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Sizing on open equity

Basing position size on account value including unrealised profit and loss, which compounds faster in both directions.

Open equity is what your broker shows on the screen: cash, realised results, and every open position marked to market. Sizing off it is standard for systematic and futures programmes, where positions are marked daily anyway.

It compounds faster during trends because winners fund larger new positions, and it de-levers faster during losing streaks because paper losses cut size immediately. The cost is reflexivity: a portfolio that is up 12% on open trades is also at its largest exactly when a correlated reversal would hurt most.

The honest middle ground, used by many managers, is to size on open equity but cap the uplift - for example, never size on more than closed equity plus half the open profit - and to enforce a separate max-open-risk ceiling so the book cannot inflate regardless of marks.

Related: sizing-on-closed-equity, max-open-risk

See it drawn

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

How a position size is worked outAccount size, risk per trade and stop distance feed into one box giving the number of shares.ACCOUNT SIZE$25,000your capitalRISK PER TRADE1%of the accountSTOP DISTANCE$0.50entry to stopPOSITION SIZE500 sharesrisk budget: $25,000 × 1% = $250position size: $250 ÷ $0.50 = 500 shares
Working out a position size. Three numbers decide how big a trade is: the account, the share of it put at risk, and the distance from entry to stop. One percent of $25,000 is a $250 budget, and a $0.50 stop divides into that 500 times.

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