I'm looking for creative ways to reinvest profits. If you have an edge and a truly random distribution of winners/losers, to maximize profits you should reinvest 20-30% of your total profits. eg. If your account is up $100, calculate how many extra shares/contracts you could trade to risk $20-30. That strategy yields amazing results in theory. However, I'm working on a system that has an excellent edge, but the distribution of winners/losers is not random. Winners and losers clump together in small streaks of 2 or 3 trades. The system does well in chop and badly during trends. In that case, is it still wise to reinvest that 20-30% at a constant rate? Here are the basics of the system: Avg win: 3.0 Avg loss: 0.6 Win rate: 45% Max DD: 7-10% Has anyone else had a similar issue? What are some other ways to reinvest profits?