Professional Position Sizing & Risk Management System
Risk Management Strategy Overview
Systematic approach to position sizing with real-time margin requirements
Essential Trading Parameters
1%
Risk Per Trade
2 ATR
Stop Loss Distance
20 Days
Entry Breakout
10 Days
Exit Signal
4 Units
Max Per Market
20%
Max Total Risk
Position Sizing Formula
Contracts = (Equity × 0.01) / (ATR × Point Value × 2)
Position Sizing Calculators
Calculate optimal position sizes with current market prices and actual margin requirements
Position Size Calculator
Contract Size:-
Point Value:-
Initial Margin:-
Maintenance:-
Position Size (Contracts)
0
Dollar Risk Per Contract
$0
Total Margin Required
$0
Margin Utilization
0%
Real-Time Margin Monitor
Current Market Conditions
Margins as of June 2025 - Subject to change with volatility
Total Margin Required
$0
Available for Trading
$0
Margin Cushion
0%
SAFE
Margin Safety Guidelines
Maintain 50%+ margin cushion for safety
Never use more than 70% of available capital
Keep reserves for margin increases
Monitor maintenance requirements daily
Current Market Prices & Margins
Live market data with exchange margin requirements - June 2025
Energy
Metals
Grains
Softs
Livestock
Indices
Currencies
Financials
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
Crude Oil WTI
CL
$70.68/barrel
$70,680
$6,593
9.3%
$1,000
Natural Gas
NG
$3.90/MMBtu
$39,000
$3,813
9.8%
$10,000
RBOB Gasoline
RB
$2.38/gallon
$99,960
$7,317
7.3%
$42,000
Heating Oil
HO
$2.36/gallon
$99,120
$7,464
7.5%
$42,000
Brent Crude
BZ
$71.68/barrel
$71,680
$5,967
8.3%
$1,000
Ethanol
CU
$1.70/gallon
$71,400
$2,464
3.5%
$42,000
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
Gold
GC
$3,375.35/oz
$337,535
$16,500
4.9%
$100
Silver
SI
$36.04/oz
$180,175
$16,500
9.2%
$5,000
Copper
HG
$4.82/lb
$120,430
$9,900
8.2%
$25,000
Platinum
PL
$1,288/oz
$64,400
$4,400
6.8%
$50
Palladium
PA
$1,051.50/oz
$105,150
$13,750
13.1%
$100
Aluminum
ALI
$2,581.95/MT
$64,549
$4,400
6.8%
$25
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
Corn
ZC
$4.33/bushel
$21,650
$1,155
5.3%
$50
Soybeans
ZS
$10.60/bushel
$53,000
$2,365
4.5%
$50
Wheat
ZW
$5.65/bushel
$28,250
$1,815
6.4%
$50
KC Wheat
KE
$5.75/bushel
$28,750
$1,925
6.7%
$50
Spring Wheat
MW
$6.25/bushel
$31,250
$1,870
6.0%
$50
Oats
ZO
$3.50/bushel
$17,500
$1,375
7.9%
$50
Soybean Meal
ZM
$295.50/ton
$29,550
$2,090
7.1%
$100
Soybean Oil
ZL
$0.51/lb
$30,600
$2,090
6.8%
$600
Rough Rice
ZR
$15.50/cwt
$31,000
$1,540
5.0%
$2,000
Canola
RS
CAD 743.70/MT
CAD 14,874
$826
5.6%
$20
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
Cotton #2
CT
$0.6455/lb
$32,275
$1,771
5.5%
$500
Coffee
KC
$3.1767/lb
$119,126
$11,451
9.6%
$375
Sugar #11
SB
$0.1599/lb
$17,909
$1,218
6.8%
$1,120
Sugar #16
SD
$0.2150/lb
$24,080
$2,229
9.3%
$1,120
Cocoa
CC
$8,549.80/MT
$85,498
$14,399
16.8%
$10
Orange Juice
OJ
$2.3199/lb
$34,799
$7,095
20.4%
$150
Lumber
LBR
$610.64/MBF
$16,793
$1,210
7.2%
$27.50
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
Live Cattle
LE
$2.0810/lb
$83,240
$3,025
3.6%
$400
Feeder Cattle
GF
$2.9860/lb
$149,300
$4,537
3.0%
$500
Lean Hogs
HE
$1.0015/lb
$40,060
$2,035
5.1%
$400
Pork Cutout
KM
$0.95/lb
$38,000
$2,310
6.1%
$400
Class III Milk
DC
$16.00/cwt
$32,000
$1,320
4.1%
$2,000
Nonfat Dry Milk
