Enter values below to see max position size based on the 1–2% rule. Example defaults: $100k account, 1% risk, 50-point stop, NQ ($20/point).
Max Position Size: 1.00 contracts
Risk Amount: $1,000 (1% of 100,000)
Always round down to valid contract sizes. If contract size is less than 1, switch from Minis to Micros. This is for educational purposes — adapt to your broker's rules.
Use this table to quickly calculate maximum position size based on the 1–2% risk rule. Formula: Position Size = (Account Size × Risk %) ÷ (Stop Distance in Points × Point Value).
Example for NQ (E-mini Nasdaq-100): Point value = $20 | ES (E-mini S&P 500): Point value = $50
| Account Size | Risk % | Risk Amount | Stop Distance (Points) | NQ Contracts | ES Contracts |
|---|---|---|---|---|---|
| $50,000 | 1% | $500 | 50 | 0.5 | 0.2 |
| $100,000 | 1% | $1,000 | 50 | 1 | 0.4 |
| $100,000 | 2% | $2,000 | 50 | 2 | 0.8 |
| $200,000 | 1% | $2,000 | 75 | 1.3 | 0.5 |
| $500,000 | 1% | $5,000 | 100 | 2.5 | 1 |
Note: Round down to the nearest valid contract size. Adjust for volatility — use tighter stops or lower risk % in high-volatility environments.