What It Trades
MES/MNQ structure from the liveable router, pruned to the Mon-Thu buy-side branch that gave the best prop-firm survival math.
Opening Structure No-Lookahead Router
A closed-bar MES/MNQ opening-structure strategy with a separate prop-firm risk governor. The default is now the survival-pruned mode: fewer weak signals, cleaner drawdown, faster modeled evaluation pass.
Trades698survival-pruned book
Win rate64.2%combined portfolio
Expectancy+0.370Rper accepted trade
Profit factor2.21gross wins / gross losses
p95 DD$1,142survival eval model
Bottom line
Best pure pass + payout combo: Survival Mode with the balanced $175 risk / $800 daily stop / $650 profit-lock governor.
| Profile | Eval pass | +0.10R pass | Funded payout read | Median pass | p95 drawdown |
|---|---|---|---|---|---|
| Balanced survival - $175 / $800 / $650 | 99.68% | 98.96% | 100.0% | 17 trading days | $1,142 |
| Tighter safety - $175 / $700 / $650 | 99.94% | 98.78% | 99.96% | 18 trading days | $1,117 |
| Faster eval - $200 / $700 / $800 | 99.58% | 98.08% | 99.98% | 15 trading days | $1,254 |
| Full router - $175 / $700 / $650 | 99.6% | 97.5% | 99.9%+ | 19 trading days | $1,250 |
| Rejected 1-minute graft best | 99.12% | 91.08% | 99.06% | 23 trading days | $1,468 |
My practical recommendation: use Balanced Survival as the default paper-automation profile because it keeps a fast modeled pass while surviving cost stress.
Use Tighter Safety if drawdown protection matters more than one extra modeled trading day.
Use the faster $200 profile only after paper fills match the model. Do not use the 1-minute grafts as the default because their pass rate decays too hard once cost stress is added.
How It Enters
The signal is evaluated after a bar closes, then modeled as a next-bar entry. That keeps the research aligned with a real automation workflow and avoids repainting.
How It Exits
Every trade gets an immediate stop and target. No averaging down, no moving the stop farther away, and no forcing another trade after the daily lock is hit.
Best Use
Survival mode for prop automation. Full router mode is available when more signal flow matters and paper fills are already proven.
Survival Mode Equity Curve698-trade normalized R path
Mode Comparison
Survival mode is now the prop-default. Full router mode keeps more frequency but gives up stress survival.
| Mode | Trades | Frequency | Win | ExpR | Pass | +0.10R pass | Median | Worst fail |
|---|---|---|---|---|---|---|---|---|
| Survival default | 698 | 4.49/wk | 64.2% | +0.370R | 99.9% | 98.7% | 17d | 1.1% |
| Full router | 829 | 5.33/wk | 62.8% | +0.344R | 99.6% | 97.5% | 19d | 1.8% |
Governor Frontier
The best frontier profile is not the fastest. It is the best survival-adjusted evaluation governor after 5,000-path stress simulation.
| Profile | Risk | Stop | Lock | Pass | Fail | Median | +0.10R pass | Worst stress fail | p95 DD |
|---|---|---|---|---|---|---|---|---|---|
| eval_r175_dl700_pl650 | $175 | $700 | $650 | 99.6% | 0.4% | 19d | 97.5% | 1.8% | $1,250 |
| eval_r175_dl700_pl800 | $175 | $700 | $800 | 99.6% | 0.4% | 19d | 97.1% | 2.0% | $1,240 |
| eval_r175_dl800_pl650 | $175 | $800 | $650 | 99.8% | 0.2% | 19d | 97.3% | 2.1% | $1,281 |
| eval_r200_dl1000_pl650 | $200 | $1000 | $650 | 99.4% | 0.6% | 17d | 96.5% | 3.2% | $1,377 |
| eval_r175_dl1000_pl500 | $175 | $1000 | $500 | 99.8% | 0.2% | 20d | 97.0% | 2.3% | $1,239 |
Survival Stress Test
This table shows the new survival-pruned default under realistic friction.
| Stress | Trades | Win | ExpR | PF | Eval pass | Eval fail | Median | p95 DD | Funded payout |
|---|---|---|---|---|---|---|---|---|---|
| Baseline | 698 | 64.2% | +0.370R | 2.21 | 99.9% | 0.1% | 17d | $1,114 | 100.0% |
| +0.05R cost | 698 | 63.8% | +0.320R | 1.99 | 99.6% | 0.4% | 20d | $1,284 | 100.0% |
| +0.10R cost | 698 | 63.2% | +0.270R | 1.79 | 98.7% | 1.1% | 23d | $1,503 | 100.0% |
| Random 10% miss + 0.03R | 632 | 64.1% | +0.348R | 2.10 | 99.8% | 0.2% | 20d | $1,197 | 100.0% |
| Skip every 7th + 0.05R | 599 | 64.3% | +0.334R | 2.05 | 99.6% | 0.4% | 20d | $1,218 | 100.0% |
Rules
Public version keeps the implementation clear without exposing every private parameter.
- Market MES/MNQ micros first. Size stays small until demo fills prove clean.
- Entry Closed-bar signal, intended next-bar fill, no intrabar repainting.
- Filter Survival default is the Mon-Thu buy-side branch of the no-lookahead router.
- Exit Immediate bracket stop and 1.0-1.5R target family. No stop widening.
- Governor Balanced eval model is $175 risk with an $800 stop and $650 profit lock. Tighter safety uses a $700 stop.
- Kill Switch Disable on missed stops, duplicate orders, abnormal slippage, or rule drift.
Risk note
Strategy research is educational software and trading research, not financial advice. The modeled pass rate is not a guarantee. Live markets can break backtests through fees, slippage, latency, platform behavior, missed fills, rule changes, and regime shifts.