Say you've determined a threshold for adding contracts as your account size grows, but you want to optimize the timing, i.e. you don't want to just add on the next trade after your account reaches the threshold because you don't want to be adding just when you are about to have a losing trade. Is there a analytical way to determine the optimal number "n" where "n" is the number of trades AFTER your account reaches the threshold, to add contracts? I'm thinking something based on winning percentage (1/win%?) and probability of the next trade being a losing trade might be useful, but maybe the whole idea of optimizing "n" is fallacious to begin with because of the gambler's fallacy.