diff --git a/src/screener/t_sunnyband.py b/src/screener/t_sunnyband.py
index 018305f..f54e390 100644
--- a/src/screener/t_sunnyband.py
+++ b/src/screener/t_sunnyband.py
@@ -299,7 +299,11 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
         sunny = SunnyBands()
         calculator = None
         if portfolio_size and portfolio_size > 0:
-            calculator = PositionCalculator(account_size=portfolio_size)
+            calculator = PositionCalculator(
+                account_size=portfolio_size,
+                risk_percentage=1.0,
+                stop_loss_percentage=7.0  # Explicit 7% stop loss
+            )
         
         bullish_signals = []
         bearish_signals = []
@@ -321,25 +325,36 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
                     target_price = results['upper_band'].iloc[-1]
                     
                     if calculator:
-                        position = calculator.calculate_position_size(current_price, target_price)
-                        if position['shares'] > 0:
-                            signal_data = {
-                                'ticker': ticker,
-                                'entry': current_price,
-                                'target': target_price,
-                                'volume': current_volume,
-                                'last_update': datetime.fromtimestamp(last_update/1000000000),
-                                'shares': position['shares'],
-                                'position_size': position['position_value'],
-                                'stop_loss': position['stop_loss'],
-                                'risk': position['potential_loss'],
-                                'reward': position['potential_profit'],
-                                'r_r': position['risk_reward_ratio']
-                            }
-                            bullish_signals.append(signal_data)
-                            # Print potential entry, target, and potential P/L
-                            print(f"\n🟢 {ticker} Entry: ${current_price:.2f} Target: ${target_price:.2f}")
-                            print(f"   Potential Profit: ${signal_data['reward']:.2f} | Potential Loss: ${abs(signal_data['risk']):.2f}")
+                        try:
+                            position = calculator.calculate_position_size(
+                                entry_price=current_price,
+                                target_price=target_price
+                            )
+                            if position['shares'] > 0:
+                                # Update signal data with proper stop loss calculation
+                                signal_data = {
+                                    'ticker': ticker,
+                                    'entry': current_price,
+                                    'target': target_price,
+                                    'volume': current_volume,
+                                    'last_update': datetime.fromtimestamp(last_update/1000000000),
+                                    'shares': position['shares'],
+                                    'position_size': position['position_value'],
+                                    'stop_loss': current_price * 0.93,  # 7% stop loss
+                                    'risk': position['potential_loss'],
+                                    'reward': position['potential_profit'],
+                                    'r_r': position['risk_reward_ratio']
+                                }
+                                bullish_signals.append(signal_data)
+                                # Update print output format
+                                dollar_risk = position['potential_loss'] * -1
+                                print(f"\n🟢 {ticker} @ ${current_price:.2f}")
+                                print(f"   Size: {position['shares']} shares (${position['position_value']:.2f})")
+                                print(f"   Stop: ${signal_data['stop_loss']:.2f} (-7%) | Target: ${target_price:.2f}")
+                                print(f"   Risk/Reward: 1:{position['risk_reward_ratio']:.1f} | Risk: ${dollar_risk:.2f}")
+                        except ValueError as e:
+                            print(f"Skipping {ticker} position: {str(e)}")
+                            continue
                 
                 elif results['bearish_signal'].iloc[-1]:
                     bearish_signals.append({