Emini-Position-Sizing-Calculator.xlsx

	C	D	E	F	G	H	I	J	K	L	M	N	O	P	Q	R
1
2
3	Position Sizing Calculator for the E-Mini (ES)
4
5	Date:		20-Jul-15		Acc Size	100,000		Contract Specifications			Acceptable Risk		Fixed - Risk PS Values
6	Version:		4.50		Margin	1,265		Symbol	ES		Min	0.50%	1	20	4	5
7	Ali Moin-Afshari				Max PS	79		Point Value	$50		Max	2.00%	2	10	5	4
8								Tick Size	0.25		Fixed	1.00%	3	6	6	3
9
10	Risk →		1	Point	2	Points	3	Points	4	Points	5	Points	6	Points	← Risk
11	P.S. ↓	Tick	Risk $	% of Acc	Risk $	% of Acc	Risk $	% of Acc	Risk $	% of Acc	Risk $	% of Acc	Risk $	% of Acc	P.S. ↓	Tick
12	1	12.5	50	0.05%	100	0.10%	150	0.15%	200	0.20%	250	0.25%	300	0.30%	1	12.5
13	2	25	100	0.10%	200	0.20%	300	0.30%	400	0.40%	500	0.50%	600	0.60%	2	25
14	3	37.5	150	0.15%	300	0.30%	450	0.45%	600	0.60%	750	0.75%	900	0.90%	3	37.5
15	4	50	200	0.20%	400	0.40%	600	0.60%	800	0.80%	1,000	1.00%	1,200	1.20%	4	50
16	5	62.5	250	0.25%	500	0.50%	750	0.75%	1,000	1.00%	1,250	1.25%	1,500	1.50%	5	62.5
17	6	75	300	0.30%	600	0.60%	900	0.90%	1,200	1.20%	1,500	1.50%	1,800	1.80%	6	75
18	7	87.5	350	0.35%	700	0.70%	1,050	1.05%	1,400	1.40%	1,750	1.75%	2,100	2.10%	7	87.5
19	8	100	400	0.40%	800	0.80%	1,200	1.20%	1,600	1.60%	2,000	2.00%	2,400	2.40%	8	100
20	9	112.5	450	0.45%	900	0.90%	1,350	1.35%	1,800	1.80%	2,250	2.25%	2,700	2.70%	9	112.5
21	10	125	500	0.50%	1,000	1.00%	1,500	1.50%	2,000	2.00%	2,500	2.50%	3,000	3.00%	10	125
22	11	137.5	550	0.55%	1,100	1.10%	1,650	1.65%	2,200	2.20%	2,750	2.75%	3,300	3.30%	11	137.5
23	12	150	600	0.60%	1,200	1.20%	1,800	1.80%	2,400	2.40%	3,000	3.00%	3,600	3.60%	12	150
24	13	162.5	650	0.65%	1,300	1.30%	1,950	1.95%	2,600	2.60%	3,250	3.25%	3,900	3.90%	13	162.5
25	14	175	700	0.70%	1,400	1.40%	2,100	2.10%	2,800	2.80%	3,500	3.50%	4,200	4.20%	14	175
26	15	187.5	750	0.75%	1,500	1.50%	2,250	2.25%	3,000	3.00%	3,750	3.75%	4,500	4.50%	15	187.5
27	16	200	800	0.80%	1,600	1.60%	2,400	2.40%	3,200	3.20%	4,000	4.00%	4,800	4.80%	16	200
28	17	212.5	850	0.85%	1,700	1.70%	2,550	2.55%	3,400	3.40%	4,250	4.25%	5,100	5.10%	17	212.5
29	18	225	900	0.90%	1,800	1.80%	2,700	2.70%	3,600	3.60%	4,500	4.50%	5,400	5.40%	18	225
30	19	237.5	950	0.95%	1,900	1.90%	2,850	2.85%	3,800	3.80%	4,750	4.75%	5,700	5.70%	19	237.5
