상관관계가 낮은 자산의 포지션 규모 조정에 대한 질문

Your ATR approach for consistent percentage risk at the stop is sound, assuming your stops are well-defined. But for less correlated assets, do you also factor in how their correlation might change under stress, or are you just treating each as an isolated risk?

That's a solid approach for consistent risk. Have you considered how using a fixed percentage of account value for stop loss risk interacts with your total portfolio allocation across different asset classes, especially with less correlated ones?

Your ATR approach for sizing is standard. Where does the 'less correlated assets' part come in? Are you talking about portfolio-level risk management or just individual sizing for each asset in a portfolio that happens to be less correlated?

Your ATR approach for sizing makes sense, but applying it blindly to less correlated assets might not give you the diversification you're expecting if the volatility estimates are off or the correlation suddenly shifts. Have you backtested how your total portfolio volatility behaves when those less correlated assets experience their own unique, large moves?