50K-Balanced

BALANCED

50K Futures Prop · Balanced

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

Anchor MNQ + Trace MGC — running on a single 50K Futures Prop account.

50K Futures Prop Anchor MNQ 3 ct · Trace MGC 1 ct

2.56

Profit factor
empirical 12mo

$15k

Net / yr
MC P50 median

59.3%

Trade-WR
weighted average

38:1

Payouts : Blow
expected ratio

42d

Typical TTP
1st funded payout

About this portfolio

Two strategies on the smallest qualifying account. Anchor MNQ (mean-reversion to session VWAP) carries the core; Trace MGC adds an uncorrelated micro-gold setup. PF 2.56, Sharpe 4.52, interquartile range solidly positive.

When to use 50K-Balanced

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.

12-month equity curve

Joint daily P&L applied to the $50,000 starting balance. Sample period: Jun 1, 2025 — May 29, 2026. Dotted red = hard DD floor ($48,000). Dotted green = evaluation target ($53,000).

Blow / yr: 11.93% (MC)·Sharpe: 4.52·Net / yr: $15k (MC P50)·Max DD: $1,592 (79.6% of hard limit)

What's running

50K-Balanced stacks 2 strategies on a single 50K Futures Prop account. Each strategy contributes its own setup type and trade frequency.

Anchor

MNQ · 3 ct

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

Trace

MGC · 1 ct

Asymmetric R-multiple breakouts on micro gold — small stop, extended target. Low-frequency and 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.

4.7

Payouts / yr (median)

59.3%

Trade-WR · weighted avg

11.93%

Blow / yr

38:1

Payouts : Blow

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

Percentile	Net / yr	Meaning
P25 · lower quartile	$11.3k	Bottom 25% of simulated paths
MEDIAN (P50)	$15.4k	Typical outcome — 50% better / 50% worse
P75 · upper quartile	$17.5k	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

$1,592

Empirical max DD

79.6%

DD as % of hard limit

Risk disclosure

Specific risk profile for 50K-Balanced. We show the interquartile range (P25–P75) so you see the realistic spread, not just headline numbers.

⚠ What this means. 50K-Balanced's blow rate is 11.93% per year. Empirical maximum drawdown on the 12-month sample (Jun 2025 — May 2026) was $1,592 — 79.6% of the account's hard DD budget. The lower-quartile (P25) outcome is $11.3k/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.

View portfolios overview →

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