Drift
Session Drift
Drift is an overnight session-drift system: it buys at the close of the regular session and exits at the 09:30 New York open, capturing the tendency of index and gold futures to drift higher through the overnight session. Long-only by design. On NAS and MNQ it enters only after a down session inside an up-trend and skips Fridays; on XAU and MGC a trend filter gates every entry. Modeled 12 months (Apr 2025 – Mar 2026): best PF 2.00 (XAU), combined +$38,443 · live Apr 2026 – Sep 2026 +$27,612 at 100K presets.
At a glance
Best-performing instrument per metric (max 3 from one instrument). Modeled 12 months (Apr 2025 – Mar 2026) at the 100K preset; live Apr 2026 – Sep 2026 shown separately per instrument below. Forecast metrics: Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Viability 3y = % of MC paths that never hit the hard drawdown. Payout potential : blow = full payout units reached in profit per one account blow over 3y (potential, not a payout schedule). TTP = median days to first payout unit.
Modeled Apr 2025 – Mar 2026 · Live Apr 2026 – Sep 2026 · 100K FP preset (1 ct) · standalone
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K FP preset (1 ct), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Performance summary · modeled 12 months (Apr 2025 – Mar 2026)
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | −$179 | 27.6% | 29 | $1,498 |
| Q3'25 | modeled | +$965 | 37.5% | 40 | $1,121 |
| Q4'25 | modeled | +$3,600 | 54.3% | 35 | $866 |
| Q1'26 | modeled | +$4,747 | 48.4% | 31 | $1,013 |
| Q2'26 live | live | +$22 | 31.0% | 29 | $1,543 |
| Q3'26 live | live | +$1,955 | 35.1% | 37 | $1,027 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $434 / −$200 | 2.17 | $1,258 / −$911 | $2,059 (2.06%) | 2.04 | 4.37 | 3.73 | 38.1 |
| Live Apr 2026 – Sep 2026 | $510 / −$210 | 2.43 | $1,269 / −$431 | $1,543 (1.54%) | 0.81 | 1.75 | 2.11 | 36.2 |
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 1 ct | 11.55% | $5,115 | 98d | SAFE |
| 100K FP | 1 ct | 5.40% | $5,115 | 212d | SAFE |
| 150K FP | 2 ct | 9.69% | $10,229 | 158d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: end-of-day trailing.
Modeled Apr 2025 – Mar 2026 · Live Apr 2026 – Sep 2026 · 100K FP preset (1 ct) · portfolio-only
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K FP preset (1 ct), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Performance summary · modeled 12 months (Apr 2025 – Mar 2026)
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$80 | 43.3% | 30 | $1,000 |
| Q3'25 | modeled | −$230 | 37.9% | 29 | $669 |
| Q4'25 | modeled | −$794 | 40.0% | 30 | $2,326 |
| Q1'26 | modeled | +$1,066 | 41.2% | 34 | $2,036 |
| Q2'26 live | live | +$4,042 | 59.1% | 22 | $1,394 |
| Q3'26 live | live | +$2,009 | 40.6% | 32 | $893 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $238 / −$162 | 1.47 | $761 / −$513 | $2,326 (2.33%) | 0.04 | 0.07 | 0.04 | 35.6 |
| Live Apr 2026 – Sep 2026 | $460 / −$211 | 2.18 | $936 / −$436 | $1,394 (1.39%) | 2.73 | 6.21 | 7.15 | 33.6 |
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | — | — | — | — | EXCLUDED |
| 100K FP | 1 ct | 6.96% | $2,831 | 382d | SAFE |
| 150K FP | 1 ct | 2.16% | $2,831 | 592d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: end-of-day trailing.
Modeled Apr 2025 – Mar 2026 · Live Apr 2026 – Sep 2026 · 100K Swing preset (6.5 lot) · portfolio-only
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K Swing preset (6.5 lot), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Performance summary · modeled 12 months (Apr 2025 – Mar 2026)
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$985 | 44.8% | 29 | $2,862 |
| Q3'25 | modeled | −$680 | 37.9% | 29 | $2,016 |
| Q4'25 | modeled | −$2,233 | 41.4% | 29 | $7,346 |
| Q1'26 | modeled | +$3,335 | 35.3% | 34 | $6,625 |
| Q2'26 live | live | +$12,463 | 54.5% | 22 | $4,351 |
| Q3'26 live | live | +$7,531 | 41.9% | 31 | $2,793 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $799 / −$506 | 1.58 | $2,435 / −$1,626 | $7,346 (7.35%) | 0.15 | 0.25 | 0.16 | 35.4 |
| Live Apr 2026 – Sep 2026 | $1,543 / −$664 | 2.32 | $3,032 / −$1,388 | $4,351 (4.35%) | 2.80 | 6.52 | 7.57 | 33.6 |
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K Swing | 3 lot | 1.06% | $4,521 | 191d | SAFE |
| 100K Swing | 6.5 lot | 1.42% | $9,795 | 174d | SAFE |
| 200K Swing | 13 lot | 1.42% | $19,589 | 174d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: static; swing account, positions may be held overnight.
