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Risk and position sizing

The part that decides whether you are still here in five years.

Position sizing

5 min read

Position size is the amount of your portfolio committed to a single idea. It matters more than entry price, because it decides how much a wrong answer costs you.

A common framework is fixed fractional risk: decide the maximum share of your portfolio you are willing to lose on one idea — often 1% to 2% — then work backwards from your exit level to a position size.

Risk per trade = portfolio value multiplied by your chosen percentage.

Position size = risk per trade divided by the distance from entry to your exit level.

A wider stop demands a smaller position. That relationship is the whole discipline. Size first, then enter — never the other way round.

Quick check

1. If your stop is further away from entry, your position size should be:

2. Fixed fractional risk means risking:

3. Position size should be decided:

Put this into practice with paper money in the sandbox.

Open my sandbox