How much you risk per trade decides whether a winning strategy makes you rich, or wipes you out. Start with ₹10,00,000, pick a size, and watch 200 possible futures play out. Then see what different position sizing methods say about it.
Every line on the chart is one possible future for the same strategy. They only differ by luck. Choose any sizing rule, change its size, and watch the whole cloud change.
These two charts use calm markets and a fixed fraction. Left: how fast your account grows per trade at every size. It rises, peaks at Kelly, then falls back to zero and below. Right: how often the account halves at each size. Hover either chart.
Average compounding rate of the account at each bet size
Share of the 200 futures that dip to half at some point
The numbers below are live. They change as you change the strategy above.
Same strategy, same luck and same settings as section 2, now with every rule on one board.
Middle result of the 200 futures
Share of futures that dip to ₹5,00,000 or less
One strategy cannot show these, so they are not in the charts. Here is what each does, in the order it happens.
A simulation for learning, not advice. Futures are random draws of wins and losses at the win rate and win size you set; the same draws are reused whenever you change a size, so comparisons are fair. Real markets have fat tails, costs and changing edges, which is one more reason to size below Kelly. Starting account is always ₹10,00,000. With only 200 futures per run, the chance of halving is accurate to about ±3 points, and the extremes are noisy. The ‘2× Kelly’ and ‘75% of growth’ rules of thumb are close but not exact: depending on win rate and win size, growth returns to zero between about 1.7× and 2.2× Kelly.