PVE Index methodology
How the Index is built, sized, rebalanced and reported.
Two versions
PVE Index (Forex, Futures) is one product in two versions, each always shown with its account type and size: PVE Index Forex — 100K Swing and PVE Index Futures — 150K Futures Prop. Every figure belongs to one version; the two versions are never combined into one figure.
Sizing
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.
Futures: Position sizes are rounded to whole contracts.
Rebalancing
Weights are recalculated every quarter and whenever a new strategy joins — from volatility, not from recent results.
Current note: “Composition extended with the Drift family (launch 2026-09-30) and weights rebalanced to 2026-09-30 — history recalculated from Apr 2025.”
Layers
Every figure carries its layer. The layers are reported separately and never added together.
- ModeledApr 2025 – Mar 2026
- LiveApr 2026 – Sep 2026
- ForecastMonte Carlo, 1,500 paths, 3-year horizon, input Apr 2025 – Sep 2026.
Comparability
The Index Forex (100K) is compared only with the 100K forex portfolios (Forex Champion, Focus, Blend). The Index Futures (150K) is compared only with the 150K futures portfolios. The Index is never compared with the sum of the strategy cards, and never with one strategy’s standalone figures.
Index level
Base: 1 Apr 2025 = 100.
Monthly fact sheets
Each monthly fact sheet uses only the figures of that month’s data release. All fact sheets: PVE Index monthly fact sheets. Current figures: PVE Index.
Questions about the methodology: support@puravidaedge.com