Lab · AlfaCat

Risk & scenario lab

Position sizing and reward-to-risk, computed from your own inputs. No advice — just the arithmetic every desk runs before a trade.

Position sizer

How many units to buy so a stop-loss costs a fixed slice of the account.

Instrument Account size ($) Risk per trade (%) 1.0 Entry price Stop-loss price

Result

Risk budget

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Per-unit risk

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Position size

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Position value

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Reward-to-risk

Target price

R multiple

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Portfolio backtest

Build a weighted basket, replay ~1 year of real prices (daily-rebalanced), then project it forward with Monte-Carlo. Historical — not a forecast.

Basket

Instrument Weight %

Risk-free %

Historical (last ~1y)

Total return

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CAGR

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Volatility

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Max drawdown

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Sharpe

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Days

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Equity curve · basket rebased to 100.

Monte-Carlo — 1-year projection

Run a backtest to project it forward.

Median 1y

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10th–90th pct

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Prob. of loss

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Educational math on your own inputs — no advice. Backtests use ~1 year of end-of-day data; past performance and Monte-Carlo paths do not predict the future.