Video library

Fade: The Strategy With the Best Risk Profile in Our Catalog (Not the Best Earner)

Extreme reversion on four instruments: zero blow rate on three of them across 1,500 simulated account lives and the two lowest drawdowns in the catalog — against a median simulated year under $4k at the 100K preset. A stabilizer, not an engine.

You’re not buying eight strategies — you’re buying the catalog

Eight families in the offer, a ninth already published on TradingView, two more by October — and why a Lifetime tier follows that number instead of freezing at the day you bought.

$92,794, Broken Into Payouts

One forex portfolio taken apart to the last dollar: 257 net trades, the Monte Carlo forecast locked before live, 41 days to first payout, the red month and the live drawdown that held.

What a Fully Automated Trade Actually Looks Like — Signal to Fill

One complete trade from signal to fill: entry, stop and target printing in the same instant, the webhook carrying the order out, and the position closing itself with nobody at the keyboard.

The Strategies Made More Live Than in the Backtest (4 Months of Data)

Four months live at 100K presets: +$27,277 in July, 16 of 24 pairs green, and a live average running ahead of the twelve-month backtest. The full month, weak spots included.

Which Prop Firm Rules Can a Systematic Strategy Actually Pass?

Consistency caps, trailing drawdown and minimum trading days filter strategies by the shape of their returns, not by discipline. Which rule reads which number, with dated examples.

One Strategy Is a Coin Flip

Every profitable system has a flat month. Run it alone on a funded account and you’re betting on when it lands — twelve months of real numbers on the Open/Trace pair.

Why I stopped trading manually

The stress of manual trading wasn't losing — it was sitting. My last manual trade, two boring years building rules in code, and what a systematic trading week looks like now.

Q2 2026 results — how every bundle did

Why funded accounts blow right after the first payout

A funded account is most likely to die in the one-to-two-week window right after the first payout, not during the grind. House money, size creep, and a trailing floor that quietly moved higher stack up at once — and why a pre-sized, mechanical system makes that moment a non-event.

How often do prop firms actually pay out? (12,000 backtests)

12,000 Monte Carlo backtests across 8 systematic portfolios, and the number most traders optimize for turned out to be the wrong one. Payout frequency and account survival pull against each other: the portfolios that pay out most often are usually the same ones that blow most often. The only exception is decorrelation.

Why portfolios are sized off the drawdown limit

The sizing flip that keeps funded accounts alive: size off the limit first, then let the return be whatever it is above that. With the Monte Carlo data showing how much of the hard floor each portfolio uses at its deepest.

The Map is Wrong — the Puravida Edge manifesto

Why discretionary trading fails on prop accounts, and what a fully systematic, Monte Carlo validated approach looks like instead. The whole methodology in four minutes.