What is Fixed Fractional Sizing?

Indian market context (NSE)

Reference levels: Nifty 50 at 24,300, Reliance Industries at ₹1,300, Bank Nifty futures at 55,000 (lot size 30). Examples below show how Fixed Fractional Sizing shows up on Indian index, equity, and futures books — update to live quotes in your journal.

Nifty 50 perspective

Fixed Fractional Position Sizing on Nifty (24,300): define rupee risk per trade before the 9:15 open; index gaps on global cues can skip planned fixed fractional position sizing levels — use exchange-supported stop types and size for gap beyond stop.

Reliance Industries perspective

Fixed Fractional Position Sizing for Reliance (₹1,300): stock circuits and 20% band limits can trap positions past your planned exit; keep fixed fractional position sizing outside circuit freeze zones where possible.

Bank Nifty futures perspective

Fixed Fractional Position Sizing on Bank Nifty (55,000): span margin changes intraday — a valid fixed fractional position sizing at entry may be too large after a margin hike; recheck buying power before adding lots.

How to validate

• Minimum sample: 30 closed trades on one strategy tag before trusting Fixed Fractional Sizing.
• Check for one outlier week inflating Fixed Fractional Sizing — export largest winners and losers.
• Recompute Fixed Fractional Sizing after including brokerage, STT, and slippage on F&O tags.
• Compare Fixed Fractional Sizing on the same date range as profit factor and max drawdown.

How to track in TradeLyser

• Open Strategy Board or analytics → filter by strategy tag and review period.
• Locate the widget or column reporting Fixed Fractional Sizing (or export trades to compute manually).
• Store snapshot values in weekly review: Fixed Fractional Sizing, profit factor, drawdown, trade count.
• If Fixed Fractional Sizing is custom, add a spreadsheet column fed from TradeLyser CSV export.

Best practices

• Publish Fixed Fractional Sizing per strategy, not only at account level.
• Use the same calculation window (weekly vs monthly) year-round.
• Pair Fixed Fractional Sizing with sample size in every review slide or note.
• Reconcile Fixed Fractional Sizing with broker statements before tax filing.

Common pitfalls

• Changing rules after fewer than 20 trades because Fixed Fractional Sizing moved slightly.
• Mixing intraday and positional tags when computing Fixed Fractional Sizing.
• Ignoring costs so Fixed Fractional Sizing looks better than banked P&L.
• Letting one outlier trade dominate the Fixed Fractional Sizing reading.

How to use this in TradeLyser

Set fraction in plan; verify actual risk matches after slippage monthly.