OrthantAutomated futures, engineered as a portfolio.
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A Proud NinjaTrader® Ecosystem Vendor
A professionally engineered portfolio of proprietary NinjaTrader® strategies designed to operate together as a diversified automated trading system. One portfolio. Multiple independent strategies. One subscription.
Not another collection of trading bots
Our strategies are researched, engineered, tested and deployed as components of a broader automated trading system. Each strategy has a defined role. Together, they form a portfolio designed to diversify trading behavior across market conditions and reduce dependence on any single strategy.
You don’t choose which algorithm to buy.
You get access to the complete system.
Why we built this
You want it big, you want to survive, and you want it soon. Reach for all three and you reach for leverage — and leverage is the run that ends accounts. So we give one up on purpose.
How this works
Never stacked, never two engines fighting over the same drawdown limit. If one has a bad week, it has it alone.
Risk per trade is the dial you turn, sized to the account you are actually trading — an evaluation, a funded account, or your own money.
Different edges across different markets — breakout, momentum, reversion. Different strategy types may respond differently to changing market conditions.
Every trade, every losing month, every drawdown — published before you pay, so you can decide with the bad news in front of you.
Platform and data
NinjaTrader® is free to use for charting, simulation and strategy development, and Kinetick® gives you free end-of-day market data inside it. You can have both running before you decide anything about us.
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The objection we get first
Partly yes — and we are going to concede that before we argue with it, because the honest version of this is more useful to you than the convenient one. None of what follows is about whose strategies they are. Ours, someone else's, or three you wrote yourself: it is arithmetic about a sum, not a claim about quality.
Where the received wisdom is right. If you hold your total risk fixed and split it across several uncorrelated strategies, the protection is real and large. What ends an account under a trailing limit is the range of the equity path — the fall from a running high to the next trough — and that range scales with the square root of variance. Split one risk budget into four independent streams and you cut the variance while keeping the expected return.
One account, a $2,000 trailing limit, 250 trading days, $400 of risk per day held constant and divided between strategies. Probability of breaching:
So if someone tells you diversification lowers drawdown, they are not making it up. On that arrangement it is overwhelming.
Now the two reasons you will not get that arrangement. You cannot actually split the risk — on a small account the contract is the floor, so every strategy you add puts its full size on the account whether you meant it to or not. And the correlation you assumed is not the correlation you get: strategies on related instruments drift together under stress, which is exactly the day the limit gets tested.
We ran a block bootstrap on five of ours against a $2,000 trailing limit — each at its normal size, which is the way people really combine them:
Worse than the worst of them individually — because nothing was re-sized. That is the experiment almost everyone actually runs.
So we did not throw diversification away. We moved it. It belongs across accounts, where each strategy gets its own allowance, its own limit, and its bad hour cannot reach the others — and where adding one does not silently enlarge the position the others have to share. One strategy per account is not us being naive about portfolio theory. It is what portfolio theory gives you once the constraint is a hard floor you cannot fall through and a contract size you cannot subdivide.
The full argument, with the simulations and the methodology → · Why sizing matters more than strategy count → · How a trailing threshold ratchets against you →
You have probably tried this the other way
I spent three years buying these. Alert rooms, copiers, black-box bots. In live trading — evaluations and funded accounts alike — the results simply were not there. If any of it had worked I would still be using it, and I would never have built these. Here is what kept going wrong, and what I did about it.
By the time an alert reaches your screen — or a copier mirrors somebody else's fill — the move has already happened. You pay the difference in slippage, on every trade, forever.
Nothing is relayed. The strategy runs on your own NinjaTrader®, on your machine or your VPS, and takes its own entry the moment its rule is met. There is no middleman between the setup and your order.
Winning screenshots get posted. Losing months quietly do not. Your drawdown counts both, which is how people end up funding an account against a track record that was only ever half published.
Every trade of every backtest is published — entry, exit and result — and each strategy's losing months sit on the page beside its good ones. So does the worst drawdown it ever had.
Plenty of automated systems produce a beautiful win rate by adding to losing positions until the market comes back. It works until the once that it doesn't — and one of those takes the whole account, which is precisely what a trailing drawdown cannot absorb.
