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All articlesMay 4, 2026 · 6 min · Marc Hauser

Risk of ruin: the only curve that matters

The simulator juniors look at once and never forget.

The percentage trap

Losing 50% of your capital does not require a 50% gain to recover — it requires 100%. Losing 80% requires 400%. That asymmetry is mathematical, brutal, and it has destroyed more trading careers than all the strategies combined.

Risking 1% per trade

On €10,000 capital, risking 1% per trade means a maximum risk of €100. With a reasonable strategy (positive expectancy, 45% hit rate, 1:2 R:R), your probability of hitting ruin over 1,000 trades is below 0.01%. Move to 5% per trade and that probability rises to 90%.

Why pro desks repeat it

Professional desks have strict limits — often below 0.5% of AUM per idea — not because they are timid, but because they have seen a hundred times what the distribution tail produces. Retail traders skip that step because they have never seen a major drawdown. kNOWTrade has them simulate the drawdown before it arrives for real.

The useful lesson

Risk of ruin is the only curve that determines whether you will still be here in five years. Everything else — patterns, indicators, signals — is optional next to it.

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