Position Sizing

Size the trade before you take the trade.

How professionals use this

  • Define risk in dollars first. Size comes from the stop distance, not conviction.
  • Keep risk constant. If the stop is wider, size smaller - your $ risk stays stable.
  • Plan the invalidation. The stop is where your thesis is wrong - not where it feels uncomfortable.
  • Use R. Evaluate outcomes in R-multiples for consistent decision-making.

Inputs

Outputs

Max risk (CAD)-
Stop distance-
Shares-
Position notional-
Risk per share-
Target R (if set)-