Osiris · Blog
Position sizing, stop losses and protecting your capital.
Risk management runs the trade. Money management runs everything around it: how much money enters the account, how size steps as equity moves, when profits leave, and why topping up after losses is martingale at account scale. The layer the industry wrote a pamphlet about.
Everyone draws 3R rectangles on their charts. The account statement tells a different story, because the planned ratio and the realized ratio are different numbers, and only one of them pays. The expected value formula, the three ways your real ratio quietly shrinks, and the audit that exposes yours in five minutes.
Sooner or later every trader discovers the Kelly criterion and concludes math endorses risking 15% per trade. Kelly assumes you know your edge precisely (you don't) and tolerates 50% drawdowns (you won't). What Kelly is actually for.
Price going against you is only one of the ways to lose money in crypto, and rarely the fastest. The full map of trading risks: leverage, thin books, exchanges holding your coins, depegs, outages, fraud and yourself, with what actually mitigates each one in 2026.
Every emotional failure in trading, revenge trades, panic exits, stop-widening, has one cause: the position is too big. At the right size a losing trade is boring, and boring traders execute. Size for indifference. The complete guide.
A margin call is your broker closing your positions because your balance can no longer cover the risk. We walk through the math with a concrete example, then share the risk rules we actually use: position sizing, stop placement, and why correlated pairs count as one trade.
