RuinRisk

RuinRisk shows how likely a trading plan is to wipe out your capital, and how deep the drawdowns along the way can get. Enter three numbers and the result updates as you move the sliders.

THREE INPUTS
• Win rate
• Risk:reward ratio
• Capital risk (the share of your capital you risk on each trade)

Set each one with a slider or type the value directly. All three move in steps of 0.1 and are remembered the next time you open the app.

FREE: LEGACY MODE
• CALC: Risk of ruin, defined as the probability of losing all of your capital, calculated instantly from your three inputs.
• HEATMAP: A color-coded risk-of-ruin table. Choose which parameter to hold fixed, pinch to zoom, and double-tap to return to the default zoom.
• A short walkthrough appears on first launch and can be reopened anytime from the button at the top right.

PREMIUM: PRO MODE
Pro mode is unlocked with a one-time in-app purchase. It is not a subscription.

• CALC: Ruin is defined as your capital falling to a level you choose (50% by default; 30% and 20% are also available). The theoretical value is shown next to a log-growth estimate, along with the difference between the two.
• HEATMAP: Marks your current settings on the map, compares which of the three inputs drives your risk the most, and shows how far the risk of ruin would fall if you changed one input on its own.
• ANALYSIS: Monte Carlo simulation of maximum drawdown over 100, 500 or 1,000 trades, with the probability of a 10%, 20%, 30%, 50% or 70% drop from the peak. Results are summarized from three perspectives: ruin probability, Monte Carlo drawdown, and position sizing against the Kelly criterion.
• MATRIX: A table of drawdown probabilities from 5% to 100% across 100, 500 and 1,000 trades. Save up to five plans, compare them side by side, apply a saved plan to your inputs, and export the table as a CSV file.
• Settings: Ruin definition, compounding on or off, simulation quality (1,000, 10,000 or 100,000 runs), and the percentile used for maximum drawdown (50th, 75th or 95th).

Legacy and Pro define ruin differently, so the same inputs give different numbers in each mode. The app explains the difference on screen.

WHO IT'S FOR
• Traders who want to check a position size before putting real money at risk
• Anyone comparing approaches with different win rates and risk:reward ratios
• People learning money management who want to see how the numbers move

GOOD TO KNOW
• No ads, no account and no tracking. Your inputs and saved plans stay on your device.
• Supports VoiceOver and larger text sizes.
• For iPhone and iPad. Requires iOS 18 or later.
• Available in English and Japanese.

RuinRisk is a calculation tool for education and reference. Its results are theoretical values and simulations based on the numbers you enter. They are not investment advice, and they do not predict or guarantee future results. Trading involves the risk of loss.