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● F&O lot sizes updated for Jan 2026 NSE revision

Position Size Calculator

Know exactly how many shares or lots to trade before you risk a single rupee — with F&O-aware lot rounding, reward-to-risk scoring, Kelly Criterion sizing, portfolio heat tracking, and a losing-streak simulator built in.

Trade setup
₹500₹1,00,00,000
0.1%20%
₹1₹1,00,000
₹0₹1,00,000
Your position
Investment amount
₹0
Potential risk
₹0
Shares to buy
0
Potential risk Investment amount

Kelly Criterion
Portfolio Heat
Losing-Streak Simulator
F&O Lot Sizes
Kelly Criterion sizing
If you track your own win rate and average win/loss ratio, the Kelly formula suggests a mathematically optimal risk %. Most professional traders use a fraction of full Kelly — half or quarter — since full Kelly is historically too aggressive for real-world variance.
Full Kelly
0%
Quarter Kelly
0%
Click "Use Half Kelly" to apply this as your risk boundary above — Kelly only works if your win rate and ratio are based on real trade history (30+ trades), not a guess.
Portfolio heat tracker
Position sizing one trade at a time hides your real exposure. Add every position you currently hold (or plan to open) to see your total capital at risk across the whole book — the number that actually determines how a bad week affects your account.
Symbol Entry Stop Qty Risk (₹) Value (₹)
0%
0% (no risk)6%+ (danger zone)
What N losses in a row actually does to your account
This uses your risk % from the calculator above. Losing streaks are normal even for profitable strategies — this shows exactly how much capital they cost, and how much harder it gets to recover the deeper the hole.
5 losses
Account after streak
₹0
Total drawdown
0%
Gain needed to recover
0%

Losses and the gains needed to recover from them are not symmetric — a 20% drawdown needs a 25% gain to recover, a 50% drawdown needs a 100% gain. This compounding asymmetry is the entire reason position sizing matters.

NSE index F&O lot size reference
Verified against NSE's lot-size revision circular, effective from the January 2026 contract series. Lot sizes are reviewed periodically by SEBI/NSE to keep contract notional value within regulatory bands — always confirm against the live contract specification before trading.
IndexCurrent lot size

How professional position sizing actually works

01 / THE FORMULA

Risk amount ÷ risk per share

Position size = (Account × Risk%) ÷ |Entry − Stop|. The stop-loss distance, not your conviction about the stock, determines how many shares you can afford to buy.

02 / THE 1-2% RULE

Why professionals rarely exceed 2%

At 2% risk, a 10-trade losing streak costs ~18% of capital. At 10% risk, the same streak wipes out ~65%. Small percentages compound very differently on the way down.

03 / PORTFOLIO HEAT

Per-trade risk isn't total risk

Five "safe" 2%-risk positions opened at once is 10% of your account at risk simultaneously if they're correlated. Track heat across your whole book, not trade by trade.

This is a risk-management calculator, not investment advice. It tells you how to size a trade consistently with a risk rule you choose — it does not tell you which stocks to buy, when to enter, or where to place your stop. The Kelly Criterion result is only meaningful if your win-rate and win/loss-ratio inputs come from genuine, sufficiently large trade history (30+ trades); a guessed input produces a meaningless output. Past performance and historical statistics do not guarantee future results. Accelpix is an Authorised Data Vendor and does not provide investment advice, portfolio management, or research recommendations.
On this page

What is position sizing?

Position sizing is the decision of how many shares or lots to buy or sell on any single trade. It is, deliberately, a separate decision from picking the stock or the direction — you can have an excellent entry signal and still damage an account by sizing the trade too large relative to capital. Most professional traders and risk managers consider position sizing the single most important decision in trading, more important than entry timing or even the win rate of the strategy itself.

This calculator uses the fixed-fractional risk model: you decide what percentage of your account you're willing to risk on a single trade, and the position size is derived from that percentage and the distance to your stop-loss — not from how confident you feel or how much capital happens to be sitting idle.

Why position sizing matters more than stock-picking

Consider two traders with identical stock-picking skill, both averaging the same win rate on the same setups. Trader A risks 2% of capital per trade. Trader B risks 15%. Over a long enough sequence of trades, including the inevitable losing streaks every strategy experiences, Trader A's account survives comfortably while Trader B's account can be functionally destroyed by a streak of losses that, statistically, was always going to happen eventually.

