Question 1

Why does percent-of-equity sizing compound faster?

Accepted Answer

Because your bet size scales with the account. After wins you risk more dollars, after losses less — geometric growth. With a genuine positive edge this outpaces a fixed dollar bet, but the same mechanism deepens drawdowns, so most pros cap risk at 1-2% per trade.

Question 2

Can position sizing turn a losing system into a winner?

Accepted Answer

No. If your expectancy (win rate × reward − loss rate) is negative, every sizing scheme still loses — compounding just loses faster. Sizing optimizes a positive edge; it cannot manufacture one. Validate the edge before tuning size.

複利とフラットサイズの計算ツール

サイズ設定はエッジを増幅しますが、エッジを生み出すのではありません