Anchor
Anchored Value
Anchor is a mean-reversion strategy anchored to session VWAP. Entries trigger on a confirmed re-touch of the line; two scaled targets exit the position as price unwinds in the trade direction.
150K MNQ · 14 ct
150K MNQ
50K MNQ
100K Forex Prop NAS
100K MNQ
TV Performance Summary · Anchor MNQ
12-month sample · Jun 2025 — May 2026Quarterly breakdown
net · win rate · trades · max DD* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $2,212; intrabar peak-to-trough on the chart runs higher.
| Avg Win / Avg Loss | $419 / $342 | W/L Ratio | 1.23 |
| Largest Win / Loss | $593 / $458 | Max DD (EOD) | $2,212 (2.21%) |
| Sharpe / Sortino | 0.72 / 4.8 | Calmar / Avg bars | 9.52 / 7 |
TV Performance Summary · Anchor NAS
12-month sample · Jun 2025 — May 2026Quarterly breakdown
net · win rate · trades · max DD* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $2,939; intrabar peak-to-trough on the chart runs higher.
| Avg Win / Avg Loss | $450 / $435 | W/L Ratio | 1.03 |
| Largest Win / Loss | $843 / $1,043 | Max DD (EOD) | $2,939 (2.94%) |
| Sharpe / Sortino | 0.93 / 4.58 | Calmar / Avg bars | 6.68 / 7 |
Account sizing
Maximum position size per account that satisfies three filters: empirical drawdown ≤ hard DD limit, single SL impact within daily limit, Monte Carlo blow rate ≤ 15%/y. Two percentiles show median (P50) and best-case (P90) outcomes over a 1,500-path simulation × 3-year horizon. Net $/y is annualized payouts after profit split (90% Futures Prop, 85% Forex Prop).
| Account | Qty | Blow/y | Viability | Pass:Blow | Median (P50) | Best (P90) | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| TTP | Pay/y | Net/y | TTP | Pay/y | Net/y | |||||
| Futures Prop EOD · MNQ | ||||||||||
| 50K | 4 ct | 0.0% | 100.0% | no blows | 160d | 19.3 | $4,464 | 105d | 24.3 | $5,570 |
| 100K | 8 ct | 0.4% | 100.0% | 83:1 | 160d | 21.3 | $9,244 | 105d | 27.0 | $11,479 |
| 150K | 14 ct | 1.4% | 99.7% | 24:1 | 142d | 22.7 | $16,373 | 90d | 28.3 | $20,335 |
| Forex Prop (optimized for DD $5,000) · NAS | ||||||||||
| 100K Forex Prop | 18 lot | 0.2% | 99.9% | 136:1 | 204d | 9.7 | $12,093 | 126d | 12.0 | $16,683 |
Sizing matched to Futures Prop EOD Trailing close-of-day rules. Static EOD accounts inherit identical sizing safely; Trailing intraday accounts should drop one tier (e.g. 100K trailing intraday → use 50K preset). Monte Carlo v6: 1,500 paths × 3-year horizon, block bootstrap of daily P&L with 5-day blocks, 25% dropout for variance robustness. P10/P50/P90 are 10th/50th/90th percentile across paths. Amber-highlighted Blow/y values exceed the 10% caution threshold.
How Anchor works
Anchor's premise: session VWAP is the day's gravity center. Price drifts away from it and is repeatedly pulled back — and the controlled return to the line is statistically more reliable than the moves that produced the drift.
The strategy waits for a confirmed re-touch and ignores every condition that doesn't qualify. Once positioned, two scaled targets (T1, T2) exit the trade as it unwinds in the entry direction.
The result is one of the lowest-variance strategies in the roster: 100% viability across all MNQ variants, largest blow rate just 1.4%/y on the 150K variant — far below the 15% SAFE threshold. Sizing scales aggressively (4 ct on 50K → 8 ct on 100K → 14 ct on 150K) because the drawdown profile is exceptionally tight.
How these numbers were calculated
Trade counts, win rates, profit factors, drawdown values come directly from TradingView Strategy Tester for the baseline preset. Verify by running the strategy in your own TV after purchase — numbers match 1:1.
DD%, SL%, Pass:Blow ratio and percentile breakdowns are computed from the same trade list using industry-standard methodology. Reproducible in Excel or Python.
Time-to-payout, Pay/y, Net $/y, Blow rate, and Viability come from a 1,500-path Monte Carlo v6 simulation over a 3-year horizon. Block bootstrap (5-day blocks) preserves serial autocorrelation of trade streaks.
Get Anchor + 5 more strategies.
Every Puravida Edge plan includes all 6 strategies and free updates. Founders pricing: first 50 Lifetime spots at 30% off.