The core idea

Position sizing doesn't make you right more often. It determines how much being wrong, when it inevitably happens, costs you — and whether your account survives long enough for your edge, if you have one, to play out over many trades.

The position sizing formula, explained

Position Size = (Account × Risk%) ÷ |Entry − Stop|

  • Account — your total trading capital available for this position.
  • Risk% — the percentage of that capital you're willing to lose if the stop-loss is hit. Most professional traders use 1–2% per trade.
  • |Entry − Stop| — the absolute price distance between your planned entry and your stop-loss. This, not your conviction, is what ultimately determines position size.

For F&O positions, this calculator additionally rounds the resulting quantity down to the nearest whole lot, since you can't trade a fractional lot, and flags it clearly when the calculated size is smaller than one full lot.

A worked example, step by step

You have ₹1,00,000 in trading capital, you're willing to risk 2% per trade, your entry is ₹100, and your stop-loss is ₹90.

StepValue
Risk amount (1,00,000 × 2%)₹2,000
Risk per share (100 − 90)₹10
Position size (2,000 ÷ 10)200 shares
Total investment (200 × 100)₹20,000

Notice that the position uses only ₹20,000 of the ₹1,00,000 account — 20% of capital deployed, while only 2% is actually at risk if the stop is hit. This distinction, between capital deployed and capital at risk, is the entire point of risk-based sizing.

The 1-2% rule, and why it exists

Professional risk management rarely allows more than 1–2% of capital at risk on a single trade, for a reason that becomes obvious once you model out a losing streak — which every strategy, however good, will eventually have:

Risk per tradeDrawdown after 10 straight losses
1%~9.6%
2%~18.3%
5%~40.1%
10%~65.1%
Why this matters

A 65% drawdown requires a 186% gain just to get back to break-even — losses and the recovery needed from them are never symmetric. The losing-streak simulator built into this calculator lets you see this exact compounding effect for your own risk percentage.

Portfolio heat: per-trade risk isn't total risk

Sizing each trade individually at 2% risk feels safe, until you realise you might have five such positions open simultaneously — 10% of your account at risk at once, more if those positions are correlated (several stocks in the same sector tend to move together). Portfolio heat is the term for your total risk across every open position combined, and it's a number most retail traders never actually calculate, even though it's frequently the real reason an otherwise reasonable risk plan still produces an outsized account loss.

The Kelly Criterion: sizing from your own track record

If you have a genuine, sufficiently large trade history (30 or more real trades), the Kelly Criterion offers a mathematically derived "optimal" risk percentage based on your actual win rate and average win/loss ratio, rather than an arbitrary 1–2% rule of thumb. Full Kelly is widely considered too aggressive for real-world variance — most professional users apply half or quarter Kelly instead, which this calculator computes automatically alongside the full figure.

A necessary caveat

Kelly Criterion is only meaningful when your win-rate and ratio inputs come from real, sufficiently large trade history. Feeding it a guessed or hoped-for win rate produces a confident-looking but meaningless number.

Common position sizing mistakes to avoid

  • Sizing based on how much you can afford to buy, not how much you're risking. "I have ₹50,000, so I'll buy ₹50,000 worth" ignores the stop-loss distance entirely and is not risk-based sizing.
  • Widening the stop to fit a desired position size. Deciding you want 500 shares and then setting a stop wide enough to "afford" that size reverses the correct order of operations — the stop should come from the chart, the size from the stop.
  • Ignoring portfolio heat across multiple open positions. Five trades at 2% each is 10% total risk, not 2%, especially if the positions are correlated.
  • Increasing risk percentage after a losing streak to "win it back." This is precisely backward — risk should stay constant or decrease after losses, not increase.

How to use this calculator

  1. Enter your funds available and chosen risk percentage (1–2% for most professional approaches).
  2. Enter your entry price and stop-loss price — the distance between them drives the calculation.
  3. Switch to F&O mode for lot-based sizing on index derivatives, with automatic rounding to the nearest whole lot.
  4. Check the Kelly Criterion tab if you have real, tracked win-rate statistics.
  5. Use the Portfolio Heat tab to track total risk across every position you currently hold, not just the one you're about to add.

