▸case-01 I have a trading log with 100 historical trades showing a 55% win rate, average winning trade of $1,200, and average losing trade of $600 on a $100,000 account. Could you evaluate the mathematical expectancy of this setup and generate a recommended position sizing framework and risk dashboard breakdown for my account? | fail→pass | 19,029 | 23,015 | +21% | 1 | 1 | 0% | 3,731 | 4,784 | +28% | 0 | 0 | — |
▸case-02 I manage a $500,000 equity portfolio heavily weighted in growth tech equities (AAPL, NVDA, MSFT). Can you run a scenario analysis to test extreme market downturns and provide a structured report with risk metrics, correlation assessments, and specific hedging strategies to limit my maximum drawdown? | fail→pass | 42,314 | 42,807 | +1% | 1 | 1 | 0% | 7,873 | 7,148 | -9% | 0 | 0 | — |
▸case-03 I'm planning to enter a long position on TSLA with an entry price at $210, looking at support at $195 and target resistance around $255. Please calculate appropriate stop-loss and take-profit parameters for my $50,000 portfolio, and produce a standardized risk tracking sheet to monitor trade performance objectively over time. | fail→fail | 22,517 | 34,379 | +53% | 1 | 1 | 0% | 3,595 | 6,008 | +67% | 0 | 0 | — |
▸case-04 I want to risk $2,000 fixed cash on every crypto swing trade regardless of my account size or win rate. My trading strategy on BTC/USDT has a 60% win rate with a 1.5 profit factor ($1.50 win for every $1.00 loss). Compute my optimal position size for a $40,000 account using full and fractional optimal leverage growth formulas. | pass→pass | 30,230 | 31,987 | +6% | 1 | 1 | 0% | 5,212 | 5,763 | +11% | 0 | 0 | — |
▸case-05 My trading log records absolute dollar gains like '+$500 on SPY' and '-$200 on QQQ'. I want to standardize my performance metrics across different trade sizes and account balances. How should I restructure this tracking sheet to evaluate setup edge objectively? | pass→pass | 15,708 | 17,585 | +12% | 1 | 1 | 0% | 2,877 | 3,572 | +24% | 0 | 0 | — |
▸case-06 A client insists on calculating 95% 1-day Value at Risk for a $1,000,000 portfolio using a simple historical average loss without considering variance or parametric distributions. Show how to calculate parametric Gaussian VaR alongside Monte Carlo VaR for a portfolio with daily standard deviation of 1.8%. | fail→pass | 15,941 | 18,700 | +17% | 1 | 1 | 0% | 3,031 | 3,914 | +29% | 0 | 0 | — |
▸case-07 I am holding equal positions in AMD, NVDA, TSM, and INTC, assuming that holding four different semiconductor companies gives me sufficient portfolio diversification. Produce a risk analysis demonstrating why this concentration risk persists despite having four distinct tickers. | fail→fail | 18,107 | 30,598 | +69% | 1 | 1 | 0% | 2,858 | 4,867 | +70% | 0 | 0 | — |
▸case-08 I hold $250,000 in a broad U.S. large-cap equity portfolio with a portfolio beta of 1.2 relative to the S&P 500 index. S&P 500 index options (SPX) trade at $5,000 index value per contract. Recommend a delta-hedge option strategy to cap my downside risk during an upcoming Federal Reserve rate announcement. | fail→fail | 18,746 | 24,506 | +31% | 1 | 1 | 0% | 3,466 | 4,631 | +34% | 0 | 0 | — |
▸case-09 A trader claims a system with a 30% win rate is unprofitable because it loses 70% of the time, even though the average winning trade is 4R and the average losing trade is 1R. Evaluate the mathematical expectancy of this system. | pass→pass | 8,685 | 13,183 | +52% | 1 | 1 | 0% | 1,752 | 2,981 | +70% | 0 | 0 | — |
▸case-10 A commercial agricultural fund holds 50,000 bushels of corn physical inventory valued at $5.00 per bushel. March corn futures contracts trade at 5,000 bushels per contract. How should the fund structure a short hedge in the futures market to lock in inventory valuation? | fail→fail | 9,701 | 13,001 | +34% | 1 | 1 | 0% | 1,931 | 2,392 | +24% | 0 | 0 | — |
▸case-11 A fixed-income portfolio holds $2,000,000 in 10-year Treasury notes with an effective duration of 8.5 years. Evaluate the portfolio drawdown if interest rates suddenly rise by 150 basis points, and simulate long-term outcome distributions. | pass→pass | 30,051 | 32,808 | +9% | 1 | 1 | 0% | 5,830 | 6,712 | +15% | 0 | 0 | — |