GNF
$1.15/lb
$50,600
$990
2.0%
$440
Dry Whey
DY
$0.45/lb
$19,800
$1,100
5.6%
$440
Butter Cash-Settled
CB
$2.65/lb
$53,000
$1,210
2.3%
$200
Cheese Cash-Settled
CSC
$1.65/lb
$33,000
$990
3.0%
$20,000
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
S&P 500 E-Mini
ES
6,112 points
$305,600
$23,725
7.8%
$50
Nasdaq 100 E-Mini
NQ
22,235 points
$444,695
$34,381
7.7%
$20
Dow Mini
YM
42,472 points
$212,360
$14,910
7.0%
$5
Russell 2000 E-Mini
RTY
2,127 points
$106,350
$10,193
9.6%
$50
S&P Midcap E-Mini
EMD
2,900 points
$290,000
$23,875
8.2%
$100
S&P 500 VIX
VX
13.50 points
$13,500
$8,140
60.3%
$1,000
Contract
Symbol
Current Price
Contract Value
Initial Margin
Margin %
Point Value
Euro FX
6E
$1.1555
$144,438
$3,740
2.6%
$125,000
British Pound
6B
$1.30
$81,250
$2,420
3.0%
$62,500
Japanese Yen
6J
$0.90/100¥
$112,500
$4,180
3.7%
$12,500,000
Australian Dollar
6A
$0.6510
$65,100
$2,420
3.7%
$100,000
Canadian Dollar
6C
$0.7305
$73,050
$1,485
2.0%
$100,000
Bitcoin Micro
MBT
$95,000/BTC
$9,500
$2,876
30.3%
$0.10
Bitcoin Futures
BTC
$95,000/BTC
$475,000
$143,774
30.3%
$5
Ether Futures
ETH
$3,300/ETH
$165,000
$46,930
28.4%
$50
Trading Rules & Guidelines
Systematic rules for consistent risk management
Entry & Exit Rules
Entry Signal
Buy when price exceeds 20-day high
Sell short when price breaks 20-day low
Place stop-loss immediately at 2 ATR
No anticipation - wait for actual breakout
Exit Signal
Exit longs when price breaks 10-day low
Exit shorts when price breaks 10-day high
Stop-loss hit (2 ATR from entry)
Account drawdown reaches 20%
Position Management
Pyramiding Strategy
Initial Entry
1 unit at breakout
First Add
+1 unit at +0.5 ATR
Second Add
+1 unit at +1.0 ATR
Final Add
+1 unit at +1.5 ATR
Stop Adjustment
Move all stops to 2 ATR from newest entry
Risk Limits
Per Trade: 1% of account equity
Per Market: Maximum 4 units (4%)
Correlated Group: Maximum 6 units (6%)
Total Account: Maximum 20 units (20%)
Drawdown Limit: Stop trading at -10%
Market Correlations
Understanding relationships between markets for proper diversification
Correlation Groups
Group Name
Markets Included
Max Units
Key Drivers
Energy Complex
CL, BZ, RB, HO, NG, CU
6 units max
OPEC, Supply/Demand, Weather
Precious Metals
GC, SI, PL, PA
6 units max
Dollar, Inflation, Safe Haven
Grains
ZC, ZS, ZW, ZM, ZL, ZO
6 units max
Weather, Crop Reports, Exports
Softs
CT, KC, SB, CC, OJ, LBR
6 units max
Weather, Seasonal, EM Demand
Livestock
LE, GF, HE, KM, DC, CB, CSC
6 units max
Feed Costs, Disease, Demand
Stock Indices
ES, NQ, YM, RTY
6 units max
Fed Policy, Earnings, Economy
Currencies
6E, 6B, 6J, 6S, 6A, 6C
6 units max
Central Banks, Interest Rates
Interest Rates
ZB, ZN, ZF, ZT
6 units max
Fed Policy, Inflation Data
Important Disclaimer
RISK DISCLOSURE: Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.
MARKET DATA: Prices shown are as of June 2025 and subject to rapid change. Always verify current prices before trading.
MARGIN NOTICE: Margin requirements shown are from exchange data and subject to change without notice. Brokers may require higher margins. Always verify current margins with your broker.
NO GUARANTEE: The Alsanaviss system is provided for educational purposes only. No guarantee of profitability is made or implied.