Monday, June 26, 2017

POSITION SIZING by Peter Brandt



October 27, 2011/by Peter Brandt
I recently conducted a poll asking the question:
“How much do you risk per trading event, expressed as a percentage of your trading capital?”
The results are in and my conclusion is this — most of you are crazy! If you were truthful (always a big IF), the graph below shows the results:

The mean risk per trade for the 641 respondents was 3.2%. Are you kidding me? Combined with other data sets I have collected in polls, a risk per trade of 3.2% pretty much guarantees that you will have a 50% -plus drawdown and likely walk away from trading with a wounded ego and bank account.
Let me give you a sneak peak of future posts: If you are risking 5% of your capital per trade and have a win/loss ratio of 50%, during the next three years of active trading you will experience a 30% drawdown at least 15 times. Sound fun?
Just so you know, most people who trade for a living risk less than 1% of their capital in a trade, 2% in a maximum commitment.
I will have more to say about risk management in the coming weeks, but for the 26% of respondents who reported risking more than 5% of their capital per trade, let me say just two words to you — you’re history! The 50% of respondents who risk less than 2% of their capital per trade have a fighting chance.

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