How news weeks change my broker cost rankings

[FXS Prop Desk]

Halving size while widening the stop keeps money at risk constant, which is the important part. One refinement: scale the stop to measured volatility rather than doubling it automatically. In some CPI weeks M5 ATR rises by 3x around the release, in others barely 1.5x.

Measuring ATR (or average range) in the hour after the last few similar releases gives a better estimate, and then the size follows from the stop. It also makes cost rankings comparable between weeks: compare cost per trade as a share of the stop, not in absolute pips.