MES · $1,000 start · Jan 2024 – Aug 2026 · 2 ticks of slippage · $0.74/side commission · 1,000-draw month-block bootstrap per cell
32-Month Sizing Table
Every tested combination on one grid: five management modes on the P1 signal stack, volatility pause on or off, risk fraction 1/N of current equity, integer micro contracts, tick-rounded stops, $50 intraday margin with a 20% buffer, daily stop at 3× the per-trade budget. Master M2 and M-EMA use lot-matched engine books (1 to 4 micros); the other three are single-leg books rescaled exactly. Click a column header to sort.
Method
Pause
N
Risk / trade
Slippage
End $
Growth ×
Worst DD %
Low point $
P(DD ≥ 50%)
P(DD ≥ 25%)
P(end < $1,000)
Median end $
5th pct $
95th pct $
Trades
Skipped %
Lots med / max
How to read it. "End" is the one historical path. The three probabilities and the percentiles come from resampling the same 32 months in whole-month blocks 1,000 times and recomputing the full compounding path each time, so they are odds inside this regime, not odds that the regime continues. The highlighted rows are the cells that combine growth above 3× with a chance of halving under 10%. Every row is in-sample: the books, the pause threshold and the window were all chosen on this history.