One position at a time. It never adds to a loser, never averages down, and never widens a stop. The protective order rests in the market from the moment you are filled — not a mental stop, not one placed afterwards.
A strategy tester will happily fill you at prices you would never have got. Fire the entry at the close of a bar, assume the stop was always sitting there, and the curve looks wonderful — right up until real orders go to a real broker and the same strategy trades nothing like its own backtest.
Entries and protective orders are worked on a fine execution series instead of being assumed at bar close, so the backtest fills the way your account does. And the forward test runs in public — open it and compare it against the backtest yourself, whenever you like.
I run these on my own funded accounts at Apex, Bulenox, Lucid and PropShop Trader. They should run at any firm that permits automated NinjaScript strategies — but every firm sets its own rules and changes them, so check yours before you start. We take no referral fee from any prop firm, and never recommend one because it pays us.
Who is on the other side of this
I'm an electrical engineer with a graduate degree in computer science. Bell Labs, then senior leadership running product development at global tech companies, then retirement, travel, boredom — and a search for the thing I'd always actually liked: problems and puzzles. So I started trading, and made an assumption I'm still slightly embarrassed by: options are just maths, and maths is my home turf, so how hard can this be.
Hard, it turns out. I lost a great deal of money. Then I did the sensible-sounding thing and subscribed to the people with the track records and the testimonials, and every one of them put me in a deeper hole than I was in before. Then I moved to futures and found the real problem, and it wasn't the market:
I was so afraid of losing that I took every small profit the moment it appeared, and let every loser run to the bitter end. I knew it was wrong while I was doing it. I did it anyway.
You cannot fix that by trying harder, so I automated it — badly at first. I swung for the fences the way I'd been taught and blew up account after account. Somewhere around fifty of them. What changed was going back to what I actually know how to do: be structured, find the root cause, and stop optimizing for profit — because profit was never what was ending my accounts. Drawdown was.
Proof before hype
Every number below is a real NinjaTrader® 1-year backtest of the live strategies — net of commissions and 1-tick slippage, every trade viewable.
That total is the sum of every engine run on its own account — which is the only way we recommend running them. Stack several onto a single $2K account and a Monte Carlo stress test — 10,000 simulated re-orderings of the same trades — puts the chance of hitting the limit at 74.7%; kept separate, each one sits between 1.3% and 30.1%. Same strategies, same year — see Design principle and Scale.
Backtests die on fill assumptions, so here is the arithmetic in full rather than a footnote. Every figure published on this site is after both of these.
—
A drawdown limit isn't breached by a bad average — it's breached by a bad run. So these get the same billing as the profit.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. Losing trades included.
HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Assumptions: one contract per account; profits withdrawn, not reinvested; costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown — commission as charged by the platform, and one full tick of slippage on every contract on every trade; entry and exit prices are determined by resting orders worked on a 1-minute execution series. Trading futures involves substantial risk of loss.
The exact same settings ran straight through the whole year — no parameter tuning, no curve-fitting, no cherry-picked window. Every scheduled shock and a live geopolitical one are already baked into these numbers.
Using unchanged parameters across the full test period helps reduce the risk of overfitting to individual market events.
Most vendors backtest on the same slow bar their signal fires on, which lets the simulator fill at prices that never really traded. We do the opposite: every entry and every protective stop is a resting order worked on a 1-minute execution series — an assumption intended to more closely approximate live execution.
The execution methodology is intended to make the backtest more representative of potential live execution, although actual live results and fills may differ materially.
What the backtest produced
Every figure below is one contract on one account, over the published window. That is deliberately the smallest unit we can show you — it is the honest building block, and it is what you should judge us on. The way the number grows is not a better engine; it is the same engines running on more accounts, each one inside its own drawdown limit.
The column above is an average. No month pays the average. This is the same money, month by month — red where it lost, and we have left every one of them in. Read the bottom row: that is what the whole set did in each individual month.
About the total row. Each engine is measured over its own history, and those histories are not the same length — so the per-year figures cannot simply be added. The total is built from the per-month column, which is already each engine's net divided by its own months, then annualised. It assumes every engine running at the same time, one contract each, on its own account. That is one account per engine — an evaluation to pass and a subscription to a prop firm, not one. Each carries its own drawdown limit, and the relevant risk is the worst single account, not the combined curve.
