Position Sizing Methodology

A live trading journal, capital tracker, and Monte Carlo stress test in one place.

This project is no longer just a simulator. It tracks the real journey week by week, shows how capital moves between trading and surplus, and uses Monte Carlo at the bottom of the page as a pressure test for the methodology.

Live journal Capital flows Performance & forecast Monte Carlo lab

Trading Journal

A clean public-facing record of the live journey, including balances, weekly progress, trade behavior, and methodology lessons.

Weekly Realized Progress

How each tracked week is stacking up on realized FIFO performance.

Consistency By Week

Green-day rate across the tracked weeks so you can see if the process is stabilizing.

Monte Carlo Lab

The simulator lives below the journal as a stress test for streaks, ruin risk, and reserve-backed survival assumptions.

Trading account

No intraday reloads. You trade what you have left.

Starting balance$4,000
Base trade size$500
Reload trigger<$1,000 end of day
Weekly cash eventSweep + rebalance every 5 days

Reserve account

Reloads only happen between sessions, and the reserve depletes with every refill.

Starting reserve$20,000
Reload to$5,000
Weekly transfer ruleSweep excess and top off if needed
Ruin condition$0 reserve + trading < $1,000

Outcome mix

The full loss probability is calculated automatically as the remainder.

Payout tuning

Use this block to match your real trade asymmetry and partial exits.

Monthly cost drag

Model recurring cash taken out of the system on a monthly cadence.

Simulation rules

Reloads happen after the day closes if the trading account finishes under the trigger.

Run logic

The current simulation assumptions and payout rules used for the numbers below.

Streak analysis

Level 9 requires eight straight advancing wins. Loss streaks count 50% stops and full losses.

Win streak distribution

Maximum advancing streak seen inside each simulation.

Loss streak distribution

Maximum consecutive stop or full-loss streak by simulation.

Portfolio outcomes

Final wealth combines trading and reserve balances after sweeps, reloads, and end-of-run state.

Tail cases

5th percentile downside and 95th percentile upside snapshots for the same run assumptions.

Total wealth over time

Median, 25th percentile, and 75th percentile path across all simulations.

Final total wealth

Distribution of ending combined wealth across all runs.

Average trades at each level

How often the progression ladder is actually visited.

Reserve sample paths

Representative reserve trajectories after weekly sweeps and reloads.

Trading account sample paths

Intraday volatility survives even when total wealth smooths out.