A reader in our Discord thread argued on 2026-08-31 that this EA does better with weighted lot sizing. The first thing we checked was our own run, and the switch was already on. UseWeightedLots was true in the audited settings, so the objection was not asking for something we had left out. It was asking whether the switch matters. So we ran the same window again with the switch off, and we compared the two runs field by field.
The tester input blocks of the two runs are identical except for one line, UseWeightedLots. Everything else is the shipped default, including Risk 0, StartLots 0.01 and AdjustLotsizeToVariableValues true. Both runs closed 1,742 trades and 3,484 deals on the same window with 100% real ticks.
Net profit after our commission retrofit is $4,041.83 as shipped and $4,042.31 with the switch off, a difference of $0.48 across the whole run. Commission is -$221.40 in both. Swap is -$275.53 in both. Maximum drawdown is $319.04 in both. Profit factor 2.29, Sharpe on end of day equity 1.38, average lot 0.017 and a break even shock of $2.32 per trade are the same in both, and in both runs 80% of the profit lands in 60 trading days out of 775.
The verdict lamps come out identical as well. Data quality ok, structure caution, costs info, concentration caution, regime info and prop fit red, in both runs.
Position size in this EA is not flat. Our lot drift check reads the tenth percentile of trade volume per year and finds 0.04 lots in 2003, 2004 and 2005, 0.03 in 2006, 0.02 in 2007 and 2008 and 0.01 in every year from 2009 through 2026. That staircase tracks the price level of gold, and it comes from AdjustLotsizeToVariableValues, which is true in both runs. The switch the objection was about is not the one that scales the position.
This costs the audit something real. Because the measured lot policy is mixed rather than fixed, our survival map is gated in both runs and prints no result at all. The audit says so in plain text, "map requires fixed lots, measured lot policy is mixed_or_unknown". A vendor default that nobody argues about took a card off the table, while the switch everybody argued about changed nothing.
Weighted lot sizing and risk based sizing are two different things. The objection may well have meant the second one, where the position is derived from account equity instead of a start lot. We registered that as a separate run and it did not complete its window, so there is no number from it in this article and none in the audit. Until it runs clean, our answer covers the flag and nothing else.
The audit page carries both runs as preset variants, "as shipped" and "use start lots", with the full field matrix behind them. Our reading is narrow on purpose. On this build, on this window and on this account size, the weighted lots flag is not a performance setting. It is a setting.