FREE TOOLS

The math behind the discipline.

Four calculators built for systematic traders — position sizing, compounding, drawdown recovery, and a hands-on demo of how a momentum rotation works. Educational tools, not advice.

CALCULATOR 01

Position size

Two sizing philosophies. Risk-defined stop: fix the dollars at risk, place the stop where the chart says, derive the share count. Allocation cap: fix the position as a slice of the account, risk a fixed fraction of that slice. The bar shows what each really means.

Account size ($)

Risk per trade (% of account)

Entry price ($)

Stop price ($)

–

Position value

–

% of account

–

$ at risk

–

Account risk

–

Stop / 2R

CALCULATOR 02

Compound growth

Time and contribution discipline do most of the work. Add a second scenario to see what a different return, contribution, or timeline is really worth — then hover the chart.

Starting capital ($)

Monthly contribution ($)

Annual return (%)

Years

Compare a second scenario

B · Starting capital ($)

B · Monthly contribution ($)

B · Annual return (%)

B · Years

–

A · End value

–

A · Contributed

–

A · Growth

Hover for year-by-year values. Long-run equity returns have historically varied widely — try several assumptions, including bad ones.

CALCULATOR 03

Drawdown recovery

Losses are asymmetric: the deeper the hole, the disproportionately bigger the climb out. Hover the curve and watch the required gain run away from the drawdown that caused it.

Drawdown (%)

Assumed recovery return (%/yr)

–

Gain required to recover

–

Years at assumed return

INTERACTIVE DEMO

How a momentum rotation works

Ten hypothetical stocks, ranked by momentum score. The portfolio always holds the top seven, equal weight — everything above the cut line is in, everything below is out. Edit scores or advance the market a cycle, run the rebalance, and watch the ranking do the work.

Hypothetical tickers and scores for illustration only. In the live model, scores come from multi-horizon price momentum across the full S&P 500, and the cycle runs every 21 trading days.

Want to see this discipline run with real money?

See the live record

These tools are educational. Nothing on this page is investment advice or a recommendation to buy or sell any security.