NQ · INDEX

Nasdaq 100 (NQ) Position Size Calculator

The NQ (E-mini Nasdaq 100) pays $20 per point per contract. Enter your account balance, risk percentage and stop-loss, and this tool instantly returns the exact number of NQ contracts to trade — keeping your risk inside prop firm drawdown limits.

Quick Answers

What is Nasdaq 100 position sizing?
Calculate your exact NQ (Nasdaq 100 E-mini) position size in contracts based on account balance, risk % and stop-loss. Built for prop firm and SMC/ICT traders.. 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 NQ?
For Nasdaq 100 (NQ), each points move is worth $20 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
Nasdaq 100 (NQ) · $20/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

0.33

contracts · Nasdaq 100 (NQ)

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 × $20 per points)

Example: sizing 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 0.33 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.