How do you know when to reduce your position size?

Most traders have rules for increasing size and none for reducing it. Yet the best time to trade smaller is exactly when it feels wrong: during losing streaks, after big wins, and into major events.

How do you know when to reduce your position size? — drawdown and recovery diagram
An equity curve during a drawdown and its recovery

What triggers your size reduction?

How do you know when to reduce your position size? — moving average crossover diagram
A fast moving average crossing a slower one
  • the conditions you use
  • how much you cut and for how long
  • a time cutting size saved you

The drawdown guide makes the case mathematically.

Background: Drawdown and recovery: why a 50% loss needs a 100% gain

Losses and gains aren't symmetrical. See how much you need to recover from a drawdown, what losing streaks do at different risk levels and how to set limits.

How much do you need to gain to recover from a 50% loss?

100%. The gain needed is the loss divided by one minus the loss, so larger drawdowns need disproportionately larger gains.

What is maximum drawdown?

The largest fall in account value from a peak to a later low, before a new peak is reached, usually expressed as a percentage.

Read the full guide

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