Video library

Watch page with full transcript →

Ten Systems, Ten Trades, Zero Discretion

Ten systematic strategy families, one modeled trade each: entry, stop and target placed in the same moment, nobody deciding anything on the fly.

Watch page with full transcript →

The Index: Six Quarters Without a Red One

Six quarters, two versions of the Index, none of them red — and the three numbers that decide whether a green quarter pays.

Watch page with full transcript →

Thirty-Two Strategies Behind One Ticker

One ticker for a full set of strategies on one account: what 267.81 and 176.38 mean for payouts and how the rebalance works.

Watch page with full transcript →

You Hit the Profit Target and Still Failed — Because of Your Best Day

You hit the target and still fail — because of a good day. The one division behind the consistency rule, and why a keep-trading rule costs almost nothing.

Watch page with full transcript →

Your Trade Closed Flat. Your Drawdown Room Didn't. (Intraday Trailing Explained)

A trade that closed flat still used 62% of the drawdown room on an intraday trailing floor. The same trade on three floor models, and what 1,500 simulated lives show.

Watch page with full transcript →

Traders Take More Risk After a Loss. Here’s What the Code Does Instead.

Professionals at the Chicago Board of Trade took more risk after a losing morning. We ran the same question against 29 strategy versions — size, win rate and timing, before and after a loss.

Watch page with full transcript →

Your Drawdown Buffer After the First Payout: Why 13× More Accounts Die (Prop Firm Trailing Floor)

A payout on a trailing floor doesn’t add room — it removes it, and the floor doesn’t move back. The mechanic, and what it does to the two weeks that follow.

Watch page with full transcript →

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.

Watch page with full transcript →

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.

Watch page with full transcript →

$92,794, Broken Into Payouts — 12 Months on a 100K Prop Account

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.

Watch page with full transcript →

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.

Watch page with full transcript →

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.

Watch page with full transcript →

Your Strategy Is Profitable. It Still Can't Pass. (2026)

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.

Watch page with full transcript →

One Strategy Is a Coin Flip (Why I Never Run Just One)

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.

Watch page with full transcript →

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.

How Every One of Our Automated Prop Firm Strategies Did in Q2 2026

Watch page with full transcript →

Watch page with full transcript →

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.

Watch page with full transcript →

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.

Watch page with full transcript →

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.

Watch page with full transcript →

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.