How it works
Enter the account's trailing room (the gap between your balance and the trailing floor) and your strategy's 95th-percentile interim drawdown per contract from a Monte Carlo on your own trades. The tool returns the largest whole size whose drawdown still fits inside the room. A prop combine is a variance test, not a profit test, so size to the floor, not to the target.
Worked example
Our NQ book has a 95th-percentile drawdown of about $6,300 per micro against the $50k TopStep Combine's $2,000 of room, roughly three times the room. That is why a strategy with a 15-year positive record still fails the cheapest combine on a normal losing stretch. The Monte-Carlo method behind that 95th-percentile figure is in expect a worse drawdown than your backtest.
Hypothetical performance disclosure (CFTC Rule 4.41). These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
Past performance is not indicative of future results. Trading futures involves substantial risk of loss.