PVE Index

How the index is built

PVE Index runs every strategy in the catalogue on one account. Each strategy is sized by its own volatility, capped at the risk budget it is approved for standalone — no strategy overweighted because of a good quarter.

Sizing follows the volatility of each track over the full modeled + live window: lower-volatility tracks get a larger position, higher-volatility tracks a smaller one, so that no single strategy dominates the daily P&L. On top of that, every track is capped at the quantity it is approved for standalone, and budget-sized tracks (Pivot, Reject) keep their USD risk budgets. The sum is then scaled so that 1.5× the worst modeled day stays inside the account’s daily limit. Position sizes are rounded to whole contracts. On a 150K Futures Prop account that quantum means risk shares are not equal: a one-contract minimum on a volatile track can be a larger share than its volatility alone would give it.

Weights are recalculated every quarter and whenever a new strategy joins — from volatility, not from recent results. Each recalculation is logged: the previous composition and its numbers are kept as a snapshot, the history on this page is recomputed on the new weights from April 2025, and the note under the curve says what changed. Current note: “Composition extended with the Drift family (launch 2026-09-30) and weights rebalanced to 2026-09-30 — history recalculated from Apr 2025.”

Comparability: PVE Index Forex (100K) compares only with the 100K forex portfolios (Forex Prop Champion, Focus, Blend); PVE Index Futures (150K) only with the 150K futures portfolios. The Index is never compared with the sum of individual strategy cards, and never with a single strategy’s standalone figures.

Common questions

How often are the weights changed? Weights are recalculated every quarter and whenever a new strategy joins — from volatility, not from recent results. The current weights are dated 2026-09-30; the previous set was dated 2026-06-30.

What happens when a new strategy launches? It joins the Index at its volatility-based weight, capped at its standalone budget, and the whole history is recomputed on the new composition so the curve stays comparable end to end. Drift joined on 30 September 2026.

Can I run the Index on a smaller account? The published versions are 100K Swing (Forex) and 150K Futures Prop (Futures). Smaller futures accounts cannot hold whole-contract minimums for every track, which is why no 50K or 100K futures version is published.

Is the Index a product? No. It is a configuration of the strategies in your plan — the presets and quantities above are what you set in TradingView. Access is licensed per strategy, not per configuration.

Past performance, modeled or live, does not guarantee future results. Monte Carlo outputs are statistical forecasts. Prop-firm accounts add breach rules (daily/EOD drawdown) that can terminate an account regardless of long-term edge. Not investment advice.