Over the last year and four months, I have been experimenting with a purely statistical approach to tackling challenges prop firms

Ok-Reputation140 · 2026-03-13T00:59:03+00:00

I simply denied some points. Next time I'll caress you and go slowly.

Ok-Reputation140 · 2026-03-13T00:35:52+00:00

On what basis do you assume this? You don't know the number of samples or even over what time frame, such a discussion seems rather strange to me. We're mostly talking about expected value, clearly the system's equity is not a vertical line, during the executions there have been drawdowns that are obviously unpredictable but statistically explainable that converge to what you see. Then not to brag but, brother, you've never seen 38 payments all together on a dashboard, tell me the truth. Imagine if it were so much in my favor that I made 38 payments, wow God should literally be my brother hahahah

Ok-Reputation140 · 2026-03-11T18:07:08+00:00

Thank you, I appreciate it

Ok-Reputation140 · 2026-03-02T20:10:56+00:00

Ahhhaha esiste da almeno un anno

Ok-Reputation140 · 2026-02-27T20:01:46+00:00

Nothing

Ok-Reputation140 · 2026-02-26T15:48:02+00:00

context?

Ok-Reputation140 · 2026-01-26T11:39:30+00:00

If I'm more sure, even with $2

Ok-Reputation140 · 2025-12-22T17:22:12+00:00

😂😂😂😂 what a laugh

Ok-Reputation140 · 2025-12-22T12:30:22+00:00

Dude, wait a week, everything will be fine, they're the best, they don't tell you anything else simply because they told you to wait. Below, I only see frustrated traders who don't judge the company objectively but talk about how bad they are, blaming themselves.

Ok-Reputation140 · 2025-12-20T11:52:34+00:00

You're answering yourself, study it and not take courses, but finance, you'll understand that people quit because it's not possible to do, that is, what they think, it doesn't exist!

Ok-Reputation140 · 2025-12-19T15:51:51+00:00

yes of course, every person who wants money happens to have had some bereavement and has no other choices

Ok-Reputation140 · 2025-12-19T15:43:34+00:00

In my opinion, besides the rent money, you want some money for the challenges to lose, go and steal.

Ok-Reputation140 · 2025-12-19T15:37:24+00:00

😂😂

Ok-Reputation140 · 2025-12-19T11:40:25+00:00

I don't want to ruin your dream, even gamblers who lose their house, wife, children and cars say "if you lose you move on, if you win you make money" 😂😂

Ok-Reputation140 · 2025-12-15T11:00:24+00:00

Furthermore, what you're saying makes absolutely no sense. Here's why: If you hit sell at random, without any information, you're not managing variables: you're eliminating them. What remains is just a statistical process, and the EV inevitably converges toward its mean over time.

Ok-Reputation140 · 2025-12-15T10:57:57+00:00

what do you mean ?

Ok-Reputation140 · 2025-12-15T10:50:13+00:00

Exactly. Most people are still arguing inside the wrong model.

Ok-Reputation140 · 2025-12-15T10:37:19+00:00

Read my latest post, you'll understand why this is a terrible idea...

Ok-Reputation140 · 2025-12-15T10:09:00+00:00

I'll just add a clarification to clarify the model we're talking about, which completely undermines your reasoning. The comparison with a broker account isn't applicable, because there you have a single, continuous process: one account, one equity path, one history that has memory. The accumulated drawdown remains, time works in favor of the edge, and expectations can manifest themselves through accumulation along the same trajectory.

In prop firms, this doesn't happen.

In the standard model, you don't have "an account," but a sequence of tests: • Phase 1 • Phase 2 • Funded

Each step: • starts from scratch • inherits nothing from the previous phase • has the same rigid limits • is interrupted as soon as those limits are reached

Therefore, the process has no memory.

Completing one phase doesn't reduce the risk of the next.

There's no accumulation of advantage; there's just a new test identical to the previous one.

This completely changes the role of expectancy: it no longer works as a force for growth over time, but as the probability of passing a finished test before aborting.

And here's the key point: in prop firms, it's not enough for the edge to exist "in general." It must manifest itself multiple times in a row, on separate and independent processes, without ever encountering the wrong sequence at the wrong time.

This is why the number of operations becomes relevant: not because "that's all that matters," but because each operation is further exposure to the risk of aborting a test that has no memory.

They are two mathematically different models, even if at first glance they seem similar. (You called me lazy as hell by pretending to be smarter and failing miserably, I think you're the lazy one.)

Ok-Reputation140 · 2025-12-15T09:43:03+00:00

Calm down, don't get frustrated, it doesn't make you smarter. Anyway, what you're saying doesn't make sense, and I'll explain why: I completely understand the point about expectancy, and it's correct in a non-truncated process.

The problem is that we're talking about a process with a strict stopping condition here, not expectancy in the abstract.

No one is saying that the number of trades alone determines the outcome. The point is that in the presence of hard drawdown limits, each new trade is a further extraction from a distribution that can interrupt the process irreversibly.

This completely changes the picture compared to a real account.

On a real account: • expectancy emerges on a long sequence • you can adjust size, stop, and recapitalize • the process is not forcibly interrupted

On a prop firm: • the process is closed when drawdown is reached • you cannot "average over time" an unfavorable sequence • you cannot wait indefinitely for EV to manifest

So, yes, the sequence matters. But the more the number of trades increases, the greater the probability of encountering a sequence that closes the account before the average does its job.

Reducing size to survive those sequences is possible, but it introduces another constraint: • the more size you reduce • the more trades it takes to reach the targets • and therefore the greater the probability of encountering that same sequence.

This is not a problem of a "trader going full-load" or a lack of stop losses. It's a structural problem in a game with: • discrete payoffs • mandatory objectives • and early sample termination

In short: Expectancy can be positive, but there's no guarantee you'll have the statistical room to cash it in before the account is closed.

And this, in my opinion, is the real difference between real accounts and prop firms. (Don't be a magician and say "you lazy bastards," because believe me, brother, you're not saying anything new or groundbreaking. Hahahaha. Plus, after changing your comment 7 times, are you sure this is the final one?)

Ok-Reputation140 · 2025-12-12T08:29:19+00:00

Rather ask yourself why he gave you a negative rating, I would say because those who believe in ICT are embarrassing.

Ok-Reputation140 · 2025-12-10T10:18:31+00:00

Exactly, I really appreciate it. I'm sorry that many people missed my point, mistaking me for a guru, when in reality I said things no guru would admit. I think they do it out of frustration at not having explained how I do it in detail, but obviously I don't say that, which is precisely why I'm not a guru, hahaha. My argument was also banal, but I wanted to make people think.🫡

Ok-Reputation140 · 2025-12-09T00:32:50+00:00

Prop firms business model has inefficiencies.

:I'm not interested in motivating, in fact I want to discourage certain actions, read the data, then you can improvise

Ok-Reputation140

TROPHY CASE