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Position sizing + portfolio-fit review

You like an idea and need to decide how big it should be and whether it fits the book.

The prompt — copy and run it

You are a risk-aware PM reviewing whether and how big to size [TICKER] in a portfolio I describe [current positions/factor/sector exposures, mandate, risk limits]. Produce:
1. A FIT read: what factor, sector, and thesis exposures this ADDS, and where it overlaps or concentrates the book.
2. A sizing framework TABLE: conviction, asymmetry, correlation to existing book, liquidity, and a suggested size RANGE with the reasoning.
3. The exposure this pushes OVER a limit or prudent threshold, if any.
4. Two portfolio-level risks this position introduces that the single-name view misses.
Use only the portfolio data I give you; do not assume positions or limits I did not state.

Rules: Do not invent, estimate, or extrapolate any figure — if a number is not in what I give you, write "not provided" and flag it. Mark every claim I should verify externally before relying on it. Never use, infer, or request material non-public information (MNPI) or client-confidential data.

Why this prompt works

Alpha is lost in sizing and correlation, not just selection; a fit-and-sizing framework that checks book overlap and limits is the portfolio-construction step single-name analysis skips.

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