← Process notes

Risk · Oct 2026

Tight setups so you can size risk cleanly

Tight setups so you can size risk cleanly

The market moves in setups. We find those setups. Tight structure is one of the things the desk looks for so you can size risk cleanly.

A tight range makes the stop level more obvious. The distance from entry to invalidation is smaller, so the position size for a fixed risk amount is larger without stretching the risk. Wide structure forces either a smaller size or a wider stop. Both are harder to manage.

When the structure is not tight enough, the desk marks it and leaves it. The name can stay on a broader book, but it does not get the Focus treatment until the range contracts or the levels become clear. That keeps the list useful for clean risk.

You still choose the entry, the size, and the stop. The list is a candidate with context. Tight setups are preferred because they make the risk math honest. Past structure is not a promise of future movement.

Process note. No entry recipes. No book names. You decide and you execute.