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8 results for "risk management"
FeaturedRisk Management
2026-03-115 min read
Risk of Ruin in Futures Trading: How to Estimate It and Size Positions
Risk of ruin is the chance an account hits a loss limit before a target. This guide shows the simple even-money formula with hypothetical numbers, the losing streak and drawdown arithmetic, where Kelly sizing goes wrong, and why variable risk or prop drawdown rules need simulation.
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Strategy
2025-12-124 min read
Trading ES and NQ Futures During Earnings Season: Strategy and Risk Management
Earnings reports from large index components can gap ES and NQ outside regular hours. This guide covers gap risk with worked arithmetic, how to resize when volatility rises, whether to hold overnight, and how prop evaluation limits change the math.
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Strategy
2025-11-264 min read
Trading ES and NQ Futures Around FOMC Decisions: Strategy and Risk Management
FOMC days compress, spike, reverse, and spike again. Here is how the day breaks into three phases, why stops slip, how to resize for a wider range with worked math, and what prop traders should check in their drawdown rules before holding anything through the statement.
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Education
February 17, 20265 min read
How to Day Trade Futures Systematically (Without Emotional Decisions)
Day trading futures goes wrong when decisions get made mid-trade under pressure. This guide covers writing a plan before the session, sizing from the stop, handling trending versus ranging days, reviewing your results and what automation can and cannot do.
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Risk Management
December 10, 20254 min read
Risk Management in Automated Trading: Limits, Sizing and Kill Switches
Automation executes whatever risk rules you configure, including bad ones. This guide covers daily loss limits, sizing from tick values, expectancy, drawdown recovery arithmetic and how to test a kill switch, with hypothetical examples.
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Risk Management
2025-06-254 min read
Position Sizing in Futures: The Contract Math That Keeps One Trade From Wrecking the Account
Account damage usually comes from trade size, not from a single bad entry. This guide shows the contracts formula, worked ES, MES and MNQ examples, a tick value table, and how stop slippage and loss limits change the numbers.
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Risk Management
March 21, 20255 min read
How to Set a Stop Loss in Futures Trading
A stop only protects you if it is sized, placed and understood correctly. This guide covers fixed, ATR, structure and trailing stops, the contract math for ES and MES, order types and slippage, ATM brackets in NinjaTrader, and how prop firm limits interact with your trade stops.
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Psychology
2026-08-145 min read
Fear of Risk: Why Under-Sizing and Endless Prep Keep Futures Traders Stuck
Some futures traders size so small that costs eat the edge, and others stay in simulation indefinitely. Both look like caution and both are avoidance. Here's how to tell risk management from risk avoidance, with a hypothetical cost example and a plan for sizing up.
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