Vol-Targeted Position Sizer
Regime filter, trigger, and vol-scaled sizing in one live calculator.
Size the trade to a volatility target, not a hunch
Consistent sizing comes from three layers in order: a regime filter that decides whether to be on at all, a trigger that times the entry, and a vol-scaled size that makes every position contribute the same risk regardless of how volatile the underlying is. This tool runs all three.
The regime read is pulled live from the Nations indexes and the underlying’s realized-volatility percentile. The sizing math then scales your allocation so its expected volatility matches your portfolio target.
Inputs
Recommended size
How to read this
The recommended allocation is your equity scaled by the ratio of target vol to trade vol, then adjusted by the live regime multiplier and capped by your max-risk rule:
- Layer 1 — Regime filter: the underlying’s realized volatility is ranked against its own trailing year (percentile-based, never fixed thresholds). Calm regimes scale size up toward full target; stressed regimes scale it down.
- Layer 2 — Trigger: size is only released when you confirm your entry condition is present.
- Layer 3 — Vol-scaled size: allocation fraction = target vol ÷ trade vol, so a 40-vol name and a 12-vol name contribute the same risk.
Educational sizing aid only — not investment advice. Verify against your own risk limits before trading.
Learn
New to vol-targeted sizing, or want more from this tool? Start here.
The big-picture overview of how the sizer works and why it matters.
Read →FoundationsThe core idea: hold risk steady by sizing to a volatility target.
Read →FoundationsA field guide to every input, output, and number on the tool.
Read →FoundationsQuick answers and plain-English definitions for every term.
Read →FoundationsA timely look at what current conditions mean for your size.
Read →IntermediateA worked example of cutting size when volatility spikes.
Read →IntermediateA worked example of adding size when volatility is low.
Read →AdvancedThe formulas and assumptions behind the sizing calculation.
Read →AdvancedHow to fold vol-targeted sizing into a real trading workflow.
Read →AdvancedSpot the signals that tell you it is time to resize.
Read →