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f = (W × R – (1 – W)) / R *
Kelly often gives aggressive results. Most pros use Half-Kelly (20% in this example) or less. Final Takeaway (Save This) "Position sizing is the only part of trading you can control 100%." — Unknown trader You cannot control market direction. You cannot control gaps. But you can control exactly how much you lose when you are wrong.
No signup. No paywall. Just the math that keeps you in the game. The Definitive Guide To Position Sizing Free
Example: 60% win rate, 2:1 reward → f = (0.6×2 – 0.4)/2 = 40%.*
Like this guide? Save it. Share it. And next time someone asks "What's the best indicator?"—send them this instead. f = (W × R – (1 –
The pros ask: "How much should I buy?"
You can have a winning strategy (60%+ win rate) and still go broke if you get the position size wrong. Conversely, you can have a coin-flip strategy and be wildly profitable with correct position sizing. You cannot control gaps
The Definitive Guide to Position Sizing (Free) Subtitle: How to calculate the exact amount to risk per trade so you never blow up your account again. Introduction: The #1 Mistake New Traders Make Most beginners ask: "What stock should I buy?"
👉 You buy . If you hit your stop loss, you lose ~$198 (within your 1% limit). Step 3: Adjusting for Different Market Conditions The 1% rule isn't rigid. Adjust based on volatility :
| Account Size | Aggressive (High confidence) | Conservative (Choppy market) | | :--- | :--- | :--- | | $5,000 | 2% risk ($100) | 0.5% risk ($25) | | $25,000 | 1.5% risk ($375) | 0.75% risk ($187) | | $100,000+ | 1% risk ($1,000) | 0.25% risk ($250) |