Every strategy we sell, combined into a single portfolio. Seven years of real market data, honest costs and slippage — trained on 2019–2024, with 2025–2026 held fully out of sample.
Hypothetical / backtested; track record shown on a $150,000 account risking 1% per trade. 2025–2026 is out-of-sample. Sharpe, Sortino and volatility are annualized from daily P&L on the $150,000 account the strategies are sized on. Past performance is not indicative of future results. See our Risk Disclosure.
Each strategy on its own — real track record, real stats, every metric that matters.
What T-812 returns when you automate it. The figures above come from our tick backtest, which sizes every trade at the instant price reaches the level. A live order cannot do that — it has to commit its size and bracket before price arrives. We measured the difference rather than estimating it: automating T-812 returns roughly 70–88% of the figures above and takes about a fifth fewer trades, because some moves are too fast for an alert to act on. The lower end is the 2025 out-of-sample result and the figure we would plan on. Trading it by hand recovers most of the difference. The other three strategies enter at market on a bar close and carry no such gap.
We ran 10,000 Monte Carlo simulations against the real rules of the prop firms. Your odds of passing the eval and getting a payout — no guarantees, just the math. Drag the risk to see the odds move.
Every strategy gives you defined entries, stops and targets — size each to your firm's rules.
Dollar figures assume a $150,000 example account sized at 1% risk per trade; percentage returns are independent of account size. Funded-account odds are a stationary block-bootstrap Monte-Carlo of the real trade stream against Topstep's published rules — a planning estimate, not a guarantee. Trading futures involves substantial risk of loss and is not suitable for all investors.