MNQ · INDEX

Micro Nasdaq 100 (MNQ) Position Size Calculator

The MNQ (Micro E-mini Nasdaq 100) pays $2 per point per contract — 10× smaller than the full NQ. This calculator tells you exactly how many MNQ contracts keep your trade risk at your chosen percentage.

Quick Answers

What is Micro Nasdaq 100 position sizing?
Calculate your exact MNQ (Micro Nasdaq 100) position size in contracts by account balance, risk % and stop-loss. Ideal for small prop firm accounts.. Enter your account balance, risk %, entry price and stop-loss to get the exact contracts to trade while keeping your risk inside prop-firm limits.
How much is one points worth for MNQ?
For Micro Nasdaq 100 (MNQ), each points move is worth $2 per contract. This tick value is used to convert your dollar risk into a position size.
How is position size calculated?
Position size = (Account balance × Risk %) ÷ (Stop distance × Dollar value per unit). For example, on a $100,000 account risking 1% with a 50-point stop on NQ ($20/point), you trade 1 contract.
Read the full position sizing guide →
Market
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Trade Parameters
Micro Nasdaq 100 (MNQ) · $2/unit move per contract
$
%

Prop firms typically cap risk at 0.25–2%.

%

Used to estimate how much of your daily drawdown a single trade uses.

Position Size

3.33

contracts · Micro Nasdaq 100 (MNQ)

Total Risk

$1,000

Stop Distance

150 points

Stop vs Entry

0.76%

Daily Drawdown Used

Safe

This trade consumes 20% of a standard 5% daily drawdown limit.

How it's calculated

Position size = (Balance × Risk%) ÷ (Stop distance × $2 per points)

Example: sizing Micro Nasdaq 100 the prop-firm way

On a $100,000 account risking 1% ($1,000) with an entry of 19,850 and a stop-loss at 19,700 (a 150 points stop), the correct position size is 3.33 contracts. This keeps every trade inside the prop firm's daily drawdown limit.

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Risk management FAQ

Most prop firms force you to risk no more than 1% per trade, and many disciplined SMC and ICT traders use just 0.25%–0.5%. On a $100,000 funded account that means risking $250–$1,000 per trade. A fixed 1% rule survives losing streaks: after 10 losses in a row you are still down only ~10% and your daily drawdown limit is intact.
Use the formula: Position size = (Account Balance × Risk%) ÷ (Stop Distance × Dollar Value per Point). For NQ, each point is worth $20 per contract. With a $100,000 account risking 1% ($1,000) and a 50-point stop, you trade 1,000 ÷ (50 × 20) = 1 NQ contract. For MNQ (worth $2/point) the same setup allows 10 contracts.
The core SMC/ICT rule is simple: only trade when you can place your stop-loss beyond a structural level (order block, breaker, fair value gap, or liquidity pool). Never widen your stop to make a trade 'work' — instead reduce position size. If the stop distance grows, the contract count must shrink to keep your total risk fixed at 1% or less.
Prop firms typically enforce a 5% daily drawdown and a 6–10% maximum loss. Your position size must keep a single losing trade (your stop loss) comfortably inside the daily limit. For example, on a $100,000 account with a $5,000 daily limit, one trade risking 1% ($1,000) consumes only 20% of the daily buffer — leaving room for a few sequential losers without breaching.
Risking 1% ($100) on a $10,000 account with a 20-pip EUR/USD stop means: 100 ÷ (20 pips × $10 per pip per lot) = 0.5 standard lots. The exact number always depends on your stop distance — that is why you calculate the size after choosing your stop, never before.