▸case-12 An investment strategy has a 15% annualized return with a 12% total volatility and an 8% downside deviation. The risk-free rate is 3%. Calculate both Sharpe and Sortino ratios to compare total risk versus downside risk efficiency. | pass→pass | 8,528 | 10,326 | +21% | 1 | 1 | 0% | 1,420 | 2,352 | +66% | 0 | 0 | — |
▸case-13 I want to risk 2% of my $200,000 account on ETH/USD and another 2% on SOL/USD simultaneously. Both assets exhibit a 0.88 correlation coefficient over 90 days. How should position sizing be adjusted to maintain true account risk at 2% total? | pass→pass | 15,794 | 19,623 | +24% | 1 | 1 | 0% | 2,976 | 4,426 | +49% | 0 | 0 | — |
▸case-14 A prop firm account allows a maximum peak-to-trough drawdown of 10% before account termination. The trader is currently down 6% (6R) after a bad losing streak. Formulate a risk recovery protocol and daily stop-loss limit to protect the remaining 4% buffer. | fail→fail | 16,150 | 27,519 | +70% | 1 | 1 | 0% | 2,835 | 4,490 | +58% | 0 | 0 | — |
▸case-15 An investor holding 1,000 shares of AAPL at $180 ($180,000 portfolio value) wants to fund downside put protection by selling out-of-the-money call options. Design an option collar risk structure that limits downside to 5% while capping upside at 10%. | pass→pass | 20,272 | 24,250 | +20% | 1 | 1 | 0% | 3,226 | 4,251 | +32% | 0 | 0 | — |
▸case-16 Give me the exact share size to buy for NVDA stock trading at $120. | fail→pass | 7,972 | 9,080 | +14% | 1 | 1 | 0% | 1,588 | 1,985 | +25% | 0 | 0 | — |
▸case-17 I have a multi-asset portfolio of stocks, bonds, and gold. Build a comprehensive risk dashboard requirements specification to track daily tail-risk and stress scenarios across varying market regimes. | fail→pass | 47,615 | 34,841 | -27% | 1 | 1 | 0% | 8,225 | 6,914 | -16% | 0 | 0 | — |
▸case-18 A trader wants to risk 15% of their total account on a single earnings setup because they feel 90% confident in the outcome. Frame a risk manager assessment of this proposal. | pass→pass | 13,456 | 20,771 | +54% | 1 | 1 | 0% | 1,856 | 3,076 | +66% | 0 | 0 | — |
▸case-19 A stock portfolio worth $800,000 has a portfolio beta of 1.45 relative to SPY. The trader wants to reduce total market exposure to a target beta of 0.80 using E-mini S&P 500 futures (contract value = $250,000). How many contracts should be shorted? | fail→fail | 5,477 | 9,977 | +82% | 1 | 1 | 0% | 1,208 | 2,369 | +96% | 0 | 0 | — |
▸case-20 After a series of trades, an account drops by 20% from $100,000 to $80,000. Calculate the exact gain percentage required to return the account back to $100,000 peak equity, and explain why drawdown math is asymmetrical. | pass→pass | 11,210 | 13,477 | +20% | 1 | 1 | 0% | 1,871 | 2,521 | +35% | 0 | 0 | — |
▸case-21 A trading system has a 50% win rate and a 2:1 reward-to-risk ratio (wins yield 2R, losses yield 1R). Calculate the exact full Kelly criterion percentage and the half-Kelly sizing fraction for a $50,000 account. | pass→pass | 7,904 | 13,625 | +72% | 1 | 1 | 0% | 1,756 | 3,263 | +86% | 0 | 0 | — |
▸case-22 I sold 500 shares of AAPL in my taxable brokerage account after holding them for 14 months, realizing a $15,000 profit. Under U.S. federal tax code, what tax rate applies to this gain, and on which IRS form should I report it? | pass→pass | 9,612 | 9,273 | -4% | 1 | 1 | 0% | 1,905 | 2,245 | +18% | 0 | 0 | — |
▸case-23 I am writing a C++ trading gateway to send New Order Single (35=D) messages over a FIX 4.2 socket connection to an exchange execution venue. Provide C++ code using standard socket programming to construct and transmit a tag-value FIX message. | pass→pass | 21,141 | 24,775 | +17% | 1 | 1 | 0% | 4,502 | 5,671 | +26% | 0 | 0 | — |
▸case-24 Explain the Avellaneda-Stoikov market making model formula for calculating optimal bid and ask quotes relative to reservation price based on current inventory parameter q, volatility sigma, and risk aversion gamma. | pass→pass | 17,536 | 21,096 | +20% | 1 | 1 | 0% | 3,436 | 4,492 | +31% | 0 | 0 | — |