Scaling up Kalshi positions vs. traditional futures sizing

Been dabbling in Kalshi for a few months, mostly on small-cap event contracts – Fed rate hikes, CPI prints. My issue is translating risk sizing from futures or options to these contracts. With futures, I've got a clear stop, clear target, and size accordingly based on a percentage of my capital at risk. But with Kalshi, it's a binary outcome, and my 'stop' is essentially max loss if I'm wrong. How do you guys approach position sizing when the risk is 100% of the contract value if your thesis is incorrect? Just feels different than a dynamic stop loss.