Just thinking out loud, would appreciate opinions. What are basic elements of trade risk? Of those that we can control, two major elements are position size and position duration (time in trade). I suppose we can safely assume that for all markets, with few exceptions, the likelihood of X ---> X+2 is greater than that of X ---> X+4. We can also assume that the time required for X ---> X+2 will be shorter than X ---> X+4. Let's also assume here that market liquidity is sufficient enough that doubling our trading size will have negligible impact on slippage. Given the above, would it be feasible/appropriate/beneficial to think of altering the risk profile of one's trading in general in the following manner: double the size taken on a trade, in exchange for halving the target? I'm not so much interested in this idea for the statistical angle (ie, expectancy, which I'd assume this idea would reduce) or for direct numerical comparisons with/without, but more "philosophically" as an adaptation for better exploiting my 'edge' -- maximizing my strengths and minimizing my weaknesses.. The idea behind it is to skew or bring forward my risk on a trade closer in time towards my entries where I am most confident and "away" from my exits where I am least confident -- or more accurately, reducing time risk in exchange for size risk. Does this make sense? (Yes partial exits would achieve a similar objective but like I said just thinking aloud on the justification behind it).