How to Size Crypto Trading Bot Positions by Market Regime

Short summary

A practical guide to regime-based position sizing for crypto trading bots, arguing that sizing matters more than entry/exit strategy. It walks through lookup-table multipliers, confidence-weighted scaling, volatility-adjusted sizing, and a Kelly criterion variant — all keyed to bull/chop/bear market regimes. Includes working Python code for each approach.

• •Position sizing, not strategy, is the top driver of bot profitability
• •Regime + confidence + volatility scaling improves risk-adjusted returns 20-40%
• •Code provided for lookup, confidence-weighted, vol-scaled, and Kelly-based sizing

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