Total Apr 2025 – Sep 2026 · live layer = real account at the same presets since Apr 2026
Open MNQ 2 ct + Trace MGC 1 ct — single 50K Futures Prop account, one position per strategy.
About. Two strategies on the smallest qualifying account. Open MNQ (opening-range breakout on the Nasdaq micro) carries the core; Trace MGC adds an uncorrelated micro-gold setup. PF 2.27, Sharpe 3.25, interquartile range solidly positive.
When to use. Your first deployment. Smallest capital commitment, lowest blow rate among Balanced variants, best Sharpe in the 50K tier. Move up to 100K-Balanced once you have evidence the workflow holds.
At a glance
2.43 PF · 55.1% Win rate · $1,671 Max DD (EOD) · 3.25 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.
50K-Balanced 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 $50,000 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 ($48,000); dotted green = eval target ($53,000).
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 | +$3,432 | 62.5% | 24 | $794 |
| Q3'25 | modeled | +$1,821 | 47.9% | 48 | $822 |
| Q4'25 | modeled | +$3,274 | 50.0% | 34 | $828 |
| Q1'26 | modeled | +$8,692 | 70.0% | 30 | $740 |
| Q2'26 live | live | +$4,039 | 64.0% | 25 | $579 |
| Q3'26 live | live | +$651 | 45.9% | 37 | $1,671 |
What's running
| Strategy | Qty | Role |
|---|---|---|
| Open MNQ | 2 ct | standalone |
| Trace MGC | 1 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 | $8.7k | Weak year — bottom quartile of simulated paths |
| P50 | $9.9k | Median expectation |
| P75 | $11.2k | Strong year — top quartile |
Day-level performance
Risk-adjusted ratios · total Apr 2025 – Sep 2026
Modeled Apr 2025 – Mar 2026: Sharpe 4.02, PF 3.14, max DD $1,616 · Live Apr 2026 – Sep 2026: Sharpe 1.92, PF 1.65, max DD $1,671
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
50K-Balanced’s Monte Carlo blow rate is 1.19% per year. Maximum drawdown over the total window (Apr 2025 – Sep 2026) was $1,671 — 83.5% of the hard DD budget. The lower-quartile (P25) outcome is $8.7k/yr. Trade-WR 55.1% ≈ 55 of 100 trades profitable. Day-WR 60%. 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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