One contract per account, over the published window, net of commission and a full tick of slippage on every trade — both charged inside the backtest, not added on afterwards. Past results are backtested and do not guarantee future performance — the forward test shows how these track out of sample, including the months they lose.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. Losing trades included.
HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Assumptions: one contract per account; profits withdrawn, not reinvested; costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown — commission as charged by the platform, and one full tick of slippage on every contract on every trade; entry and exit prices are determined by resting orders worked on a 1-minute execution series. Trading futures involves substantial risk of loss.
The number everybody shows you
Big annual figures circulate constantly in this industry, and most of them are real. What is almost never shown is the drawdown that had to be accepted to produce them. So pick a target and we will work it backwards against our own engines — honestly, including the route that does not survive.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. Losing trades included.
HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Assumptions: one contract per account; profits withdrawn, not reinvested; costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown — commission as charged by the platform, and one full tick of slippage on every contract on every trade; entry and exit prices are determined by resting orders worked on a 1-minute execution series. Trading futures involves substantial risk of loss.
A requirement, not a suggestion
This is the single hardest rule we ask you to follow, and it is the one that decides whether this works for you. It is not about profit. It is about not getting your accounts closed.
First, what a prop firm actually is. You pay a fee, you prove you can trade to their standard, and then they let you trade their money and keep a share of what you make. The money is not yours and the account is not yours. You are trading under their rules.
One of those rules is about hedging. Hedging means being long and short the same thing at the same time — buying gold in one account while selling gold in another. It cancels out. To a prop firm it looks like someone gaming the evaluation rather than trading, and almost every firm bans it. The penalty is not a warning. It is usually closure of the accounts and forfeiture of the profits, and the firms check for it across every account you own with them, because they are all registered to you.
Nobody sets out to hedge. It happens on its own.
Our engines make their own decisions independently. Not one of them knows the others exist. So if you run two engines that trade gold in two accounts at the same firm, sooner or later one decides to buy while the other decides to sell — not because anything is broken, but because that is what independent strategies do. You would not be doing anything wrong, and you would still be in breach.
We can tell you exactly how often, because we measured it on the published backtests below.
Every layout below is compliant — no firm sees two engines that could ever oppose each other. Each engine is sized to fit inside its own $2,000 drawdown limit.
If you trade larger
Everything above assumes micro contracts and a $2,000 drawdown limit, because that is where most people start and it is the hardest version of the problem. Neither is a property of the strategies. If you run a $250,000 account, or trade your own capital, the engines do not change at all — only the number in front of them.
ES is ten MES. NQ is ten MNQ. GC is ten MGC — identical instrument, identical hours, identical tick behavior, ten times the money per point. The strategy code does not know or care which one it is pointed at. There is no separate version, no re-optimization, and nothing to relearn.
The contract is worth ten times as much, but the engine is not reading a scaled copy of the same market. Order flow and cumulative delta on the full-size book are not the micro's, and the two carry different price histories. So we run the backtest again on the real contract and publish what it returns — rather than multiplying and hoping.
No evaluation to pass, no monthly fee, no profit split, no trailing threshold that ratchets up and never comes back down — and the one-engine-per-market rule disappears entirely, because there is no firm to breach. You can run all six in one account. What you lose is the cap: a prop trader's worst case is the fee. Yours is the balance.
Each row below is its own backtest, run on its own contract, over the same window. We are deliberately not showing you the micro result multiplied by ten, because that is not what happens — see the note underneath.
What this is, and what it is not
There isn't one. Anyone who tells you otherwise is either selling something or has not run it long enough to find out. What we build is narrower and far more boring than that, and we would rather you ran the boring version knowingly.
These are blind backtests. The parameters are the settings the engines already run, and they were not tuned against this data — not for a day, not for a week, not for a month, not for a quarter. No parameter sweep, no walk-forward selection, no picking the best of several runs. We pressed go once on each engine and published what came back.
The window was fixed before any of it was run and applied identically to every engine — one start date, one end date, no shortening an engine's history to skip its bad patch. Where an engine genuinely has less data than the rest, it carries a visible asterisk saying so rather than being quietly trimmed to flatter it.
