Analyzed 50+ prop trader CSVs over 30 days. The wildest pattern: about 1 in 3 runs the same strategy across 5+ Apex accounts.

I've been building a tool that ingests prop firm trade CSVs (Apex, TopStep, MFFU, etc.) and runs probability forecasts on whether the trader passes / blows the next account based on their own history.

Spent the last 30 days looking at the data from ~50 traders who uploaded.

A few patterns that surprised me:

1. About 1 in 3 traders is running the exact same strategy across 5+ Apex accounts simultaneously. Same setups, same size, same time-of-day. When one tilts, they all tilt. The "diversification" is fake.

2. Win rate is the wrong question. The traders who passed evals had win rates between 38% and 71%. The traders who blew them had win rates between 41% and 74%. Almost identical distributions. What separated them was avg loss size relative to avg win, and how they sized after a losing day.

3. The single biggest predictor of blowing an account in my dataset: trading within the first 60 minutes after a >2R loss the prior session. Not the loss itself — the next session's behavior.

4. Most traders think they have an edge. The CSV math says ~15% of them actually do (positive expectancy after fees + commissions, holding across 30+ trades).

I wrote up the full breakdown with the data here if anyone wants the deeper version: https://open.substack.com/pub/aviroshkovan/p/30-days-building-propedge-the-founders

Curious what patterns the rest of you are seeing in your own logs. The "trade the same setup across 8 Apex accounts" thing was the biggest shock for me — I assumed people were spreading risk across uncorrelated approaches. They're not.