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Fairman wrote:Running simultaneous scalps on EUR/USD and GBP/USD at the same time might feel like diversification. It isn't.

USD × 2 wearing two tickets. If each is “1%,” a strong dollar impulse can behave like one larger bet with two spreads. I name the shared idea first; then I cap aggregate risk across correlated expressions. One primary usually keeps the full seat; the second is reduced or watch-only.

Correlation shifts, so I recheck rather than trusting last year’s textbook pairs. EURUSD/USDCHF offsets are not a free hedge if the session is pure risk-on chaos. On overlap I am especially strict — that is when stacking feels smart and fails together.

Funded flavour: trailing DD turns correlated heaters into limit events. Better one clean R than two “diversified” scratches that flip in the same minute.

Weekly I glance at rolling correlation, not a textbook memory. When risk-on chaos hits, even supposed offsets can travel together long enough to finish a soft daily stop.

Do you use a hard aggregate % cap, or a simple “one USD idea at a time” rule?