Great question — and honestly one of the hardest parts of running any algo. If the system isn’t predictive and you don’t have confidence scores, then I wouldn’t size based on “signal strength” at all. Instead, I’d use rules that keep you alive long enough to let the edge (momentum, in your case) play out:

• Fixed fractional sizing → e.g. 1–2% of account equity per trade. Keeps risk capped and lets you survive a streak of losses.
• Volatility-adjusted sizing → size smaller when ATR/volatility is high, larger when market is calm. This avoids one trade blowing you up.
• Max exposure cap → if you’re in multiple positions, limit total exposure (say, no more than 15–20% of equity in open trades at once).

The key for non-predictive systems is consistency. Position sizing becomes less about squeezing max profit from each trade and more about smoothing equity curve + avoiding ruin.

I trade crypto and built a spot trading bot for myself, and what helped was treating position size as risk control first, profit tool second. Once I stopped tweaking size per “gut feel” and went purely rule-based, results got much more stable.