Opening Structure Speed Portfolio
A faster one-minute opening-structure portfolio branch combining the active-RTH anchor, prior-day sweep overlay, opening failed-break add-on, and late-open pullback sleeve. The default public profile is the balanced $200 evaluation governor because it keeps strong speed without leaning on the more fragile aggressive risk setting.
Balanced profile is the default.
The branch is strong enough to stage, but not live-approved. The +0.10R stress is the gating row: balanced still shows 95.1% modeled pass and 4.1% failure, while aggressive rises to 6.2% modeled failure. That is why automation should start on balanced or safe risk.
| Stress | Trades | Win | ExpR | PF | Eval pass | Eval fail | Median | p95 DD | Funded payout |
|---|---|---|---|---|---|---|---|---|---|
| Baseline | 756 | 62.0% | +0.338R | 2.01 | 99.4% | 0.6% | 18d | $1,420 | 100.0% |
| +0.05R cost | 756 | 61.6% | +0.288R | 1.81 | 98.2% | 1.7% | 21d | $1,661 | 100.0% |
| +0.10R cost | 756 | 61.1% | +0.238R | 1.64 | 95.1% | 4.1% | 24d | $1,833 | 100.0% |
| Random 10% miss + 0.03R | 672 | 61.9% | +0.312R | 1.90 | 99.0% | 0.8% | 22d | $1,439 | 100.0% |
| Skip every 7th + 0.05R | 648 | 61.7% | +0.291R | 1.82 | 97.6% | 2.1% | 23d | $1,683 | 100.0% |
Use separate evaluation and funded risk.
| Profile | Risk | Daily stop | Profit lock | Pass | Fail | Median | Use case |
|---|---|---|---|---|---|---|---|
| Safe eval | $175 | $650 | $650 | 99.4% | 0.6% | 21d | Best first paper/demo profile. |
| Balanced speed eval | $200 | $800 | $800 | 99.4% | 0.6% | 18d | Default staged profile. |
| Aggressive speed eval | $225 | $800 | $800 | 98.5% | 1.5% | 16d | Only after live paper fills prove low friction. |
Automation-ready shape, not live-approved yet.
| Area | Public rule | Implementation note |
|---|---|---|
| Market | MES/MNQ micros only until retested. | Do not convert to ES/NQ full size without new fill and slippage tests. |
| Timeframe | One-minute opening and RTH structure signals. | Next-bar intended fill; no intrabar repainting. |
| Entry | Router accepts active-RTH, prior-day sweep, failed-break, and late-open pullback sleeves. | One global one-position governor controls sleeve stacking. |
| Stop | Immediate bracket stop based on sleeve structure risk. | No averaging down, no stop widening, no martingale. |
| Target | Positive-R bracket family, generally 1.0-1.5R. | Target stretch requires retesting. |
| Daily governor | Balanced default: $200 risk, $800 daily stop, $800 daily profit lock. | Funded mode should cut risk roughly in half and prioritize payout days. |
| Kill criteria | Disable after rule breach, abnormal slippage, duplicate orders, missed attached stop, or material deviation from paper fill stats. | This is the prop-firm reality filter before live use. |
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.