  • No ruin/drawdown check.

Verification

  • Edge validated before sizing
  • Fractional Kelly, bounded by IPS cap (smaller wins)
  • Drawdown/ruin tolerance respected
  • Concentration decisions documented for suitability

Read the full file on GitHub · 50 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 9d ago First seen · 50 lines · 69 tokens per session scan A b785eab7e21c

Subscribe to this mod's changes

ria-position-sizing-kelly is a skill published in the GitHub repository deciqAI/knowledge-skills (10 stars, last pushed 11d ago), licensed MIT. It adds 69 tokens to every session and 681 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.

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