An investment can be optimized over the buy adding or reducing the position due to the weight of the position relative to the overall portfolio size. Changes like this is driven primarily by caps on how much a position should be.

The lower and upper limit for these limits is very individual but one could use a rule where the usual position size should be 5% when investor holds 20 shares in the portfolio.

Usual size: 100% / number of shares. Assuming 20 shares the calculation will look: 100% / 20 = 5%

Minimum size could be half of usual size: 5% / 2 = 2.5%

Maximum size as double the size of usual size: 5% * 2 = 10%.

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