These are backtest results, not claims. Every figure on this page is the output of simulated backtesting over the last 12 months of historical market data (Aug 2025 – Jul 2026) using a Velox research configuration. They are hypothetical results — no live trading occurred, no real money was at risk, and these figures are not indicative of current or future market results. Live performance can and will differ. Trading involves substantial risk of loss.
The Prop-Firm Readiness Study
We simulated 277 separate $100,000 prop-firm assessment campaigns — one starting on every single trading day of the last year — each following the same public two-phase rulebook (5% then 10% profit targets, 4% daily loss limit, 10% trailing drawdown) with a budget of three attempts. Here is everything that happened, including the failures.
Every campaign, one bar
All 277 simulated campaigns, no survivor filtering. "Unfinished" means the 60-day study window closed while the account was still alive and trading — under real assessment rules (no time limit) those simply continue.
How fast the funded ones got there
Of the 202 simulated campaigns that passed both phases: 30% of all campaigns were funded inside 30 days, 51% inside 45.
How the funded ones passed
Each campaign carried a budget of three attempts — a killed attempt restarts the next day inside the same 60-day window. Most winners never needed the budget.
What happens with more or less time
The same 277 campaigns scored against three deadlines — pass rates are a function of patience, and the failure rate barely moves.
| DEADLINE | FUNDED IN TIME | SHARE |
|---|---|---|
| 30 days | 83 of 277 | 30.0% |
| 45 days | 142 of 277 | 51.3% |
| 60 days | 202 of 277 | 72.9% |
A companion stress test — 500 synthetic accounts with the year's week-to-week market continuity deliberately scrambled — produced a lower 59.6% sixty-day pass rate. The honest planning range is therefore roughly 60–73%, not a single number.
Methodology, in plain words
Each of the 277 campaigns starts a fresh simulated $100,000 account on its own calendar day and trades the identical Velox research strategy through the last year's real price history: modeled 1.2-pip spread, stop-loss-first fills, position sizing recomputed from each morning's balance (gains and losses compound), an internal 3% daily stop and an automatic risk cut at 6% trailing drawdown — all inside the firm-style rulebook of 5% then 10% profit targets, a 4% daily loss kill-line and a 10% trailing drawdown kill-line, tracked on end-of-day equity. No configuration was changed between campaigns; no campaign was excluded.
The study's highest-return run followed for the whole year — every killed attempt, the monthly funded ledger, and the per-pair quarterly breakdown (including the pair that lost money).
How to read this honestly
The same rules we hold ourselves to everywhere else on this site:
- This is a simulation. Fills, spreads and slippage are modeled (1.2-pip spread, stop-first fills); real execution differs.
- One year of history. The study covers Aug 2025 – Jul 2026. Other years — and the future — will produce different numbers. A companion stress test that deliberately scrambles market continuity produced a lower 59.6% pass rate; treat the honest planning range as roughly 60–73%.
- Research configuration. These campaigns use a Velox research strategy profile currently in our validation pipeline; it is not the shipped product's default behaviour today.
- Failures included. 26 campaigns lost their entire three-attempt budget. Any presentation of this study that omits them is dishonest.
- The live desk is the only real record. Velox publishes every live trade on the public feed — that, not this page, is what actual performance looks like.
HYPOTHETICAL PERFORMANCE DISCLOSURE: 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. 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. Forex trading involves substantial risk of loss and is not suitable for every investor.