Independent of your strategy money management is most critical to a successful trader. What about designing a structure which only works on percentages? Once a loss occurs the account is for example at 50%. After the next loss it's 25% (then 12.5% ....). But never 0. If there is a winning streak the account will scale up nicely. As long there is an edge during the livetime of the account (which is theoretically endless) the account will grow anyway. What do you think?