THE PROBLEM
The same position size is not the same risk in every regime
A 3-contract position in a calm market and a 3-contract position in an extreme one carry very different risk — but most traders size the same way regardless of conditions.
VRI + Risk Engine reads the current volatility regime and calculates the exact contract size to hit your actual dollar risk target, every time.
Key features
CALM to EXTREME, classified in real time
The market is continuously classified into one of six volatility regimes. Everything downstream — your position size, your read on the tape — starts from knowing which regime you're actually in.
Set your risk once, not your contract size
Instead of guessing at contract size, set the dollar amount (or percentage) you're willing to risk. VRI + Risk Engine calculates the exact position size to match that target under current conditions.
Your size adjusts as the regime does
As volatility shifts from Calm to Elevated to Extreme, your calculated contract size adjusts with it — the same dollar risk target, translated into fewer contracts as conditions get more volatile.
Sizing that updates with the market, not just at entry
Position sizing isn't a one-time calculation — as regime conditions shift intraday, VRI + Risk Engine recalculates. So your sizing stays aligned with what's actually happening, not what was happening when you first checked.