150K-Balanced

BALANCED

150K Futures Prop · Balanced

Data window · 12 months · Jun 1, 2025 → May 29, 2026

Anchor MNQ + Trace MGC — running on a single 150K Futures Prop account.

150K Futures Prop Anchor MNQ 6 ct · Trace MGC 2 ct

2.56

Profit factor
empirical 12mo

$32k

Net / yr
MC P50 median

59.3%

Trade-WR
weighted average

47:1

Payouts : Blow
expected ratio

66d

Typical TTP
1st funded payout

About this portfolio

Anchor MNQ (6 ct) paired with Trace MGC (2 ct) on the 150K account. PF 2.56, P50 $32k/yr, blow 7.0%/yr.

When to use 150K-Balanced

When you have 150K Futures Prop and want the proven Balanced composition at scale. Predictable risk profile, large absolute payouts. Pair with Forex Prop portfolios for diversified Forex exposure on a second account.

12-month equity curve

Joint daily P&L applied to the $150,000 starting balance. Sample period: Jun 1, 2025 — May 29, 2026. Dotted red = hard DD floor ($145,500). Dotted green = evaluation target ($159,000).

Blow / yr: 7.0% (MC)·Sharpe: 4.52·Net / yr: $32k (MC P50)·Max DD: $3,183 (70.7% of hard limit)

What's running

150K-Balanced stacks 2 strategies on a single 150K Futures Prop account. Each strategy contributes its own setup type and trade frequency.

Anchor

MNQ · 6 ct

Mean-reversion to session VWAP with a two-target scale-out and a hard end-of-day flat. The core return driver.

Trace

MGC · 2 ct

Asymmetric R-multiple breakouts on micro gold at 2 ct — small stop, extended target. Uncorrelated with the MNQ leg.

Each strategy is independently developed and tuned per instrument. See the individual strategy detail pages for full mechanics and backtest stats.

Full metrics

Primary metrics in the hero. Full breakdown below: payouts, range of Monte Carlo outcomes, max DD, risk-adjusted ratios.

3.3

Payouts / yr (median)

59.3%

Trade-WR · weighted avg

7.0%

Blow / yr

47:1

Payouts : Blow

Net / yr range · P25–P75 (1,500-path Monte Carlo)

Percentile	Net / yr	Meaning
P25 · lower quartile	$27.5k	Bottom 25% of simulated paths
MEDIAN (P50)	$31.7k	Typical outcome — 50% better / 50% worse
P75 · upper quartile	$35.3k	Top 25% of paths

Day-level performance

% of trading days with positive joint P&L over the 12-month empirical sample. This is a portfolio-level day-WR, not trade-WR. In prop firm context, this is meaningful for consistency rules.

57.0%

Day Win Rate

Risk-adjusted ratios

4.52

Sharpe

2.56

Profit factor

$3,183

Empirical max DD

70.7%

DD as % of hard limit

Risk disclosure

Specific risk profile for 150K-Balanced. We show the interquartile range (P25–P75) so you see the realistic spread, not just headline numbers.

⚠ What this means. 150K-Balanced's blow rate is 7.0% per year. Empirical maximum drawdown on the 12-month sample (Jun 2025 — May 2026) was $3,183 — 70.7% of the account's hard DD budget. The lower-quartile (P25) outcome is $27.5k/yr — even the bottom 25% of simulated paths finish in profit. Trade-WR of 59.3% (weighted across Anchor MNQ + Trace MGC) means roughly 59 of 100 trades close in profit on this portfolio. Day-WR (% profitable trading days from joint equity) is 57.0%.

Other portfolios

All 8 configurations. Click any to view its detail page.

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