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Position size: computed from risk, not from leverage

The only question to answer before entering: how many dollars do I lose if I am wrong. Everything else follows from it.

A beginner reasons: "I have $1000, I will set 10x and buy $10,000 worth". That is the calculation backwards. Leverage is not an input, it is an output. The correct order is different and has three steps.

How to compute it

  1. 1Decide how much money you are willing to lose on this trade. That is your risk in dollars.
  2. 2Decide where the stop belongs — on the chart, at a level, not "minus two percent".
  3. 3Divide the first by the second and you get position size. Leverage works itself out.
position size = risk in $ ÷ (distance to stop in %)

The distance goes in as a fraction: a stop 4% below entry is 0.04. The formula does not depend on the instrument, the leverage or the exchange. It answers "how much to buy" starting from how much you agree to lose.

Worked example

The same risk with different stops

A $5000 deposit, you risk 1% — that is $50. Entry 64,000, stop 62,000: distance 3.1%, size = 50 ÷ 0.031 = $1613. Another trade: entry 0.4820, stop 0.4530, distance 6%, size = 50 ÷ 0.06 = $833. Different position sizes, identical risk — exactly $50. That is precisely how it should be: the size changes, the loss does not.

Common mistake

Using the same position size for every trade

Someone always buys $2000 worth because "that is the habit". On a trade with a 2% stop they risk $40; on one with a 9% stop, $180 — four times more, and they never notice. A month later they see that "one trade ate the profit of ten" and draw a conclusion about the market. The conclusion belongs to arithmetic: with a fixed position size, risk jumps around with the stop.

How much to risk

The usual recommendation is 1–2% of the deposit per trade. The number is not arbitrary: at 2% risk, ten consecutive losses take about 18% of the account — painful but recoverable. At 10% risk the same run leaves a third of the account, and restoring a third to whole requires +200%. The larger the per-trade risk, the disproportionately more expensive an ordinary losing run becomes.

What ten losses in a row do to a deposit

Risk per tradeLeftNeeded to recover
1%90%+11%
2%82%+22%
5%60%+67%
10%35%+186%
20%11%+800%

Why a percentage and not a fixed sum

Risk as a percentage of the current deposit tunes itself: the account grows and positions grow with it; the account falls and they shrink, so you automatically slow down in a bad stretch. A fixed $50 on an account that has halved turns from 1% into 2% — risk doubles exactly when you need that least.

In our paper trading the size is set in dollars and the journal computes the result of each trade. Run twenty trades at a constant 1% risk and look at the spread — it is the best introduction to how your own method actually behaves.

Open paper trading
Exercise

Recompute your last trade

Take any trade you made or were about to make. Answer three questions in order: how many dollars was I prepared to lose, where on the chart did the stop belong, what position size follows from that. Compare with the size you actually took. The gap is the portion of risk you were carrying without looking.

Check yourself

Deposit $3000, risk 1.5%, entry 12.40, stop 11.90. What size?

Risk in dollars: 3000 × 1.5% = $45. Distance to stop: (12.40 − 11.90) ÷ 12.40 = 4.03%. Size: 45 ÷ 0.0403 = $1117. If the exchange asks for leverage, it comes out at 1117 ÷ 3000 ≈ 0.37 — meaning no leverage is needed at all.

Check yourself

Why can you not pick leverage first and the stop second?

Because leverage sets the liquidation price, and if the stop ends up beyond it the stop will never fire — you get taken out first. The order "stop, then size, leverage last" guarantees liquidation always sits further away than your stop. The reverse order guarantees the reverse.