0.5% vs 1% vs 2%: What Risk Size Really Changes
Same strategy, four risk sizes, 4,000 simulated accounts each. What actually changes: not the direction of the curve, but the drawdowns — and whether the human holding it survives them.
EXPERIMENT 02Can Random Entries Make Money?
We flipped a coin for every entry and varied only the exits. Ruin, breakeven, and profit — from identical entries. What the classic random-entry experiment says about where expectancy really lives.
EXPERIMENT 03How Long Will Your Losing Streak Be?
At a 40% win rate, expect eleven losses in a row somewhere in your next 500 trades — with the edge working perfectly. The streak table every trader should know before choosing risk size.
EXPERIMENT 04Does Moving Your Stop to Breakeven Actually Help?
The most popular risk rule in trading, priced. It cut losing trades from 70% to 47%, cut expectancy by 44%, and improved the median drawdown by 1.2 points.
EXPERIMENT 05The Same 200 Trades, Shuffled 50,000 Times
Every ordering ends at exactly the same equity. The worst drawdown along the way ranges from 10.1% to 51.4% — and decides whether you are still there to collect it.
All results on these pages come from Monte-Carlo simulations with stated rules — educational illustrations, not trading records and not investment advice.
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