Position sizing method - which one do you use and what results did you get?

Discussion in 'Risk Management' started by Ghost of Cutten, Jun 23, 2013.

Which position sizing method did you use and did it work as planned?

  1. Optimal F - stayed within drawdown tolerance

    0 vote(s)
    0.0%
  2. Optimal F - significantly exceeded drawdown tolerance

    0 vote(s)
    0.0%
  3. Full Kelly - stayed within

    0 vote(s)
    0.0%
  4. Fully Kelly - exceeded

    0 vote(s)
    0.0%
  5. Fractional Kelly - stayed within

    0 vote(s)
    0.0%
  6. Fractional Kelly - exceeded

    0 vote(s)
    0.0%
  7. Fixed fraction of risk capital - stayed within

    3 vote(s)
    60.0%
  8. Fixed fraction - exceeded

    0 vote(s)
    0.0%
  9. Variable fraction but with hard maximum limit - stayed within

    1 vote(s)
    20.0%
  10. Variable fraction with limit - exceeded

    1 vote(s)
    20.0%
  11. Gut feel/discretion/other - stayed within

    0 vote(s)
    0.0%
  12. Gut feel/discretion/other - exceeded

    0 vote(s)
    0.0%
  1. What position sizing method did you use in your trading career, and did you have a maximum career drawdown significantly greater than what you had intended as your worst case loss?

    Please state your maximum bet size as a % of account that you made over the course of your career, on any properly planned trade (i.e. not when you went on tilt, made a fat finger error, or were a total noob etc). If you are willing, please state your real money worst-case drawdown, and what you had planned beforehand to be your worst-case drawdown.
     
  2. Fixed fractional, ~2% per trade, technical trend following for ~20% / yr (stocks). I take profitz way too early

    :eek:

    *edit- worst case dd was around 5% of the account, recovered within a month.
     
  3. Pipflow

    Pipflow

    I use fixed percentage risk or position sizing when am trading in the forex market.