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Risk & sizing

Position sizing

Position sizing is the math of deciding how many shares or contracts to trade — boring, mechanical, and the single highest-leverage discipline in trading.

Position size = (account risk dollars) / (per-share risk). If you risk 1% of a $50k account ($500) and your stop is $2 below entry, your position size is $500 / $2 = 250 shares.

This formula is mechanically simple but psychologically hard. It forces you to define your stop before you enter, accept a finite dollar loss, and resist the urge to 'just take a bigger position because this one's the real deal.'

Common sizing rules in the retail world (descriptive): the 'fixed fractional' rule (constant % of account per trade), the 'fixed dollar' rule (same dollar risk regardless of account size), and the 'Kelly fraction' (mathematically optimal but unforgiving on overestimates of edge).

The arithmetic of compounding rewards consistent sizing. A trader risking 1% per trade on a 50/50 win-rate strategy with 1.5R average winners compounds at roughly 0.25% per trade — slow but durable. Sizing up to 5% per trade triples the rate of return but raises drawdown drastically and risks ruin on a bad streak.

Not financial advice. This page describes a commonly-used trading concept for educational purposes. It is not a recommendation, does not predict performance, and is not personalized advice. Past performance does not guarantee future results.