Warn me when two strategies are effectively the same bet

If I'm running multiple strategies, I'd like the app to notice when their positions overlap enough that I'm not diversified, just doubled. Simplest useful version: show me, over the last N sessions, how often my strategies held the same symbol at the same time, and what fraction of my total exposure was concentrated. No prediction needed — just a measurement of what already happened. The correlated-risk problem doesn't announce itself until a bad day, and by then the measurement is too late to be useful.
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HalfKelly
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MomoQueen· Jul 2026 ago
This is my two-strategy post turned into a feature and I want it.
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QuietVol· Jul 2026 ago
Measurement of what happened rather than prediction is the right scope. It's also the version that can't be wrong.
TraderWeTraderWe Team· Jul 2026 ago
Logged it. The overlap-by-session count is straightforward since we already store what each strategy held and when. The exposure-concentration fraction is a bit more work because "total exposure" has to be defined consistently across strategies with different sizing — we'd probably start with notional share of account and be explicit about that. No promised date.
ZenTrader_Ana· Jul 2026 ago· edited Aug 2026 ago
There's an emotional side to this too, noticing you're doubled up on a bad day feels like a betrayal by your own system, when really it was just never visible. Seeing the number on a quiet day is a much gentler place to learn it. Do you think you'd actually change sizing if the app showed you the overlap, or would you talk yourself into it being fine?
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LurkerLee· Jul 2026 ago
Would same-symbol overlap even catch most of it? Two strategies can hold different tickers and still be one bet.
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