Drift is the gap between the rule you believe you follow and the size you actually trade. It is one of the most common causes of an unexplained drawdown.
Three sources dominate. Equity drift: you set "200 shares is 1%" when the account was $20,000 and never recalculated after a 30% decline, so 200 shares is now 1.4%. Volatility drift: your fixed 50-cent stop was 1x atr in a quiet month and is 0.4x ATR now, so the position is effectively three times bigger relative to noise. Habit drift: a round-number size that felt comfortable becomes the default regardless of setup.
The fix is mechanical. Recalculate the unit from current equity on a fixed schedule - weekly or monthly - recompute stops from current volatility, and log planned versus actual size in the trading-journal so drift shows up as data rather than as a surprise.
Related: risk-normalisation, fixed-fractional-sizing, trading-journal