On a $50K eval with a $2,000 drawdown, your real account is $2,000. Risk $500 a trade and you’re 4 losses from failing, and with a 50% win rate, a 4-loss streak in 100 trades is close to certain (97%). Two things most traders never calculate: → With no edge, size doesn’t change your odds of passing. You hit the target before the drawdown about 40% of the time whether you risk $100 or $1,000. Sizing up only gets you the answer faster. → With an edge, smaller size passes far more often. In my simulation, risking $250 instead of $500 raised the pass rate from 60% to 81%. It just takes more trades. The trailing drawdown makes it tighter. The floor follows your peak, so giving back gains costs you the same as losing money. Rules vary by firm, so plug in your own numbers. The logic holds either way: size for the streak you will hit, not the target you want to reach. I built these sizing rules into my algorithm so position size never changes because of the last trade. Comment “ALGO” and I...