Strategy playbooks
Build a prop operation
that survives the spreadsheet.
Strategies should connect rules, risk, and real cash flow. These playbooks explain the assumptions and failure modes instead of promising a monthly income number.
Protect the real cushion
Size from maximum loss and remaining equity—not the account’s nominal $50K or $100K label.
Measure unit economics
Track cost per funded account, cost per payer, net withdrawals, and time. A payout screenshot is not a P&L.
Control correlation
Copied accounts multiply one decision. Several firms do not diversify one market position.
Expect rules to change
A strategy dependent on one plan feature needs a stop condition for pricing, policy, or payout changes.
Full playbooks
Start with the decision you face
The Payout Loop: Farming Prop Firm Payouts Without a Trading Edge
A step-by-step playbook for sizing asymmetric stops and targets to produce positive-EV payouts on the right plan — no directional skill required. What to run, what to skip, and what it actually is.
Read playbookScaling Multiple Prop Accounts Without Multiplying One Mistake
A risk-first framework for adding accounts, choosing compatible rules, controlling correlation, and deciding when scaling should stop.
Read playbookBuilding a Prop Firm Stack: Engine, Anchor, Scaling, and Booster
A practical way to assign each account a job, avoid duplicated risk, and expand only after the current layer has paid for itself.
Read playbookOperating principle
Scale from withdrawals, not simulated balances.
A stack is not profitable because it contains funded accounts. Count every evaluation, reset, activation, recurring fee, and failed funded path. Expand only after net withdrawals cover the current layer and the planned cost of the next one.
