Pivot
False Break Reversal
Pivot trades failed breakouts at key levels. Gold specialist on MGC and XAU. Total +$9,123 across all tracks at 100K presets (Apr 2025 – Sep 2026): modeled +$5,513, live +$3,610; best PF 59.71 (XAU).
At a glance
59.71 best PF (XAU) · 97.5% best WR (MGC)
Best-performing instrument per metric (max 3 from one instrument), total Apr 2025 – Sep 2026 at the 100K preset; modeled and live layers 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.
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The Playbook puts Pivot next to every other strategy and portfolio in the catalogue, modeled and live shown separately, with the preset for each account tier. One PDF, then our letters with what the systems did.
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150K FP preset (risk 2250 USD (2 ct @4350)) · portfolio-only
18.64 PF · 97.5% Win rate · $0 Max DD (EOD) · 2.57 Sharpe
Equity curve · modeled + live
Daily P&L applied to the $150,000 starting balance at the 150K FP preset (risk 2250 USD (2 ct @4350)), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Modeled 12 months (Apr 2025 – Mar 2026) · detail
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$180 | 100.0% | 1 | $0 |
| Q3'25 | modeled | +$192 | 100.0% | 6 | $0 |
| Q4'25 | modeled | +$838 | 100.0% | 10 | $0 |
| Q1'26 | modeled | +$372 | 100.0% | 1 | $0 |
| Q2'26 live | live | +$1,303 | 100.0% | 15 | $0 |
| Q3'26 live | live | +$325 | 85.7% | 7 | $0 |
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 | $88 / — | — | $372 / $5 | $0 (0.00%) | 2.15 | — | — | 5.6 |
| Live Apr 2026 – Sep 2026 | $86 / −$182 | 0.47 | $200 / −$182 | $0 (0.00%) | 3.26 | — | — | 33.5 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | — | — | — | — | EXCLUDED |
| 100K FP | — | — | — | — | EXCLUDED |
| 150K FP | 2,250 USD budget | 0.00% | $1,453 | 756d | 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.
100K Swing preset (risk 2000 USD (~0.16 lot @4350)) · portfolio-only
59.71 PF · 96.0% Win rate · $0 Max DD (EOD) · 4.16 Sharpe
Equity curve · modeled + live
Daily P&L applied to the $100,000 starting balance at the 100K Swing preset (risk 2000 USD (~0.16 lot @4350)), log scale. Gray = modeled (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-09-30), right of the “LIVE →” marker.
Modeled 12 months (Apr 2025 – Mar 2026) · detail
Quarterly breakdown · modeled Q2'25–Q1'26, live since Q2'26
| Quarter | Layer | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | modeled | +$1,118 | 100.0% | 16 | $0 |
| Q3'25 | modeled | +$666 | 92.6% | 27 | $0 |
| Q4'25 | modeled | +$830 | 100.0% | 21 | $0 |
| Q1'26 | modeled | +$1,317 | 100.0% | 23 | $0 |
| Q2'26 live | live | +$1,407 | 100.0% | 23 | $0 |
| Q3'26 live | live | +$575 | 78.6% | 14 | $0 |
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 | $46 / −$4 | 11.50 | $173 / −$5 | $0 (0.00%) | 4.23 | — | — | 5.6 |
| Live Apr 2026 – Sep 2026 | $61 / −$31 | 1.97 | $211 / −$83 | $0 (0.00%) | 4.03 | — | — | 28.1 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K Swing | — | — | — | — | Custom |
| 100K Swing | 2,000 USD budget | 0.00% | $2,666 | 756d | SAFE |
| 200K Swing | 4,000 USD budget | 0.00% | $5,333 | 756d | 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 Pivot works
Pivot trades the failed breakout. Key levels act as stop magnets — price often pushes just far enough through to harvest clustered stops before reversing. The strategy is built around capturing that sweep-and-reverse, not the breakout itself.
Setups that don't fail are skipped. The exact qualification filters, entry triggers and exit logic are proprietary and hardcoded in the script.
The result: a very low modeled blow rate on the available MGC budget preset; smaller MGC accounts are not offered. The trade-off is a long time-to-payout and a modest net potential by Trace/Reject standards — Pivot is a build-the-base strategy, not a quick-funded one. Both variants show the same top-level viability; the details are disclosed in the sizing tables above.
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