31	20	250	1,000	1.00%	2,000	2.00%	3,000	3.00%	4,000	4.00%	5,000	5.00%	6,000	6.00%	20	250
32	21	262.5	1,050	1.05%	2,100	2.10%	3,150	3.15%	4,200	4.20%	5,250	5.25%	6,300	6.30%	21	262.5
33	22	275	1,100	1.10%	2,200	2.20%	3,300	3.30%	4,400	4.40%	5,500	5.50%	6,600	6.60%	22	275
34	23	287.5	1,150	1.15%	2,300	2.30%	3,450	3.45%	4,600	4.60%	5,750	5.75%	6,900	6.90%	23	287.5
35	24	300	1,200	1.20%	2,400	2.40%	3,600	3.60%	4,800	4.80%	6,000	6.00%	7,200	7.20%	24	300
36	25	312.5	1,250	1.25%	2,500	2.50%	3,750	3.75%	5,000	5.00%	6,250	6.25%	7,500	7.50%	25	312.5
37	26	325	1,300	1.30%	2,600	2.60%	3,900	3.90%	5,200	5.20%	6,500	6.50%	7,800	7.80%	26	325
38	27	337.5	1,350	1.35%	2,700	2.70%	4,050	4.05%	5,400	5.40%	6,750	6.75%	8,100	8.10%	27	337.5
39	28	350	1,400	1.40%	2,800	2.80%	4,200	4.20%	5,600	5.60%	7,000	7.00%	8,400	8.40%	28	350
40	29	362.5	1,450	1.45%	2,900	2.90%	4,350	4.35%	5,800	5.80%	7,250	7.25%	8,700	8.70%	29	362.5
41	30	375	1,500	1.50%	3,000	3.00%	4,500	4.50%	6,000	6.00%	7,500	7.50%	9,000	9.00%	30	375
42	31	387.5	1,550	1.55%	3,100	3.10%	4,650	4.65%	6,200	6.20%	7,750	7.75%	9,300	9.30%	31	387.5
43	32	400	1,600	1.60%	3,200	3.20%	4,800	4.80%	6,400	6.40%	8,000	8.00%	9,600	9.60%	32	400
44	33	412.5	1,650	1.65%	3,300	3.30%	4,950	4.95%	6,600	6.60%	8,250	8.25%	9,900	9.90%	33	412.5
45	34	425	1,700	1.70%	3,400	3.40%	5,100	5.10%	6,800	6.80%	8,500	8.50%	10,200	10.20%	34	425
46	35	437.5	1,750	1.75%	3,500	3.50%	5,250	5.25%	7,000	7.00%	8,750	8.75%	10,500	10.50%	35	437.5
47	36	450	1,800	1.80%	3,600	3.60%	5,400	5.40%	7,200	7.20%	9,000	9.00%	10,800	10.80%	36	450
48	37	462.5	1,850	1.85%	3,700	3.70%	5,550	5.55%	7,400	7.40%	9,250	9.25%	11,100	11.10%	37	462.5
49	38	475	1,900	1.90%	3,800	3.80%	5,700	5.70%	7,600	7.60%	9,500	9.50%	11,400	11.40%	38	475
50	39	487.5	1,950	1.95%	3,900	3.90%	5,850	5.85%	7,800	7.80%	9,750	9.75%	11,700	11.70%	39	487.5
51	40	500	2,000	2.00%	4,000	4.00%	6,000	6.00%	8,000	8.00%	10,000	10.00%	12,000	12.00%	40	500
52	41	512.5	2,050	2.05%	4,100	4.10%	6,150	6.15%	8,200	8.20%	10,250	10.25%	12,300	12.30%	41	512.5
53	42	525	2,100	2.10%	4,200	4.20%	6,300	6.30%	8,400	8.40%	10,500	10.50%	12,600	12.60%	42	525
54	43	537.5	2,150	2.15%	4,300	4.30%	6,450	6.45%	8,600	8.60%	10,750	10.75%	12,900	12.90%	43	537.5
