Risk budget:
Risk per contract:
Maximum contracts:

Educational estimate only. This does not account for slippage, gaps, commissions, or fees.

The position sizing formula

The formula has three steps. First, your risk budget: account size times the percentage you are willing to lose on one trade. Second, your risk per contract: stop distance in ticks times the tick value. Third, divide the first by the second and round down. Rounding down is not optional - rounding up means risking more than you decided to risk.

Worked example: a $50,000 account risking 1% has a $500 budget. Corn at $12.50 per tick with a 16-tick stop (4 cents) risks $200 per contract. Five hundred divided by two hundred is 2.5, so the answer is two contracts. If the stop gets hit, you lose about $400 plus costs, and the account lives to trade again.

Choosing a risk percentage

Smaller is better, especially early on. Many experienced traders risk somewhere between half a percent and two percent of the account per trade. At 1%, you can be wrong ten times in a row and still have most of your capital. At 10%, a normal losing streak ends the account. The percentage is a personal decision, but the math of drawdowns is not: losing half your account requires doubling what is left just to get even.

Futures trading involves substantial risk of loss and is not suitable for all investors. No sizing rule makes a losing approach profitable; it only controls how fast a losing approach loses.

Common position sizing mistakes

The most common error is sizing from margin instead of from risk. The exchange lets you control a corn contract for a modest deposit, so a small account buys ten, and one ordinary adverse move wipes out months of progress. Margin tells you what you are allowed to do, not what you should do.

The second error is ignoring slippage and gaps. Stops fill at the market when triggered, and in fast markets that can be several ticks beyond your price. Size for the stop being hit a little worse than planned. If you want to practice sizing before real money is involved, our two-week free trial includes simulated trading where you can test this discipline with live market prices.

Futures Position Size Calculator — FAQ

What percentage should I risk per trade?

Many experienced traders use 0.5% to 2% of account equity. The right number depends on your approach and tolerance, but keeping it small enough to survive a losing streak is the point.

What if the calculator says zero contracts?

Then the trade does not fit the account at that stop distance. Either the stop is too wide, the tick value is too large, or the account is too small. Skipping the trade is a legitimate answer.

Does this work for options?

Not directly. For bought options the risk is the premium paid, so sizing is simpler: divide the risk budget by the premium per contract. Spreads and short options need their own analysis.

Should I size positions based on margin?

No. Margin is a minimum deposit set by the exchange, not a risk measure. Sizing from risk - stop distance times tick value - keeps any single loss within your plan.

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