Position size, simulated.
Every edge has a peak size. Find yours, see what it risks next to half and quarter, then run it against a real prop drawdown. Fees, trailing drawdown and daily limits are in a simplified model.
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Last 100 trades
1.9% chance of hitting your $2,000 drawdown within a month. Risks $84 a trade.
Your trade
Contract
Target
Stop
Trades a day
After fees, one contract makes $18.50 at the target and loses $12.00 at the stop. You break even at 39.3%; yours is 45.0%, a 5.7-point cushion.
Account
Max drawdown
Profit target
Risk-limited size
7 × MNQ
About a 1.9% chance of hitting your $2,000 drawdown within a month, even if you win a bit less often than you think. Capped at half of Peak.
| Measure | Peak | Half | Quarter | Risk-limited |
|---|---|---|---|---|
| Contracts | 15 | 7 | 3 | 7 |
| Hits your limit | 41% | 1.9% | <0.1% | 1.9% |
| Growth kept | 100% | 70% | 35% | 70% |
| In use | In use |
Peak, half or quarter?
Every edge has a peak: the stake that grows an account the most over the long run. Bet less and growth falls off slowly. Bet more and it falls off fast; at twice the peak it is gone, and past it a winning edge shrinks the account.
The peak assumes your win rate is exactly right and that you re-size after every trade. Trading breaks both: a win rate is an estimate, and an alert sends the same number of contracts every time. So the simulator prices what each size costs, not only what it keeps.
| Measure | Peak | Half | Quarter | Risk-limited |
|---|---|---|---|---|
| Contracts | 17 | 8 | 4 | 5 |
| Risk per trade | $340 | $160 | $80 | $100 |
| Growth kept vs Peak | 100% | 71% | 41% | 49% |
| Chance of touching the limit in 20 trading days | 87% | 11% | <0.1% | 0.7% |
| …if the real edge is 30% smaller | 95% | 25% | 0.7% | 3.0% |
Which one is most efficient.
It depends on what you optimise. The math settles the order:
- Most long-run growth: Peak. Only if the edge is exactly right and the size is re-set after every trade. The same math gives about a 1 in 2 chance of falling to half the starting capital at some point.
- Most robust growth: Half. It keeps about 75% of Peak's growth, and it grows faster than Peak once the real edge is about 25% smaller than estimated. The chance of ever falling to half drops to about 1 in 8.
- Most growth per unit of risk: smaller. Quarter keeps about 44% of the growth with under a 1 in 100 chance of ever falling to half.
- Best under a stated risk limit: the largest size that meets it. In the example above it is 5 contracts, about 0.29× Peak. The simulator computes it from your own numbers and trades per day.
Built on published research into growth-optimal and risk-limited betting, applied to a fixed contract count and a trailing drawdown.
Sizing is the easy half. Placing it is the other one.
Shifu takes the alert your strategy already fires and places that exact order in every account you trade — NinjaTrader, Tradovate and Rithmic today. One flat plan, no per-account fees.
This simulator is educational software, not financial advice. Every figure it shows is generated from inputs you choose. It is not a track record, not a backtest of any real strategy and not a prediction, and a size it computes is math on your inputs, not a recommendation. Simulated results have inherent limitations and never reflect the impact of real financial risk. Trading futures carries substantial risk of loss and is not suitable for every investor.