Total Apr 2025 – Sep 2026 · live layer = real account at the same presets since Apr 2026
Open MNQ 5 ct + Anchor MNQ 8 ct + Open MGC 2 ct + GAP MGC 8 ct — single 100K Futures Prop account, one position per strategy.
About. 100K-Balanced 4X is the return-ceiling variant of its tier: bigger size on the core component in exchange for a higher blow rate. Faster funding when it works, more tail risk when it does not.
When to use. For a funded account you can afford to re-earn: prioritises net per year and time-to-payout over survival odds. Pair it with a Balanced variant on a second account to smooth the path.
At a glance
4.17 PF · 75.7% Win rate · $4,723 Max DD (EOD) · 4.58 Sharpe
Total Apr 2025 – Sep 2026 as sized; forecast metrics: Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Viability 3y = % of MC paths that never hit the hard drawdown. Payout potential : blow = full payout units reached in profit per one account blow over 3y (potential, not a payout schedule). TTP = median days to first payout unit.
100K-Balanced 4X fits one account. The Playbook covers all of them.
Every portfolio configuration side by side — the figures above, the composition and the sizing per tier. One PDF, then our letters with what the systems did.
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Equity curve · modeled + live
Joint daily P&L applied to the $100,000 starting balance, log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker. Dotted red = hard DD floor ($97,000); dotted green = eval target ($106,000).
Quarterly breakdown
Q2’25–Q1’26 modeled · live since Q2’26 (real account, through Sep 2026). Portfolio as sized.
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$7,889 | 65.6% | 32 | $4,096 |
| Q3'25 | modeled | +$4,390 | 70.5% | 44 | $1,871 |
| Q4'25 | modeled | +$15,430 | 81.0% | 42 | $2,064 |
| Q1'26 | modeled | +$33,838 | 79.3% | 58 | $1,221 |
| Q2'26 live | live | +$28,134 | 83.3% | 24 | $960 |
| Q3'26 live | live | +$11,351 | 74.4% | 39 | $4,097 |
What's running
| Strategy | Qty | Role |
|---|---|---|
| Open MNQ | 5 ct | standalone |
| Anchor MNQ | 8 ct | standalone |
| Open MGC | 2 ct | portfolio-only |
| GAP MGC | 8 ct | standalone |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Full metrics
Net / yr range · P25–P75 (1,500-path Monte Carlo)
| Percentile | Net / yr | Meaning |
|---|---|---|
| P25 | $41.5k | Weak year — bottom quartile of simulated paths |
| P50 | $45.5k | Median expectation |
| P75 | $49.9k | Strong year — top quartile |
Day-level performance
Risk-adjusted ratios · total Apr 2025 – Sep 2026
Modeled Apr 2025 – Mar 2026: Sharpe 5.06, PF 4.14, max DD $4,723 · Live Apr 2026 – Sep 2026: Sharpe 4.19, PF 4.22, max DD $4,097
How these numbers were calculated
Trade counts, win rates, profit factors and drawdown come directly from the TradingView Strategy Tester for the presets shown. Live-phase figures (Apr 2026 – Sep 2026) are real-account results at the same presets. Both reproduce 1:1.
DD%, vs-modeled ratios and percentile breakdowns are computed from the same trade list using standard methodology — reproducible in Excel or Python.
Time-to-payout, payout potential, Net $/yr ranges and blow rate come from a 1,500-path Monte Carlo over a 3-year horizon (input Apr 2025 – Sep 2026). Block bootstrap (5-day blocks) preserves streak autocorrelation.
Risk disclosure
100K-Balanced 4X’s Monte Carlo blow rate is 1.67% per year. Maximum drawdown over the total window (Apr 2025 – Sep 2026) was $4,723 — 157.4% of the hard DD budget. The lower-quartile (P25) outcome is $41.5k/yr. Trade-WR 75.7% ≈ 76 of 100 trades profitable. Day-WR 70%. Past performance, modeled or live, does not guarantee future results.
Other portfolios
All 15 configurations plus the PVE Index. Click any to view its detail page.
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