The minimum trading days trap
The cruelest eval failure is the one after the target is hit. The minimum-days requirement forces more sessions, and the filler trades that fill them have ended thousands of passed accounts.
⚠ Rules change often. Prop-firm rules, prices and payout policies change frequently. Verify everything with the firm directly. Checked June 2026.
Most evals require a floor of trading days regardless of when the profit target lands. Hit the target in week one and the rulebook says: keep showing up. What happens in those obligatory sessions is one of the quietest failure modes in the niche.
Why filler trades go wrong
The job is done, so the remaining sessions have no purpose except existing, and purposeless trades inherit the worst habits: boredom entries outside the setup, the pattern priced in skipping weak setups read in reverse, casual size because "it does not matter now", and zero respect for the floor that is still very much armed. The account psychology is the mirror image of blowing the funded after passing: success has already licensed the loosening, just earlier in the pipeline.
The rule's fine print
What counts as a trading day differs, some firms require a filled order, others a minimum activity threshold, and a micro-lot scratch trade satisfies some rulebooks and not others. Same verification ritual as everything else: the firm's own definition, dated screenshot, per the passing guide. The days requirement also interacts with the consistency window, a tiny filler day can actually help the profit-distribution math, the mechanics in failing the consistency rule.
The systematic fix
Two clean options. Minimum-viable presence: once the target is locked, trade the smallest permitted size with the same rules, the day counts, the floor barely notices, and the edge still picks the entries. Or the structural version: a strategy that trades every session at survivable size never meets the trap at all, because the days accumulate as a side effect of normal operation, the cadence the portfolios here are built around. What is never an option is improvising sessions without a rule set, which is just donating a passed eval back to variance.
FAQ
What is the minimum trading days rule?
A required floor of active trading days before an eval can be passed or a payout requested, regardless of when the profit target is hit. Definitions of an active day vary by firm, from any filled order to an activity threshold.
Why do traders blow evals after hitting the target?
Because the remaining obligatory sessions get filled with purposeless trades: boredom entries, casual size, no setup filter. The floor is still armed while the trader has mentally finished.
What is the safest way to satisfy minimum days?
Keep running the same rules at the smallest permitted size once the target is locked, or use a strategy that naturally trades each session at survivable size so the days accumulate as a side effect.
Not financial advice. Performance figures are hypothetical, modeled outputs (12-month sample; ~1,500-path Monte Carlo where noted). Past performance does not guarantee future results. Verify every prop-firm rule with the firm directly.