A model for sizing risk across the accounts in your prop roster, under your assumptions. Firm and account-size picks prefill catalog rules we already track. This is not an official firm risk table, not a pass-rate forecast, and not a mentorship plan.
Your assumptions
These knobs are yours, not official firm statistics. $ / point uses CME-style contract specs from this site's instrument registry, not firm-reported values.
Roster totals
Combined planned risk if you size the idea independently on each row. Firm concentration is share of remaining drawdown room in this model.
Combined planned risk
$45.45
Highest firm concentration
Alpha Futures 100%
Alpha Futures 100% of stack. If this firm rugs, delays, or live-moves, you lose $0.00 of open buffer in this model.
Payout caps change the cashflow shape: $4,000 requested on each of ten independently sized accounts is a different book than trying to take $40,000 off one account. That is why some traders scale sideways. It is an operating idea, not a promise of those numbers.
Account 1
Prefills are catalog fields we already have. Blank means the SKU does not list that number — do not treat a blank as zero. You can override any field.
Risk $ / trade
$45.45
Contracts
1
Modeled ruin
0.00%
Losers to breach
22
Session target · Build
$500.00
Take payout?
No pull hint from this model
Daily loss, when present, also caps the losing-streak room in this model.
Build: modeled as a fresh account or post-payout rebuild — a larger day to restore buffer, still capped by payout and consistency when we have those fields.
Add, edit-as-roster, delete, and save stay off until you sign in.