Backtest: 2025-09-01 → 2026-03-31 · Live: 2026-04-01 → 2026-08-31 (Q2 full + Q3 accruing)
Open MNQ 8ct + Anchor MNQ 13ct + Open MGC 3ct + GAP MGC 10ct — single 150k FP Futures Prop account, four strategies across two instruments.
About. 150K-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
Rolling last 12 months at 100K preset; forecast metrics from 1,500-path Monte Carlo, 3-year horizon. Viability 3y = % of MC paths that never hit the hard drawdown. Payouts : blow = payouts per one account blow over 3y. TTP = median days to first payout.
Equity curve · backtest + live
Joint daily P&L applied to the $150,000 starting balance, log scale. Gray = pre-publication (2025-09-01 → 2026-03-31); accent = live (2026-04-01 → 2026-08-31), right of the “LIVE →” marker. Dotted red = hard DD floor ($145,500); dotted green = eval target ($159,000).
Quarterly breakdown
Sep’25–Q1’26 pre-publication (Q3’25 partial, exports from 04.09.2025) · live since Q2’26 · Q3’26 accruing (2 of 3 months). Portfolio as sized.
| Quarter | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|
| Q3'25 · 1 mo | +$2,438 | 80.0% | 10 | $819 |
| Q4'25 | +$24,606 | 81.0% | 42 | $4,104 |
| Q1'26 | +$47,772 | 78.9% | 57 | $3,400 |
| Q2'26 | +$38,371 | 83.3% | 24 | $1,200 |
| Q3'26 · 2 mo | +$6,904 | 65.4% | 26 | $5,198 |
What's running
| Strategy | Qty | Role |
|---|---|---|
| Open MNQ | 8 ct | Opening-range breakout on the Nasdaq micro — primary return driver. |
| Anchor MNQ | 13 ct | Session-anchored continuation on the Nasdaq micro — highest trade count, smooths the equity curve. |
| Open MGC | 3 ct | Opening-range breakout on micro gold — small, uncorrelated sleeve. |
| GAP MGC | 10 ct | Weekend-gap setups on micro gold — low-frequency, high-conviction entries. |
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 | $72.8k | Weak year — bottom quartile of simulated paths |
| P50 | $79.2k | Median expectation |
| P75 | $86.2k | Strong year — top quartile |
Day-level performance
Risk-adjusted ratios
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 (since Q2’26, through Aug’26) are live-tracked and modeled results. 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, Net $/yr ranges and modeled blow rate come from a 1,500-path Monte Carlo over a 3-year horizon. Block bootstrap (5-day blocks) preserves streak autocorrelation.
Hedge-risk verification
This composition stacks two strategies per instrument, which most futures prop firms treat as a hedging risk: if two systems ever hold opposite-direction positions on the same instrument at the same time, the account can breach the no-hedging rule. The 4X composition was selected to minimize exactly that. Across twelve months of modeled trade lists, the paired strategies on each instrument were checked bar-by-bar for opposite-direction overlap, and this pairing was chosen from the full 21 × 21 pair space for the lowest joint drawdown with minimal overlap exposure. Minimal is not zero: live signals are generated independently, so a brief opposite-direction overlap remains possible. Before deploying, confirm how your firm defines and enforces its hedging rule — rule wording differs between firms and changes over time.
Why do some weeks pass without a single trade?
All four component strategies are selective by design, and one of them — GAP on MGC — only acts on weekend gaps, so it can sit idle for weeks. Quiet stretches are part of the modeled cadence, not a malfunction: the trade count you see in the tables above already includes them. The practical consequence is on the firm side — some accounts require a minimum number of trading days per payout cycle, and a quiet week slows that clock. Check your firm’s minimum-activity rule before choosing this composition if payout speed is the priority.
Risk disclosure
150K-Balanced 4X's blow rate is 1.49% per year. Empirical maximum drawdown on the backtest (Sep 2025 – Aug 2026) was $5,212 — 115.8% of the hard DD budget; live-quarter max DD $5,198. The lower-quartile (P25) outcome is $72.8k/yr. Trade-WR 78.0% ≈ 78 of 100 trades profitable. Day-WR 75%.
Other portfolios
All 15 configurations. Click any to view its detail page.
Get 150K-Balanced 4X + everything else.
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