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FUTURES PROP + FOREX PROP

Pivot

False Break Reversal

Pivot trades failed breakouts at key levels. Entries trigger on a sweep followed by rejection back inside the level; three scaled targets exit progressively as the trapped move unwinds.

Performance data note: All TV charts and equity curves shown below are from 100k Futures Prop account (for MNQ/MGC) or 100k Forex Prop (for NAS/XAU), for visual comparability across strategies. Statistics in tables may reflect best-fit account size per strategy from our sizing methodology.
Instruments: MGC XAU
At a glance
214d
Time to first payout
100K MGC · 3 ct
$5.0k
Net / yr (P90)
150K MGC
0.0%
Blow rate
100K MGC
no blows
Pass:Blow ratio
150K MGC
99.9%
Viability (3-yr)
100K MGC

MGC

PF 4.43 · WR 91.0% · +$9,640 12mo
Pivot MGC live chart
Live chart5-min · MGC · trade markers visiblePV-Pivot-MGC
Pivot MGC equity curve · 12mo TV Strategy Tester
Equity curve · TV Strategy Tester·Sample: Jun 2025 — May 2026

TV Performance Summary · Pivot MGC

12-month sample · Jun 2025 — May 2026
4.43
Profit Factor
91.0%
Win Rate
+$9,640
Net P&L 12mo (+6.43%)
89
Total trades (81W / 8L)

Quarterly breakdown

net · win rate · trades · max DD
Q3 2025
+$1,090
96.4% · 28t · DD $0
Q4 2025
+$2,843
93.8% · 16t · DD $0
Q1 2026
+$4,033
95.5% · 22t · DD $59
Q2 2026*
+$1,011
83.3% · 18t · DD $2,205

* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $2,205; intrabar peak-to-trough on the chart runs higher.

Avg Win / Avg Loss$154 / $351W/L Ratio0.44
Largest Win / Loss$1,200 / $406Max DD (EOD)$2,205 (1.47%)
Sharpe / Sortino0.77 / 9.78Calmar / Avg bars6.24 / 7
Pivot MGC full analytics dashboard — verified in TradeZella
Full strategy analytics·Verified in TradeZella · Zella score, monthly calendar & daily P&L

XAU

PF 2.69 · WR 87.5% · +$4,962 12mo
Pivot XAU live chart
Live chart5-min · XAU · trade markers visiblePV-Pivot-XAU
Pivot XAU equity curve · 12mo TV Strategy Tester
Equity curve · TV Strategy Tester·Sample: Jun 2025 — May 2026

TV Performance Summary · Pivot XAU

12-month sample · Jun 2025 — May 2026
2.69
Profit Factor
87.5%
Win Rate
+$4,962
Net P&L 12mo (+4.96%)
64
Total trades (56W / 8L)

Quarterly breakdown

net · win rate · trades · max DD
Q3 2025
+$74
100.0% · 6t · DD $0
Q4 2025
+$218
80.0% · 5t · DD $24
Q1 2026
+$2,555
90.5% · 21t · DD $149
Q2 2026*
-$122
87.5% · 16t · DD $2,202

* Q2 2026 partial (through May 29). Drawdowns are end-of-day (EOD) basis — full-sample EOD max DD $2,202; intrabar peak-to-trough on the chart runs higher.

Avg Win / Avg Loss$141 / $368W/L Ratio0.38
Largest Win / Loss$823 / $423Max DD (EOD)$2,202 (2.20%)
Sharpe / Sortino0.54 / 3.9Calmar / Avg bars3.64 / 9
Pivot XAU full analytics dashboard — verified in TradeZella
Full strategy analytics·Verified in TradeZella · Zella score, monthly calendar & daily P&L

Account sizing

Maximum position size per account that satisfies three filters: empirical drawdown ≤ hard DD limit, single SL impact within daily limit, Monte Carlo blow rate ≤ 15%/y. Two percentiles show median (P50) and best-case (P90) outcomes over a 1,500-path simulation × 3-year horizon. Net $/y is annualized payouts after profit split (90% Futures Prop, 85% Forex Prop).

Pivot — all variants
Sized for Futures Prop EOD Trailing (Apex, MyFundedFutures, Topstep, Tradeify, Lucid) · Forex Prop, sized for a $5,000 DD (FTMO, FundingPips, The5%ers)
Account Qty Blow/y Viability Pass:Blow Median (P50) Best (P90)
TTPPay/yNet/y TTPPay/yNet/y
Futures Prop EOD · MGC
100K3 ct 0.0% 99.9% no blows 331d8.7$3,963 214d12.3$5,438
150K3 ct 0.0% 96.9% no blows 459d6.0$3,513 317d9.7$4,988
Forex Prop (optimized for DD $5,000) · XAU
100K Forex Prop0.30 lot 0.0% 66.5% no blows 607d1.3$531 448d3.7$2,034

Sizing matched to Futures Prop EOD Trailing close-of-day rules. Static EOD accounts inherit identical sizing safely; Trailing intraday accounts should drop one tier (e.g. 100K trailing intraday → use 50K preset). Monte Carlo v6: 1,500 paths × 3-year horizon, block bootstrap of daily P&L with 5-day blocks, 25% dropout for variance robustness. P10/P50/P90 are 10th/50th/90th percentile across paths. Amber-highlighted Blow/y values exceed the 10% caution threshold.

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. When the failure prints — sweep, then rejection back inside the level — the trade is opened, and three scaled targets (T1/T2/T3) exit as the trapped move unwinds.

The result: zero modeled blow rate across both MGC variants (100K and 150K Futures Prop). Trade-off is long time-to-payout — P50 TTP 331d on 100K MGC, 459d on 150K MGC — and modest BEST/y by Trace/Reject standards ($5.4k on 100K MGC P90). Pivot is a build-the-base strategy, not a quick-funded one. The XAU Forex Prop variant has lower viability (66.5%) and should be operated with realistic expectations — disclosed transparently.

Methodology

How these numbers were calculated

Layer 1 · Verifiable

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 TV after purchase — numbers match 1:1.

Layer 2 · Computed

DD%, SL%, Pass:Blow ratio and percentile breakdowns are computed from the same trade list using industry-standard methodology. Reproducible in Excel or Python.

Layer 3 · Modeled

Time-to-payout, Pay/y, Net $/y, Blow rate, and Viability come from a 1,500-path Monte Carlo v6 simulation over a 3-year horizon. Block bootstrap (5-day blocks) preserves serial autocorrelation of trade streaks.

Reproducibility: Raw trade lists for every strategy × instrument and the Monte Carlo model source data are available on request for audit. Email support@puravidaedge.com.

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