55	44	550	2,200	2.20%	4,400	4.40%	6,600	6.60%	8,800	8.80%	11,000	11.00%	13,200	13.20%	44	550
56	45	562.5	2,250	2.25%	4,500	4.50%	6,750	6.75%	9,000	9.00%	11,250	11.25%	13,500	13.50%	45	562.5
57	46	575	2,300	2.30%	4,600	4.60%	6,900	6.90%	9,200	9.20%	11,500	11.50%	13,800	13.80%	46	575
58	47	587.5	2,350	2.35%	4,700	4.70%	7,050	7.05%	9,400	9.40%	11,750	11.75%	14,100	14.10%	47	587.5
59	48	600	2,400	2.40%	4,800	4.80%	7,200	7.20%	9,600	9.60%	12,000	12.00%	14,400	14.40%	48	600
60	49	612.5	2,450	2.45%	4,900	4.90%	7,350	7.35%	9,800	9.80%	12,250	12.25%	14,700	14.70%	49	612.5
61	50	625	2,500	2.50%	5,000	5.00%	7,500	7.50%	10,000	10.00%	12,500	12.50%	15,000	15.00%	50	625
62	51	637.5	2,550	2.55%	5,100	5.10%	7,650	7.65%	10,200	10.20%	12,750	12.75%	15,300	15.30%	51	637.5
63	52	650	2,600	2.60%	5,200	5.20%	7,800	7.80%	10,400	10.40%	13,000	13.00%	15,600	15.60%	52	650
64	53	662.5	2,650	2.65%	5,300	5.30%	7,950	7.95%	10,600	10.60%	13,250	13.25%	15,900	15.90%	53	662.5
65	54	675	2,700	2.70%	5,400	5.40%	8,100	8.10%	10,800	10.80%	13,500	13.50%	16,200	16.20%	54	675
66	55	687.5	2,750	2.75%	5,500	5.50%	8,250	8.25%	11,000	11.00%	13,750	13.75%	16,500	16.50%	55	687.5
67	56	700	2,800	2.80%	5,600	5.60%	8,400	8.40%	11,200	11.20%	14,000	14.00%	16,800	16.80%	56	700
68	57	712.5	2,850	2.85%	5,700	5.70%	8,550	8.55%	11,400	11.40%	14,250	14.25%	17,100	17.10%	57	712.5
69	58	725	2,900	2.90%	5,800	5.80%	8,700	8.70%	11,600	11.60%	14,500	14.50%	17,400	17.40%	58	725
70	59	737.5	2,950	2.95%	5,900	5.90%	8,850	8.85%	11,800	11.80%	14,750	14.75%	17,700	17.70%	59	737.5
71	60	750	3,000	3.00%	6,000	6.00%	9,000	9.00%	12,000	12.00%	15,000	15.00%	18,000	18.00%	60	750
72	61	762.5	3,050	3.05%	6,100	6.10%	9,150	9.15%	12,200	12.20%	15,250	15.25%	18,300	18.30%	61	762.5
73	62	775	3,100	3.10%	6,200	6.20%	9,300	9.30%	12,400	12.40%	15,500	15.50%	18,600	18.60%	62	775
74	63	787.5	3,150	3.15%	6,300	6.30%	9,450	9.45%	12,600	12.60%	15,750	15.75%	18,900	18.90%	63	787.5
75	64	800	3,200	3.20%	6,400	6.40%	9,600	9.60%	12,800	12.80%	16,000	16.00%	19,200	19.20%	64	800
76	65	812.5	3,250	3.25%	6,500	6.50%	9,750	9.75%	13,000	13.00%	16,250	16.25%	19,500	19.50%	65	812.5
77	66	825	3,300	3.30%	6,600	6.60%	9,900	9.90%	13,200	13.20%	16,500	16.50%	19,800	19.80%	66	825
78	67	837.5	3,350	3.35%	6,700	6.70%	10,050	10.05%	13,400	13.40%	16,750	16.75%	20,100	20.10%	67	837.5