This is also why these numbers are not spectacular, and we would rather you understood that than wondered. A curve fitted to thirteen months of known data can be made to look like almost anything. This is what the settings produced, not what we could have made them produce. We do intend to re-optimize on a fixed schedule in future — and when we do, we will say so plainly and republish. Nothing on this page has been through it.
There is no news filter in any of these engines. No blackout window around the Fed, no skipping the inflation print, no sitting out payrolls, no excluded sessions. Every rate decision and every surprise number in the window is in the results — and so is every time one of them went against us.
This matters more than it sounds. Quietly removing the worst days is the most common way a backtest gets flattered, and it is invisible unless you are shown the trades. Pick any date you remember being violent, and look it up in the trade list.
Below is the actual equity curve of one of our gold engines, straight from the platform. The red section is real. Four months in, it was down $6,712 and had given a subscriber nothing but losses and reasons to quit.
Over the following nine months the same engine, unchanged, made $73,065 from that low.
Anyone who canceled in October banked the loss and missed all of it.
We show you this on purpose. It is the most honest picture of what running an edge actually feels like — not a line that rises from day one, but a stretch of doubt you have to sit through before the maths asserts itself. If a four-month losing run would make you turn an engine off, the drawdown is not your problem. The holding period is.
Start here
This is the mistake that will cost you an account, and it's the easiest one to make: subscribe, download everything, switch it all on, get punched in the face in week two. So before anything else, here is the order we'd actually put them on — the same order we did, and the reason for each step.
Several engines on one account is not several times the return — it's one account carrying every drawdowns at once. A Monte Carlo stress test of exactly that puts the chance of hitting a $2,000 limit at 74.7%. Each engine on its own account sits between 1.3% and 30.1%. Same strategies. Same year. The stacking is the risk.
Pick a single engine and run it on sim, side by side with our published backtest for the same dates. You are not testing whether it makes money — we already published a year of that. You are testing whether your fills match ours, on your data feed, your latency, your broker.
Why this first: if your fills drift from ours, every number downstream is fiction. This is the only step that verifies the ground you're standing on, and it costs nothing.
You will not be guessing whether it is on. Every engine draws its own status panel on the chart — armed or flat, the levels it is working for the day, and what it has done so far. If the panel says ARMED and nothing has happened, nothing was supposed to happen.
Move on when: your sim trades line up with the published trade list — same entries, same days, similar fills. Not before.
Now put that one engine on a real account — evaluation, funded, or your own capital, it makes no difference to the trades. Still one engine. Still one account.
A single engine over our published year returned roughly $3,100 to $5,600 on one contract, with worst-case drawdowns between $694 and $1,700. That's the honest per-account range. Call it $260 to $470 a month.
Why not add a second yet: you're still testing your execution, not the strategy. Adding a second engine now means that if something goes wrong you won't know which one caused it.
Move on when: you've traded it for a full month without touching it, and the result is recognisably like the backtest — including a losing week.
Add a second engine — on a separate account, trading a different instrument family. One equity-index engine and one gold engine. Never two of the same family, and ideally not at the same firm.
Two accounts over the same year ran roughly $8,600 to $9,300 combined, and because they're separate, the worst any single account faced was still just its own drawdown.
Why this is the real step up: this is the first point at which you own two bets instead of one. Two engines on the same account would have been one bet with double the risk.
To go further you add accounts, not contracts. Doubling an engine to two lots doubles its drawdown too — Vault at 2 lots is −$3,400, straight through a $2,000 limit. The limit doesn't grow just because you did.
All three micro engines together ran about $19,600 over the year, and they need three accounts across three firms to hold one engine each without two landing in the same family at one firm. That's the destination, not the starting line.
Three accounts running one contract each is not the same thing as one account running three. The first multiplies the income while every account keeps its own separate limit; the second multiplies the income and the risk in one place. So we grow sideways.
Same engine, one contract each, on separate accounts. This is how the book is actually run — and it is why the ceiling is the number of accounts you can fund, not the size you dare trade.
