📉 Averaging-Down Breakeven-Exit Simulator
Calculates the optimal split-buy path within your available cash, using ATR-based technical entry points.
Aggressive exit
Lowers your average cost quickly with tight spacing. Fast breakeven exit if the price bounces.
Spacing 1×\u20133.5×ATRSplit 15%/35%/50%
Conservative split
Wide spacing to leave room for further downside. Better for long-term defense.
Spacing 1.5×\u20135×ATRSplit 25%/35%/40%
⚡ Quick-Pick Popular Stocks — click to auto-fill ticker + current price
📝 Enter Your Position
💳 US stock input — enter your average cost and current price in US dollars ($) |
enter your available cash in Korean won (KRW) | the exchange rate is applied automatically.
Live price
Fetching…
Enter a ticker for
an automatic lookup
an automatic lookup
💳 Exchange rate applied:
— triggers and average cost are shown in both Korean won (₩) and US dollars ($).
Current loss
Avg cost
→ current
If you do nothing
Rise needed for breakeven — the cost of just waiting
Rise needed if you run this plan
Final avg cost
Strategy efficiency
Based on % ATR volatility
📈 Average-Cost Convergence Simulation
📋 Step-by-Step Entry Plan
| Step | Trigger price | Vs. current | Buy quantity | Cash used | Cumulative qty | New avg cost | Rise needed |
|---|---|---|---|---|---|---|---|
📱 Shareable Text Summary
The Math of Averaging Down — Why It's Risky
Averaging down (buying more as a position falls) lowers your average cost, which shrinks the bounce needed to reach breakeven — but in exchange, your capital at risk grows fast, and if the decline continues, your total loss grows with it. This simulator computes your average cost and breakeven exit price across a series of additional-buy scenarios, showing in numbers exactly how much of a bounce you'd need to get back to even.
For the math comparing averaging down and averaging up, see averaging down vs. averaging up. For principles that limit your downside, see setting your stop-loss rules. Repeating averaging down without a clear thesis can put your entire account at risk.