Portfolio Construction Framework
Day Trade. 2-day duration trade: 4DTE ATM, up to 5% of capital
Swing Trade 1. 5-day duration trade: 10DTE .5% OTM, up to 10% of capital
Swing Trade 2. 2-week duration trade: 4WTE 1% OTM, up to 25% of capital
Tactical Trade. 1-month duration trade: 2MTE 2% OTM, up to 50% of capital
Cyclical Trade. 2-month duration trade: 4MTE 4% OTM, up to 100% of capital
Structural Trade: 4-month duration trade: 8MTE 8% OTM, up to 100% of capital
Home Run Trade: 2-month duration trade: 4MTE 10-20% OTM, up to 10% of capital
Grand Slam Trade: 4-month duration trade: 8MTE 20-40% OTM, up to 20% of capital