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Scaling up should always tie back to your initial risk per trade, not just a percentage of account growth. If your win rate isn't consistent across varying market conditions, increasing size might just accelerate drawdowns. Have you stress-tested your system with larger theoretical positions during volatile periods?

I generally scale up by maintaining a fixed percentage of my account per trade, so as my account grows, my position size naturally increases without explicitly changing my risk parameters. Have you tried that approach?