Modeled Apr 2025 – Mar 2026 · Live Apr 2026 – Sep 2026 · 100K Swing preset (0.20 lot) · standalone
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K Swing preset (0.20 lot), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Performance summary · modeled 12 months (Apr 2025 – Mar 2026)
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | −$9 | 31.0% | 29 | $3,694 |
| Q3'25 | modeled | +$2,569 | 40.0% | 40 | $2,438 |
| Q4'25 | modeled | +$8,013 | 56.4% | 39 | $1,920 |
| Q1'26 | modeled | +$17,207 | 58.6% | 29 | $1,748 |
| Q2'26 live | live | −$448 | 33.3% | 30 | $3,860 |
| Q3'26 live | live | +$38 | 36.1% | 36 | $4,013 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Live quarters are real-account results at the same preset.
Stats · modeled and live, separately
| Layer | Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|---|
| Modeled Apr 2025 – Mar 2026 | $867 / −$379 | 2.29 | $3,380 / −$1,129 | $3,797 (3.80%) | 2.83 | 7.55 | 6.15 | 45.3 |
| Live Apr 2026 – Sep 2026 | $1,002 / −$545 | 1.84 | $2,857 / −$1,517 | $4,013 (4.01%) | -0.07 | -0.14 | -0.17 | 40.8 |
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K Swing | 0.10 lot | 0.31% | $6,220 | 144d | SAFE |
| 100K Swing | 0.20 lot | 0.31% | $12,441 | 144d | SAFE |
| 200K Swing | 0.40 lot | 0.31% | $24,882 | 144d | SAFE |
Monte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026. Forecast layer, separate from modeled and live results above. Drawdown floor: static; swing account, positions may be held overnight.
Risk disclosure
Modeled Apr 2025 – Mar 2026 plus live Apr 2026 – Sep 2026 at the stated presets. Past performance, modeled or live, does not guarantee future results. Futures and CFD trading involves substantial risk of loss; prop-firm accounts add breach rules (daily/EOD drawdown) that can terminate an account regardless of long-term edge. Size accordingly.
How Drift works
Drift trades the overnight session, not the day. At the close of the regular session it opens a long position and holds it through the night, exiting at the 09:30 New York open the next morning. There is no intraday management, no scaling in and no discretionary override: one position, fixed preset, one exit time. The edge is the overnight drift itself — the long-documented tendency of equity-index and gold futures to carry a positive bias from close to open — filtered down to the sessions where that bias has historically been strongest.
The filters differ by instrument. On NAS and MNQ the strategy enters only after a down session that occurs inside a broader up-trend, and it skips Friday entries to avoid holding over the weekend. On XAU and MGC a trend filter gates every entry, so the overnight long is taken only when gold is already in an up-trend. Because entries are long-only, Drift is a complement to the reversal and breakout families rather than a substitute for them — it is sized for its own volatility and capped at its standalone risk budget inside the PVE Index.
All four instruments run the same script on M15, with per-instrument parameters and sizing presets selected automatically. On CFD routing (XAU, NAS) the stop travels with the entry order, so the position is protected broker-side; on futures (MNQ, MGC) the exit is managed by TradingView with its own alert. Drift joined the catalogue on 30 September 2026; the live layer shown above covers its real-account results at the same presets since April 2026.
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 TradingView after purchase — numbers match 1:1.
DD%, SL%, payout potential : blow ratio and percentile breakdowns are computed from the same trade list using industry-standard methodology. Reproducible in Excel or Python.
Time-to-payout, payout potential, Net $/y, blow rate and viability come from a 1,500-path Monte Carlo simulation over a 3-year horizon (input Apr 2025 – Sep 2026). Block bootstrap (5-day blocks) preserves serial autocorrelation of trade streaks.
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