I've been scaling up at fixed dollar increments in the account. Currently this is a linear relationship, but i've been realising a desire to decrease risk over time in an asymptotic fashion if growth continues, which is a common preference. If I had 5 million dollars, I wouldnt trade aggressive margin, I would probably hold mostly treasury bonds. How have you defined this utility curve in the early stages of your account when you wanted to go full steam ahead, but also felt there was more at stake? Last week my scaling system gave me the green light to increase size, and it is so far feeling a little hot, especially approaching the holidays, and just above the scaling boundary. On the other hand, there seems to be a pickup in volatility and a likely runup in progress. If you were trading relatively small lots would you adjust your position size based on these conflicting risks and opportunities? I have been considering full size shorts and 2/3 size longs into new years. another alternative is to increase my artificial margin requirement, systematically bumping back down to the smaller size. another alternative is to skip holiday longs completely. final alternative is to wing it and go on my feeling at the time of the trade. It's a difficult slope to determine for some reason. Does anybody do the same, and as systematic traders, do you ever adjust size for qualitative reasons like possible terrorism during the holiday season? i feel like i will enjoy christmas and newyears more if i am not long, but i'm also strict with myself about falling behind the system equity curve, and feel like i've seen these high event risk positions pay off large in the past. What are your plans? There seems to be irony in the idea that you get to the end point faster by trading less aggressive margin, but i observe this again and again in the guys who've lasted.