3 June 2026 · 8 min · Seo Siwoo
Sizing a position after the range is already wide
A wide day feels like it deserves a larger position. The sheet says the opposite. When the range is already wide, a stop that respects the structure sits farther away. The same risk amount divided by a longer distance gives a smaller quantity. Evening four and the Saturday clinic both exist to make that feel ordinary rather than like a punishment.
We use a practice figure, not a student’s real account. Risk amount for the example: ₩500,000. Stop distance forced by the wide range: 15 points. Value of one point in the example market: ₩10,000. The quantity is 500,000 divided by 150,000, which is a little over three. We round down. Three units, not four, because the remainder is not a reason to stretch the risk.
People argue with the round-down. On the desk we let the argument happen, then we redo the line with the larger number and show how far the loss runs if the stop is hit. The larger number is allowed only if the risk amount on the top of the sheet is changed in ink. Quietly hoping the stop will not be needed is not a change in ink.
The same arithmetic applies when the range is narrow, and it will push the quantity up. That is the part students like, and it is why we make them write the wide case on the same card. A method that only appears on quiet days is a mood. Volatility training is the habit of reading the distance before the quantity.
Bring three wide sessions to a chart sitting if this is the only knot you want untied. Bring a Saturday if you want the arithmetic under your own hand, with Seo correcting the stop before you multiply.