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Equity curve trading

Adjusting size or participation based on your own recent results rather than on market conditions - sometimes systematic, often just mood.

The idea is to reduce risk when the curve turns down and increase it when it recovers, as though the equity curve were a price series with trends. Whether it works depends entirely on whether your results are actually autocorrelated, which for most discretionary traders they are not.

Where it helps, the mechanism is usually behavioural rather than statistical: cutting size during a bad stretch keeps the trader executing and prevents the escalation that would otherwise arrive. That is a real benefit, but it should be named honestly.

If you do it, make it a rule with numbers - thresholds, size levels, and the conditions for returning to normal - and test it against simply keeping size constant. Done by feel, it becomes undertrading after losses and position-size-creep after wins.

Related: drawdown-psychology, position-size-creep, undertrading, risk-per-trade

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

An equity curve and its drawdownAn account balance rising over a year, falling from a peak to a trough, then climbing back to the old peak.ACCOUNT EQUITY$20k$12k$8k024681012TIME (MONTHS)PEAK $16,000TROUGH $12,000DRAWDOWN−25%RECOVERY
Equity curve and drawdown. An account balance plotted month by month. The fall from the $16,000 peak to the $12,000 trough is a 25% drawdown, and the shaded area lasts until the balance climbs back to the old peak.

Educational only, not advice. Spotted an error? Post in Site Feedback.