Limitations of Quantitative Claims About Trading Strategy Evaluation

[Sergio77]

However, position size is key to trading in general, and what you omit in position sizing, need to be compensated in other ways. For me, rebalancing just costs too much anyways, but funds do it all the time.

Rebalancing and position sizing are two different things. Anyway, I agree: "Position sizing is an overrated conundrum." If you think about it free of "non trader" hype you will realize what it means.