How many symbols is too many? A way to think about it
People pick a universe size by gut. Here's a cleaner way to frame it.
Every additional symbol adds opportunity but also adds the chance that several fire at once. If your sizing assumes one position and you can hold five, your worst case isn't one stop-out, it's five correlated ones on a day when everything moves together.
So the question isn't "how many symbols can I watch," it's "how many simultaneous positions can I survive, and does my universe make that number likely?" Size for the crowded day, not the average one.