Size From the Stop, Not the Thesis
Pick the invalidation in ticks. Multiply by tick value and contracts to get dollar risk. That number should be a planned fraction of the daily loss — commonly small enough that two or three full stop-outs do not end the day.
If one contract already exceeds that fraction, you need a tighter stop, a micro, or no trade. The position size calculator does this arithmetic without a spreadsheet.
When Micros Are the Right Tool
Micros exist so you can match dollar risk to a tight account. Ten MES is not safer than one ES if the dollar risk matches — the benefit is granularity, not free leverage. See the micro vs mini guide and calculator for the 10:1 pairs MimikTrader supports.
Multipliers Across Copied Accounts
Cross-contract copy swaps the symbol; it does not auto-apply a 10× micro multiplier. Set each follower's multiplier for that account's daily loss and trailing room.
A leader on NQ and a follower on MNQ with multiplier 2 is a deliberate under-size — valid when the evaluation is smaller. Matched notional is a choice, not a default.
Check R:R Before You Fall in Love With the Chart
If the stop is 20 ticks and the target is 15, you need a high win rate to break even before fees. Run the risk/reward calculator when the geometry is ugly — skipping the trade is a sizing decision.
No pass-rate claims
Position sizing does not pass evaluations. It only keeps rule breaches from being the default outcome of normal variance.
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