aviroshkovan

blew 10 funded accounts last year all at the same firm. every time i was like yeah ok next one for sure, third week, gone again.

after the third one i finally sat down and pulled the trade data from all 3 accounts side by side. should have done that after the first one but whatever, you live and learn.

same shit every single time:

started the day down a little. maybe 200-300 bucks under target by like 10:30. took 2-3 more trades than i normally would have on a day like that. when i lost on those trades i was about 1.3-1.4x bigger than my usual size. and every single blowup happened between like 11 and 2 ET. not a single one in the morning or the close. dead middle of the day every time.

ran a split on my own journal this weekend, NQ on apex, 5min, last 12 months. ~410 trades. one question - does win rate change based on trade-of-day (1st of the day vs 2nd vs 3rd+)

result:

- trade 1: 58% win, avg R +1.4

- trade 2: 31% win, avg R -0.6

- trade 3+: 22% win, avg R -1.1

honestly wasnt prepared for the gap. same strategy, same plan, same setups. the only variable changing is the trader, me. and the data says trade 1 of the day is a different person than trade 2

my read on it - trade 1 is taken on plan. trade 2 is taken in reaction. reacting to the W (overconfidence, "lock the day in") or to the L (revenge). by trade 3 there's no plan running, just clicks. the strategy is

Spent last month going through CSV exports from 50+ traders who blew prop futures accounts. Mix of Apex, MyFundedFutures, Lucid, and Take Profit Trader. Almost all NQ, MNQ, ES, MES, with a few branching into CL and GC.

Was expecting the usual narrative. No stop losses, revenge trading, overleveraging. Some of that is in there. But the actual breakdown was not what I thought.

How they died:

87% hit the drawdown line. Daily or trailing.

10% violated a rule. Mostly news trading or holding through a session close.

3% timed out from inactivity.

0% hit a profit target before something else killed them first.

That last number is the one that stuck. Nobody in this sample was working toward th

Pulled data on a sample of failed funded prop accounts. Going in I assumed most failures would happen at the profit-target stage — people getting greedy near the goal, oversizing, blowing it.

Reality: 3x more accounts were broken on daily / trailing drawdown rules than on profit targets.

What I think is going on:

Drawdown rules don't break accounts because they're too tight. They break accounts because most traders don't have a system that triggers BEFORE the drawdown line.

By the time you're 80% to your daily loss ceiling, you've already lost the ability to stop. The next trade is bigger, not smaller. The system that should be braking is the one tilting hardest.

Profit targets, by cont

Spent the last 30 days analyzing trader CSVs to build a probability forecaster (passes / blows next prop firm account). The hardest finding to swallow:

Of 50+ traders who uploaded data with 30+ trades, only about 15% had positive expectancy after fees and commissions. Most of the rest had positive gross expectancy that flipped negative once costs were applied.

A few patterns worth sharing:

1. The 85% who had negative net expectancy fell into roughly two camps:

   - Camp A: gross win was real but commission drag killed it (high frequency / scalp strategies on micro contracts)

   - Camp B: gross win was already negative (bad strategy mistaken for variance)

2. The 15% with real edge had

Spent the last 30 days analyzing trader CSVs to build a probability forecaster (passes / blows next prop firm account). The hardest finding to swallow:

Of 50+ traders who uploaded data with 30+ trades, only about 15% had positive expectancy after fees and commissions. Most of the rest had positive gross expectancy that flipped negative once costs were applied.

A few patterns worth sharing:

1. The 85% who had negative net expectancy fell into roughly two camps:

   - Camp A: gross win was real but commission drag killed it (high frequency / scalp strategies on micro contracts)

   - Camp B: gross win was already negative (bad strategy mistaken for variance)

2. The 15% with real edge had

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 distri

30 days ago I started building PropEdge — a forecaster for prop firm traders. Not a journal, not a backtester. After analyzing 50+ user CSVs, the wildest thing I found:

About 1 in 3 prop traders runs the same strategy across 5+ Apex accounts as a sizing technique. Almost nobody talks about this in mainstream prop content. It's the biggest behavioral pattern in user data.

The reframe driving the build: win rate, profit factor, total P&L — none of those answer the question every prop trader is actually carrying around: "given how I trade right now, what are my odds of passing this eval?"

That's a probability question. It needs a probability answer. Not "you have a strong win rate." Somethin