79	68	850	3,400	3.40%	6,800	6.80%	10,200	10.20%	13,600	13.60%	17,000	17.00%	20,400	20.40%	68	850
80	69	862.5	3,450	3.45%	6,900	6.90%	10,350	10.35%	13,800	13.80%	17,250	17.25%	20,700	20.70%	69	862.5
81	70	875	3,500	3.50%	7,000	7.00%	10,500	10.50%	14,000	14.00%	17,500	17.50%	21,000	21.00%	70	875
82	71	887.5	3,550	3.55%	7,100	7.10%	10,650	10.65%	14,200	14.20%	17,750	17.75%	21,300	21.30%	71	887.5
83	72	900	3,600	3.60%	7,200	7.20%	10,800	10.80%	14,400	14.40%	18,000	18.00%	21,600	21.60%	72	900
84	73	912.5	3,650	3.65%	7,300	7.30%	10,950	10.95%	14,600	14.60%	18,250	18.25%	21,900	21.90%	73	912.5
85	74	925	3,700	3.70%	7,400	7.40%	11,100	11.10%	14,800	14.80%	18,500	18.50%	22,200	22.20%	74	925
86	75	937.5	3,750	3.75%	7,500	7.50%	11,250	11.25%	15,000	15.00%	18,750	18.75%	22,500	22.50%	75	937.5
87	76	950	3,800	3.80%	7,600	7.60%	11,400	11.40%	15,200	15.20%	19,000	19.00%	22,800	22.80%	76	950
88	77	962.5	3,850	3.85%	7,700	7.70%	11,550	11.55%	15,400	15.40%	19,250	19.25%	23,100	23.10%	77	962.5
89	78	975	3,900	3.90%	7,800	7.80%	11,700	11.70%	15,600	15.60%	19,500	19.50%	23,400	23.40%	78	975
90	79	987.5	3,950	3.95%	7,900	7.90%	11,850	11.85%	15,800	15.80%	19,750	19.75%	23,700	23.70%	79	987.5
91	80	1000	4,000	4.00%	8,000	8.00%	12,000	12.00%	16,000	16.00%	20,000	20.00%	24,000	24.00%	80	1000
92	81	1012.5	4,050	4.05%	8,100	8.10%	12,150	12.15%	16,200	16.20%	20,250	20.25%	24,300	24.30%	81	1012.5
93	82	1025	4,100	4.10%	8,200	8.20%	12,300	12.30%	16,400	16.40%	20,500	20.50%	24,600	24.60%	82	1025
94	83	1037.5	4,150	4.15%	8,300	8.30%	12,450	12.45%	16,600	16.60%	20,750	20.75%	24,900	24.90%	83	1037.5
95	84	1050	4,200	4.20%	8,400	8.40%	12,600	12.60%	16,800	16.80%	21,000	21.00%	25,200	25.20%	84	1050
96	85	1062.5	4,250	4.25%	8,500	8.50%	12,750	12.75%	17,000	17.00%	21,250	21.25%	25,500	25.50%	85	1062.5
97	86	1075	4,300	4.30%	8,600	8.60%	12,900	12.90%	17,200	17.20%	21,500	21.50%	25,800	25.80%	86	1075
98	87	1087.5	4,350	4.35%	8,700	8.70%	13,050	13.05%	17,400	17.40%	21,750	21.75%	26,100	26.10%	87	1087.5
99	88	1100	4,400	4.40%	8,800	8.80%	13,200	13.20%	17,600	17.60%	22,000	22.00%	26,400	26.40%	88	1100
100	89	1112.5	4,450	4.45%	8,900	8.90%	13,350	13.35%	17,800	17.80%	22,250	22.25%	26,700	26.70%	89	1112.5