How we calculate risk
Every number here you could work out by hand — there's no secret score. Here's exactly how each one is built.
Likely bad day (VaR 95%, 1-day)
We line up the last 250 daily moves and take the 5th-worst percent. Read it as: on about 5 days out of 100, a one-day loss bigger than this is expected. Its blind spot — it says nothing about how bad the worst days get.
Worst drop (1 year)
The deepest fall from a peak to the following low over the last 365 days. This is the number that actually shows the pain, and it's why we never show the "likely bad day" on its own.
Volatility right now
We take the last 30 days of ups and downs and rank them against the past year: calm below the 25th percentile, choppy above the 75th, wild above the 95th.
Risk score (1–10)
An equal blend of four things, each turned into a 0–1 riskiness: daily swing (capped at 8%), the volatility ranking, the likely bad day (capped at 10%), and the worst drop (capped at 60%). Score = 1 + 9 × the average.
Position sizing
Suggested size = (account × risk %) ÷ (daily swing × your stop multiple). For illustration only, and it needs numbers you type in — we never assume or store them.