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Position-size scenario
Long stocks · whole shares · USD
Uses the smaller of the capital-limited and planned-loss-limited quantities, rounded down. Excludes fees and gaps. A stop price is not a guaranteed execution price; the full stock position can lose value. About stop orders ↗
What does the option cost?
Long-option premium · USD
Premium × contracts × multiplier + fees. Standard equity contracts usually use 100; adjusted contracts can differ. A purchased option can lose its full premium. Exercise can create stock positions and additional obligations. Not a model for short options or spreads. Contract basics ↗
Win rate is one input.
Hypothetical average result · USD
Scenario result = win rate × average win − loss rate × average loss − cost. All trades use the same unit and cost treatment. This is algebra for a chosen scenario, not a forecast or evidence of an edge. Do not subtract costs twice when using broker net figures.
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