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position sizing

Duan Yongping
2026-10-15 10:05:55

Investor principles echoed in PONS discussion: If you cannot see the future clearly, do not build a heavy position

A reader question about whether PONS is still worth holding after profit fell from 90% to 30% led the author to restate a core investing rule associated with Duan Yongping: do not take a large position in something you do not truly understand. The piece refers back to two earlier articles on Sept. 8 and Sept. 22, where the author said judging how a newly emerged project’s fundamentals may change over the next year is close to gambling, or at least heavily dependent on luck. The same uncertainty, the author argued, applies to PONS over both short and longer time frames, including whether earnings can continue, whether a pullback may persist, whether the team has resilience, and whether the business model has a moat. On that basis, the author said they cannot judge PONS’ future profitability, and therefore cannot judge its investment value or the right next step. The article also shifts the focus from whether to keep holding to a prior question: why the position was opened in the first place. If it was only a trial or for fun, the capital should have been limited to money one could afford to lose; if it was a large position, the investor should revisit whether the original decision was sound.

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Investor principles echoed in PONS discussion: If you cannot see the future clearly, do not build a heavy position
Foresight
2026-09-09 11:22:19

Foresight commentary says gains in unfamiliar bets like SHROOM are largely a matter of luck

A commentary published by Foresight uses a recent SHROOM trade to make a broader point about investing in crypto assets that an investor does not fully understand. The author said a friend mentioned buying SHROOM last Thursday or Friday with only a small amount of capital and later selling after the token rose 6x to 7x because he did not really understand it. The author added that he also noticed SHROOM last Friday but chose not to buy because he could not judge whether the project’s current model could last. According to the piece, SHROOM’s momentum appears tied to its ability to keep drawing liquidity under the current trend, lifting both total value locked, or TVL, and market capitalization. Still, the author said similar mechanisms have appeared in other DeFi projects before and those projects ultimately failed to maintain momentum. He also argued that SHROOM has not yet secured a stable position in the ecosystem and could be overtaken if competing projects add marketing or modest innovation. The article’s conclusion is that taking a small position in something poorly understood may be a reasonable, risk-controlled way to participate, but any outsized return from that kind of trade should not be treated as a repeatable investing method.

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Foresight commentary says gains in unfamiliar bets like SHROOM are largely a matter of luck
Hyperliquid
2026-09-01 03:43:40

Hyperliquid 43,000-Address Review: Top Traders Profit From a Small, Lasting Edge

Foresight reviewed 43,000 Hyperliquid addresses. The takeaway it presents: stop believing oversized positions are the route to sudden wealth. Twelve top accounts show the real nature of trading profits. These Hyperliquid traders keep making money with a small edge, sustained over time. The review uses address-level data to demonstrate that consistency matters more than a single big score. When a repeatable marginal advantage is the actual driver, heavy-position bets are not required. The 12 standout accounts are the core evidence for that conclusion. Their behavior is a reminder that profitability on Hyperliquid comes not from one massive trade, but from many small, disciplined edges. With 43,000 addresses in the sample, the pattern holds broad support. For anyone chasing crypto profits, the message is direct: do not worship heavy positions. The truth, as the 12 top accounts reveal, is quieter—micro edges, sustained profitability. That is the key difference highlighted by the review.

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Hyperliquid 43,000-Address Review: Top Traders Profit From a Small, Lasting Edge
The Odyssey
2026-08-14 15:55:08

Five Trading Lessons From The Odyssey: Strategy, Discipline and Risk Control

A MarsBit analysis uses Homer’s Odyssey to frame five practical lessons for traders: strategy beats brute force, self-control works better when rules are set in advance, survivable losses matter more than perfect outcomes, strategies must adapt when market conditions shift, and long-term performance says more than any single trade. The piece argues that traders cannot control the market any more than Odysseus could control the sea, the gods or his crew. What they can control is position sizing, entry and exit rules, stop-loss discipline and how they respond when a thesis breaks down. The article links several episodes from the epic to trading behavior. Odysseus’s escape from the Cyclops is presented as a model for preplanned execution rather than raw conviction. His decision to be tied to the mast before hearing the Sirens becomes an example of commitment mechanisms, including preset TP/SL levels and defined loss limits. The choice between Scylla and Charybdis is used to explain why avoiding catastrophic drawdowns matters more than chasing ideal outcomes. MarsBit also cites a Journal of Finance study on 66,465 brokerage accounts and a BIS study on crypto trading behavior after the Terra and FTX collapses, arguing that overtrading and emotion-driven decisions often damage results. In the end, the report says a trading system is judged over a long sample, not by one winning screenshot.

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Five Trading Lessons From The Odyssey: Strategy, Discipline and Risk Control
South Korea s
2026-07-25 11:55:59

NDV on Korea’s near-9% weekly slide: position sizing and leverage matter as much as the thesis

Jason of NextGen Digital Venture used the latest sell-off in South Korea’s equity market to argue that getting the long-term theme right is not enough if price, time horizon, leverage, and position size are ignored. From July 10 to July 16, 2026, the Korea Composite Stock Price Index fell 8.77%, while the Philadelphia Semiconductor Index dropped 9.97% from July 10 to July 17. In the article, Jason says the pullback does not prove the artificial intelligence story is over, but it does force investors to revisit what happens when crowded positioning and leverage meet a sudden change in conditions. He points to market concentration as one pressure point. As of July 15, 2026, Samsung Electronics and SK Hynix made up 52% of the KOSPI by market capitalization, up from 34% at the end of 2025. He also cites disclosures from South Korea’s Financial Services Commission showing that market value in single-stock-linked leveraged products rose from KRW 4.4 trillion on May 27 to KRW 11.9 trillion on July 15. Jason does not claim that leverage liquidations explain every sell order, noting that the Bank of Korea raised rates on July 16 and that oil prices, geopolitical risks, and AI stock valuations were all shifting at the same time. His argument is narrower: when index concentration is high and leverage tied to a few names expands quickly, the market structure itself can amplify the first wave of selling.

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NDV on Korea’s near-9% weekly slide: position sizing and leverage matter as much as the thesis