LO1 R-Multiple Analysis

Generated: February 17, 2026 This report evaluates LO1 strategy backtest performance using R-multiples (risk-normalized returns). 1R = the point distance from entry to stop loss. R-multiples normalize results across varying position sizes and box ranges, providing a clearer picture of edge quality than raw dollar P&L.

Account Sizing User Guide

Every trade needs to answer one question: how many contracts? LO1 answers it automatically. You set a daily loss limit (DLL) — the most you’re willing to lose in a day. LO1’s auto-sizer works backward from that number to figure out how many MYM contracts to trade, accounting for both your initial breakout trade and the recoup trade that fires […]

Sizing and Risk Settings Guide

MEMBERS ONLY This would be a great infographic, done for different sized accounts. This should also link to guide to profitability for more questions about this.