Why a firm per engine: see The Portfolio. All three micro engines trade the equity-index complex, and firms treat that whole complex as one family — so the layout, not our preference, decides the firm count.
| $50K account | Engine you add | Family | Placed at | Firms so far | Running 12-month net | Worst DD in any one account |
|---|---|---|---|---|---|---|
| Loading… | ||||||
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. Losing trades included.
HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Assumptions: one contract per account; profits withdrawn, not reinvested; costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown — commission as charged by the platform, and one full tick of slippage on every contract on every trade; entry and exit prices are determined by resting orders worked on a 1-minute execution series. Trading futures involves substantial risk of loss.
Each row adds one engine on its own account — the running net is cumulative, the drawdown column is the worst any single account faced, never a combined curve. Engines are added safest-first, and each goes to the lowest-numbered firm not already holding its instrument family, which is why the firm count climbs the way it does. One contract per engine throughout. These are trading results, not take-home: on an evaluation the profit is notional, on a funded account you keep your split, on your own capital you keep all of it and post the margin yourself. Drawdown is per account — there is no combined curve because the accounts never share one.
Model your own accounts
Most allocation advice in this space is "buy more accounts." This does the arithmetic instead — including the part nobody shows you, which is how many genuinely independent bets you end up with once you run out of distinct engines.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. Losing trades included.
HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Assumptions: one contract per account; profits withdrawn, not reinvested; costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown — commission as charged by the platform, and one full tick of slippage on every contract on every trade; entry and exit prices are determined by resting orders worked on a 1-minute execution series. Trading futures involves substantial risk of loss.
The portfolio
Different edges — and, just as important, different weaknesses. Each is a distinct, rules-based system, and each card opens to a plain-language write-up of what you're trading, why it works, and what it is bad at.
Backtested results are historical simulations and may not reflect actual execution, slippage beyond that modeled, data issues, or prop-rule changes.
Design principle
Every vendor in this space sells you a suite — four, five, six strategies, usually all on the same instrument, marketed as diversification. Run that inside a prop account and you will find out what nobody told you: they trade against each other, and the compliance team notices before you do.
A $50K account fails on one rule: the trailing drawdown. So every strategy has to survive that limit alone — not as part of a blended book that looks fine on a combined equity curve you will never actually trade.
Blend five of our engines into one account and a Monte Carlo stress test — 10,000 simulated re-orderings of the same real trades — puts the chance of hitting $2,000 at 74.7%. Run them one per account and each sits between 1.3% and 30.1%. Same strategies, same year, nothing re-sized. These are modeled probabilities, not outcomes we observed.
"Uncorrelated strategies smooth your equity curve" is true — and irrelevant when each one lives in its own account. Two curves only smooth each other if they share a balance. Yours don't.
Which means a strategy has to earn its place on its own numbers. We killed our own favourite argument for keeping one — it was carried by a −0.25 correlation that, under this design, is worth exactly nothing.
Opposing positions in the same or a closely related instrument, held more than a few seconds, can be flagged as hedging — across every account you hold with that firm, not just within one. A mean-reversion strategy short while a continuation strategy is long counts, even in two different accounts, even when the strategies never knew about each other. It's a CME rule, so no firm can grant you an exception to it.
Most firms never check. We ran two gold strategies in overlapping morning windows across four firms for two years — and exactly one of them auto-flagged both accounts. That's the point: you don't get to know in advance which firm is watching, so the setup has to make it impossible rather than unlikely.
The rule that falls out of the above: never two strategies on the same instrument at the same firm — however many accounts you spread them across. If two of ours conflict, we tell you which one to run and which to leave off.
That is the opposite of a suite upsell, and it is deliberate. You are after an account that survives, not a shelf of products.
What this costs us: fewer subscriptions per trader. What it's designed to do: reduce the risk that activity in one strategy affects another account. Every claim above is checkable — the trade-by-trade backtests and the live rolling performance are both published, including the months that went against us.
