tk25719 / position-sizing-data

v0.1.2 2026-09-19 12:11 UTC

Requires

• php: >=8.0

MIT

• JUN YI

• finance
• forex
• trading
• reference data
• position sizing
• risk management

Published on Packagist.org on 2026-09-19 12:20 UTC

README

Reference data and arithmetic for position sizing across forex, stocks and crypto futures.

This repository exists because the numbers behind "how many units should I trade" are usually scattered across broker pages, forum posts and screenshots. Here they are in plain CSV and Markdown, with the formula written out, so anyone can check the arithmetic instead of trusting it.

An interactive implementation of the same calculation lives at https://positionsizetool.com/.

An archival copy of this dataset is deposited at Zenodo: doi:10.5281/zenodo.22840538. Use that DOI to cite the data in anything that outlives the repository.

The same tables and formulas are published as installable packages, so the arithmetic can be checked from a REPL instead of a spreadsheet: position-sizing-data on PyPI (source in pypi/), position-sizing-data on npm (source in npm/), and the Go module in this repository, which embeds the CSV files so go get github.com/tk25719/position-sizing-data needs nothing else. PHP users can composer require tk25719/position-sizing-data; that package ships in composer.json and src/.

The four data files are also mirrored on data platforms, each with the same provenance note attached: the canonical landing page is positionsizetool.com/reference-data.html, and the mirrors are Kaggle and Hugging Face.

Contents

File	What is in it
data/contract-specifications.csv	Default contract size, pip size and unit step per instrument, for 131 symbols across forex, metals, energies, indices and crypto.
data/pip-value-by-lot-size.csv	Pip value per standard, mini, micro and nano lot, on a USD-denominated account, plus the cost of a 20-pip move and of a 1-pip spread.
data/losing-streak-equity.csv	Equity remaining after 1 to 20 consecutive losses at 0.5%, 1% and 2% risk per trade.
data/drawdown-recovery.csv	Gain required on the reduced balance to return to the original balance, for drawdowns from 5% to 90%.
checklists/pre-trade-risk-checklist.md	What to confirm before an order goes in.
docs/position-sizing-formulas.md	The formulas, why each term sits where it does, and a worked example.

The formula in one line

units = (risk_budget - commission) / ((|entry - stop| + spread) x quote_to_account_rate)

The tradable size is that number rounded down to the broker's unit step. Rounding up increases risk without saying so.

The full derivation, including why the spread is added to the stop distance while the commission is subtracted from the budget, is in docs/position-sizing-formulas.md.

Where the numbers come from

• Instrument rows are the built-in defaults of the calculator linked above. They are typical retail contract specifications, not exchange-published official values, and several are editable by design. Verify the contract size and unit step of your own instrument against your broker before placing an order.
• Everything else in data/ is computed, not copied. Each table has its generating formula stated at the top of this table's entry below:
  • losing-streak-equity.csv: remaining = (1 - risk%)^n
  • drawdown-recovery.csv: gain_required = 1 / (1 - drawdown) - 1
  • pip-value-by-lot-size.csv: pip_value = units x pip_size, converted to USD at the stated rate

Cite

YI, JUN (2026). Position sizing reference data and worked arithmetic for forex, stocks and crypto futures [Data set]. Zenodo. https://doi.org/10.5281/zenodo.22840538

Licence

Code and documentation: MIT. Data files in data/: CC0 1.0 Universal, to the extent applicable.

The Zenodo deposit of this dataset carries its own licence, CC BY 4.0, chosen at deposit time; refer to the record for the terms that apply to the archived copy.

This is not investment advice. Nothing here recommends a trade, a size or a broker.