Position Sizing Changes Everything in Trading
Most traders focus on finding winning trades. But here's what actually matters: how much you risk on each one. Get this wrong and even good setups drain your account. We teach the math and psychology behind sustainable position sizing.
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Why Smart Traders Still Blow Up Accounts
You've seen it happen. Someone nails three trades in a row, gets confident, sizes up too big on the fourth trade—and gives everything back in one bad session.
The issue isn't finding good trades. It's managing risk across dozens of trades over months. Position sizing determines whether you survive long enough to see your edge play out.
We work with traders in Thailand and across Asia who understand market dynamics but struggle with the risk management piece. That's where systematic position sizing makes the difference between consistent growth and emotional roller coasters.
of retail traders lose money not because of bad analysis, but because of improper position sizing that exposes them to ruin during normal drawdown periods
Our Teaching Method
Position sizing isn't one formula you memorize. It's a framework you adapt to your account size, risk tolerance, and market conditions.
Mathematical Foundation
Start with the Kelly Criterion and fixed fractional models. Understand why certain position sizes mathematically optimize long-term growth while others guarantee eventual failure.
Psychology Integration
Theory breaks down when you're watching real money move. We address the emotional aspects—overconfidence after wins, fear after losses—that cause traders to abandon their sizing rules.
Market Adaptation
Volatility changes. Account equity changes. Your position sizing needs to adjust accordingly. Learn dynamic models that scale risk appropriately as conditions shift.
What You Actually Learn
Risk Calculation Systems
Build spreadsheets that automatically calculate position sizes based on account equity, stop loss distance, and maximum risk per trade. No guesswork.
Drawdown Management
Understand why reducing position size during drawdowns—not increasing it to "make it back"—is mathematically essential for survival.
Portfolio Heat Monitoring
Track total risk across all open positions. Learn why having three 2% risk trades open simultaneously isn't actually 6% total risk.
Kasper Lindgren
Futures trader, Bangkok
Siobhan Rafferty
Equity trader, Chiang Mai
Before this program, I was risking whatever felt right in the moment. Sometimes 1%, sometimes 5%. My account swung wildly. Now I have clear rules and stick to them. The consistency in my equity curve speaks for itself.
Program Structure
Our next cohort begins September 2025. Classes run for eight weeks with weekly sessions and ongoing access to materials.
Risk Mathematics Fundamentals
Build the mathematical foundation. Understand expectancy, risk of ruin, optimal f, and why position sizing matters more than win rate for long-term survival.
Position Sizing Models
Compare fixed fractional, fixed ratio, and Kelly-based approaches. Learn when to use each model and how to adjust for different trading styles and market conditions.
Practical Implementation
Build custom spreadsheets and calculators. Test your sizing rules against historical trades. Identify where your current approach has mathematical weaknesses.
Advanced Risk Management
Handle correlated positions, scale in and out of trades systematically, and adjust position sizes during winning and losing streaks without emotional decision-making.
Ready to Trade With Discipline?
Position sizing isn't exciting. It won't help you find better trades. But it will determine whether you're still trading three years from now.
Our program gives you the frameworks, tools, and accountability to implement proper risk management. Classes are small—limited to 12 participants per cohort.
