Fixed contract sizing · TradersWeek

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Output: Research filter
Input: Account equity, volatility, stop distance and exposure
Horizon: Before entry and throughout the position
Best use: Keep a loss or exposure decision bounded before a trade is placed.

Input: Account equity, volatility, stop distance and exposure.
Output: filter.
Use boundary: Keep a loss or exposure decision bounded before a trade is placed.

The graph2

How the method is built, and where it has been read

Depends on

Often reviewed together

Martingale sizing system5 readings

Often reviewed together

Volatility position sizing8 readings

Read in the archive24 of 34 readings

1987Volatility-layered mechanical system with fixed contractsSystem design 1989Scale-in-on-loss on a tempered-martingale-series with a fixed unit-factorSizing and leverage 1990Reverse-martingale pyramiding after clustered winsSizing and leverage 1993Test Martingale against fixed size before you pyramidSizing and leverage 1994Starting capital from worst-case portfolio walk-forwardsSizing and leverage 1994Bound small-account risk before adding leverageSizing and leverage 1996Equity path filters for contract size and drawdownSizing and leverage 1996Variable position size after entrySizing and leverage 1997Stop distance, equity caps, and trading haltsSizing and leverage 1998The runs-test as a contract-sizing gateSizing and leverage 1998Secure f keeps Optimal f sizing inside a Drawdown limitSizing and leverage 1998Optimal f contract counts versus equity fractionsSizing and leverage 1999Size-matched buy-and-hold evaluation for stock systemsSystem design 1999Search system inputs together with Optimal f sizingSizing and leverage 2002Size from stop distance to keep dollar risk evenSizing and leverage 2003Share size from daily profit equilibriumSizing and leverage 2004Half-size energy futures as a pre-trade leverage filterSizing and leverage 2004Bound the loss before leverage changes sizeSizing and leverage 2004Scale-in on a two-close reversal instead of using a price stopSizing and leverage 2007Equalizing contract risk in trend followingSizing and leverage 2007Predefine the loss before fixed contract sizingSizing and leverage 2007Expected-equity sizing and geometric dragSizing and leverage 2010Fixed-share fade scalping as emotion controlDecision process 2010Fixed-fractional forex position sizingSizing and leverage

This registry entry describes a research method. It is not investment advice and does not make a performance claim.