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Overnight exposure limit

A pre-set cap on how much risk or notional you will carry through the close, enforced before the bell not after it.

The limit is a number you write down while calm: for instance, no more than 3 units of open risk held overnight, no more than 60% of equity in notional, no single name above 1 unit through an earnings date.

It works because the decision to hold is usually made at 15:55 under time pressure, when a winner feels like it has more to give and a loser feels like it needs one more day. A rule set in advance replaces that judgement with arithmetic: if the book exceeds the limit, the excess is cut, starting with the position you like least.

Prop firms enforce a version of this externally with daily-drawdown and flat-by-close rules. Independent traders have to enforce it themselves, which is harder and just as necessary.

Related: overnight-exposure, max-open-risk, position-limit

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