ES Futures Intelligence
Pre-market volatility estimation for S&P 500. Quantitative risk model built to frame volatility context and position sizing before the bell rings.
Why Assetly exists
Bring the discipline of a professional trading desk to your own capital. Assetly connects portfolio exposure, position sizing and trading performance in one workspace—so every decision has a place in your wider risk picture.
Capital preservation starts before the next trade. Understand what is already exposed, decide how much more you can put at risk, and review the losses behind your results. Keeping capital available preserves future choices and gives compounding time to work.
Assets Allocation · See risk across your capital. Understand how your capital is distributed, where exposure is concentrated and how much is committed to trading. Put each decision in the context of your wider portfolio.
Position Sizing · Budget risk before the session. Prepare your ES position budget with a deliberately defensive quantitative model built on 15 years of market data. Connect session conditions with your capital and loss allowance before taking exposure.
Trading Performance · Understand the risk behind your returns. Review imported trading activity, equity curves, drawdowns and performance after costs. Understand the losses taken to achieve your returns and use that evidence to inform your next risk budget.
From context to sizing
01Risk Model
Bring pre-market inputs into one structured view, so volatility conditions have a place in your risk assessment before the session begins.
Input categories
Organized into a common volatility context.
02Volatility Estimation
Use a quantified estimate of the ES session range to frame potential movement before the open. An estimate provides context; actual movement can differ.
Position sizing references the upper estimate: 75 points.
A deliberately defensive estimate
Favoring overestimation of the realized session range. This defensive approach reflects the asymmetry of risk with high ES leverage: a false flag may mean missing a profitable day, while failing to flag a high-volatility session may mean losing the account. A higher estimate reduces the modeled position budget.
03Quantitative Workflow
Bring volatility context together with your account constraints and risk settings to support a more consistent position sizing process.
Sizing workflow
Session range is one input. Position risk also depends on trade-level assumptions.
Beyond the session
Start with volatility around the S&P 500. Build a wider risk workflow through capital allocation, position sizing, and trading performance.
Notifications provides a supporting board for reviewing updates alongside this workflow.