Sizing the first month after leaving demo

[Amanhasnoname]

Plenty of strategies look fine on demo and then bleed on a live account, and the cause is rarely the strategy alone. Real fills are slower, real spreads are wider in bad moments, and real money changes how fast the hand moves to the stop.

A sensible approach is to treat the first live stretch as a measurement exercise. If the target size is 1.0 lot, start at 0.1. The loss limit stays proportional, so a bad week hurts about as much as it would on a scaled-down plan, and the sample still builds quickly because a scalper produces many trades.

Set scaling conditions before starting, in writing. For instance: after 100 live trades, average cost per trade must be within 20 percent of the demo assumption, rule violations must be near zero, and the drawdown must have stayed inside the plan. Then move to the next step, maybe 0.25, and repeat. If cost per trade comes in far above the demo assumption, the problem is the market model, not the sizing, and the step is not earned.

Stepping down should be pre-agreed too. A drawdown trigger that sends size back one level removes the argument in the heat of the moment.

What scaling rule did you use, and did you ever have to step back down?