SIGNAL QUEUE — TODAY'S BASKET
Aggregates today's 20d / 50d breakout signals. Ranks each by ADX (strongest trend first), then sequentially evaluates whether each fits the portfolio under hard rules. Sizing: 50 bps risk per trade. Rules: ≤ 15 positions, ≤ 3 per risk group, ≤ 50% of book in any one correlated cluster, ≤ 8% AUM total open risk, ≤ 15% AUM per position, and enough cash to fund it. Effective # of Bets (ENB) is shown for monitoring but no longer constrains the basket.