Frequently asked questions

A fixed percentage automatically scales with your account size, so the risk taken stays proportionate as your capital grows or shrinks. A fixed rupee amount would represent a shrinking percentage of a growing account (too conservative over time) or a growing percentage of a shrinking account (dangerously aggressive after losses) - neither of which is what a consistent risk plan should do.

Most professional traders and risk managers use 1-2% per trade as a starting point. Newer traders, or those trading more volatile instruments like F&O, often use the lower end of that range or less. There's no universally correct number, but exceeding 2-3% on a regular basis sharply increases the drawdown from any losing streak, as the table in the article above shows.

No. The position size shown is based purely on your risk amount and the entry-to-stop price distance. Brokerage, STT, exchange charges and slippage all add a small additional cost on top, which in practice makes your real risk very slightly higher than the theoretical figure shown here. Use the Accelpix Brokerage Calculator alongside this tool for exact, cost-inclusive figures.

The fixed-fractional model (the default calculation) uses a risk percentage you choose yourself, typically a conservative rule of thumb like 1-2%. The Kelly Criterion, found in its own tab, instead derives a suggested risk percentage mathematically from your own tracked win rate and win/loss ratio - but only produces a meaningful result if those inputs come from genuine, sufficiently large trade history.

The calculator will flag this clearly. It means your chosen risk amount, given the stop-loss distance, doesn't justify even one full lot at current prices - your real options at that point are to accept a larger risk percentage for this specific trade, find a tighter stop-loss level, or skip the trade entirely rather than force a lot size your risk plan doesn't support.

No. Portfolio heat approaching or exceeding 10% of account equity (the sum of risk across all simultaneously open positions) is generally considered the upper boundary by most professional risk frameworks, and many practitioners keep it considerably lower, particularly when positions are correlated.

More trader tools

Regulatory notes & lot-size references

Background on the figures used in this calculator, for traders who want to verify the source rather than take the numbers on faith.

01F&O lot sizes (NSE)

NSE periodically revises index derivative lot sizes to keep contract notional value within SEBI's regulatory bands as index levels change. The figures in this calculator reflect NSE's lot-size revision circular effective from the January 2026 contract series (Nifty 50 reduced from 75 to 65, Bank Nifty from 35 to 30, Nifty Financial Services from 65 to 60, Nifty Midcap Select from 140 to 120). Always cross-check against the live contract specification on nseindia.com before trading, since these are revised periodically.

02The fixed-fractional risk model

This calculator uses the most widely taught position-sizing method among professional and institutional traders: risking a fixed percentage of account equity per trade, sized to the distance between entry and stop-loss. It is one of several valid approaches (others include fixed-dollar risk, volatility-based/ATR sizing, and the Kelly Criterion, also included here) — no method removes the underlying risk of trading, it only makes that risk consistent and intentional.

03Kelly Criterion

The Kelly formula (f = W − [(1−W)/R], where W is win rate and R is the average win/loss ratio) computes the theoretically growth-optimal bet size for a repeated favorable bet. It assumes your win-rate and ratio inputs are accurate and stationary — in real markets neither holds perfectly, which is why halving or quartering the Kelly suggestion is the standard practical adjustment.

04Portfolio heat

"Heat" refers to the total percentage of account equity at risk across all simultaneously open positions, as distinct from the risk on any single trade. A trader who risks 2% per trade but holds five open positions at once carries up to 10% total heat — concentration and correlation between those positions can make the real risk higher still.

Disclaimer: Figures shown by this calculator are estimates based on publicly available NSE/SEBI circulars and standard risk-management formulas, believed accurate as of June 2026. Lot sizes, margin requirements, and contract specifications are subject to revision by NSE/SEBI without notice. Accelpix is an Authorised Data Vendor and does not act as a stockbroker, investment adviser, or research analyst. Nothing on this page constitutes investment advice or a recommendation to take any specific position. Always verify current contract specifications with your broker before trading. Trading in equity, derivatives and commodities involves risk of financial loss, including the possibility of losing more than your initial investment in leveraged products.