Risk Management Tools
Risk management tools and calculators
Position sizing, drawdown and survival — the numbers before the trade.
Suggested risk
All of this unlocks on this same page — the advanced sizer, your own risk rules saved to your account, and a full drawdown stress test that runs against them.
Advanced Kelly sizer
- Room-for-error slider — shave up to 15 points off your win rate and size on the pessimistic number. Shows the honest figure and the cautious one side by side.
- Full, ½ and ¼ Kelly presets, with the full breakdown of how the number was reached.
- Recovery math — if this one stops out: the gain needed to get back to even, and how many R-winners that is.
Your risk constraints, saved once
- Account size, usual risk per trade, the maximum drawdown you would accept, max total open risk, daily loss limit and total account loss limit.
- Prop firm and funded accounts — static or trailing drawdown, starting balance, maximum loss, and your current high-water mark.
- Your Kelly fraction, tenth through full, and what you are sizing for: passing an evaluation, monthly consistency, annual growth or long-term compounding.
- Saved to your account, so every reading is measured against your rules instead of asking you again.
Drawdown stress test
- The losing-streak ladder — 3, 5, 8, 10, 15 and 20 straight losses: drawdown percent, what the account falls to, dollars lost, and the gain required to recover.
- The trade-off across sizes — those same streaks priced at 0.25%, 0.5%, 0.75%, 1%, 1.5% and 2% per trade, so sizing up carries a number instead of a feeling.
- Distance to breach — how much loss allowance you have left, in dollars and percent, against the limits you saved.
- Your risk ceiling — the largest fixed fraction that survives the streak you are testing without breaking your own rules.
- Open-risk check — flags it when what is already live is over your own limit.
- Kelly reference range — tenth, quarter, half and full, against the fraction you actually chose.
The stress model runs server-side, not in your browser, and it answers with your constraints inside it — not a generic table.
Become a member → Already a member? Sign in to unlock this page.What does today's volatility do to your size?Expected volatility against its own history, and your risk per trade scaled to it
Reading today's expected volatility...
What this is: the expected volatility index is the market's own estimate of how much the index will move over the next month. When it is high, a fixed position size carries more dollar risk than the same size in a calm tape. The scale here is the five year typical reading divided by today's reading, kept between a quarter and one and a half, so your dollar risk stays roughly where it was in an average month. It uses a market wide index as a stand in for your instrument, which can differ. It is a sizing aid, not a forecast, and it never tells you to take a trade.