Contract Sizing Simulator

Each trade's net P&L and worst open drawdown are divided by the contracts it was tested with, so everything is per contract. Commissions in your export scale with size.

Every morning the simulator checks the buffer (balance minus the trailing floor) and trades one contract for each block of buffer, never less than one and never above the max. It searches for the smallest block, in $50 steps, that keeps the breach chance at or under your limit.

Eight Monte Carlo tests run that ladder: reshuffled days, whole real weeks (keeps losing streaks), only the recent regime window, the last 6 months weighted twice, losses 50% bigger, extra slippage, winners 10% smaller, and slippage plus smaller winners together. An out-of-sample test sizes the ladder on earlier months only and runs it on the last 4 months it never saw.

Five fixed checks use your real trades at the starting size: the historical order, your worst 10 days landing on day one, how many losing trades in a row breach the floor against your longest losing streak, the real max drawdown, and the worst day against half the max loss.

Prop checks start a fresh account on the same ladder. The evaluation needs the profit target with the best-day and minimum-day rules met. The payout check needs the minimum days, winning days, buffer and minimum payout, then keeps going until the cap. The daily loss limit applies to every simulation.

The portfolio assessment puts every ticked file on one account. It stretches all the ladders by one factor until the shared account meets the breach limit, then runs all 14 tests and both prop checks on that account. It also shows each strategy's real profit, drawdown and correlation with the others. The verdict is DEPLOY when every test passes. It is FORWARD TEST when the core tests (reshuffled days, historical order, unseen months) pass and at most 3 others fail, PAPER for anything weaker, and REJECT when even 1 contract each breaches or the account loses money.

The forecast samples days from the recent window (or all history) and starts from your current balance and peak. Markets group the strategies you tagged with the same symbol and trade them on one account. Regime compares the recent average day with the full history.