Putting it together
Everyone asks which strategy to run. That's the wrong unit. What you actually own is a grid of accounts across several firms — and that grid is the thing that either survives a bad month or doesn't. Here is exactly how we lay ours out, and why each rule exists.
| Account | Firm | Engine | Instrument | Family | Standalone max DD |
|---|---|---|---|---|---|
| 01 | Firm A | Aperture | MNQ | Equity index | −$822 |
| 02 | Firm A | Rift | MGC | Gold | −$1,484 |
| 03 | Firm B | Iris | MES | Equity index | — |
| 04 | Firm B | Coil | MGC | Gold | −$1,137 |
| 05 | Firm C | Vault | MES | Equity index | −$1,700 |
| 06 | Firm D | Ripple | MNQ | Equity index | −$1,634 |
Keeping one engine per account isolates that strategy's drawdown from the activity of other Orthant strategies. Future drawdowns may exceed historical backtested drawdowns.
At any single firm we hold at most one equity-index engine and one gold engine. Two positions in the same family can never point opposite ways, because there's only one of them. The hedging problem is solved by layout, not by software that blocks trades.
Firms change rules, delay payouts, and occasionally fail. Concentrating every account at one firm makes the firm your single biggest risk — bigger than any drawdown. Spreading them means no single firm decision can end the whole book.
Breakout, gap-reversal, momentum, reversion, scalp. Several accounts running versions of the same idea is one bet with extra fees. The grid only works if the engines fail at different times.
Two firms are only diversified if they don't sit on the same infrastructure. When MetaQuotes pulled a license in 2024, one firm went insolvent with roughly 300 traders owed about $1.2M and accounts frozen for three months — and over 80 firms closed that year. Firm correlation is a platform question.
First withdrawals are usually capped and rise with each consecutive payout, so an account's worth grows with its payout history — old accounts are assets. Start them at different times and the ladders desynchronise, which turns lumpy withdrawals into something closer to income.
That last point is the one the industry quietly skips. Most multi-account advice is about execution — copiers, VPS latency, order routing — and almost none of it is about whether you actually hold more than one bet. We'd rather give you one engine per account than six copies of the same trade.
Notice what the layout costs. All three engines we offer on micro trade the equity-index complex, and a firm treats that complex as one family — so it is one engine per firm, and three engines need three firms. The grid decides how many you can deploy, not the other way round. That is the trade we make on purpose: fewer engines running than we own, in exchange for a book where no two positions can ever be flagged against each other.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. Losing trades included.
HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Assumptions: one contract per account; profits withdrawn, not reinvested; costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown — commission as charged by the platform, and one full tick of slippage on every contract on every trade; entry and exit prices are determined by resting orders worked on a 1-minute execution series. Trading futures involves substantial risk of loss.
Every drawdown above is the standalone figure from the published 1-year backtests — what one account actually experiences, not a blended curve. All six sit inside a $2,000 trailing limit. Firms are anonymised here; the layout is the one we run.
Think about this yourself
We went looking for how serious traders construct a multi-firm book and found almost nothing — the published material is either firm marketing, copier and VPS vendors, or affiliate comparison pages. There is an execution-ops literature. There is no portfolio-construction literature. These two points came out of that search. Take them and use them, whoever you end up subscribing to.
Your information ratio scales with the square root of breadth — and breadth counts independent decisions, not accounts, not contracts, not firms. Copy one signal to ten accounts and your breadth is one: ten times the fees, and every account fails on the same day.
Ask yourself: if my worst trade of the year happened tomorrow, how many of my accounts would still be alive? If the answer is "none", you own one account with extra paperwork.
A trailing limit follows your highest-ever balance, so it tightens when you make money and give some back — and it can end an account on a trade that finished profitable. Compatibility with a drawdown regime is therefore a property of the strategy, not of the firm.
Ask yourself: am I choosing firms by profit split and payout speed — or by whether their drawdown rule is compatible with how my strategy actually makes money? Almost everyone does the first. The second is what ends accounts.
The full argument, the sources, and four problems we have not solved →
The complete picture
How the pieces stack into a prop-ready system — distinct signal edges at the base, potentially funded payouts at the top. Each layer only works because the one beneath it does.
Different edges, different instruments, different market conditions — run separately, so no single account depends on a blended curve and no two positions can be flagged as hedged against each other.
Choosing your first engine
You don't have to run the full model. Pick a leaner combo — or a single engine — and everything recalculates to that choice alone. If you run only Aperture, you only carry Aperture's drawdown. Your comfort, your call.
Every option is a real 1-year backtest, drawdown shown against a 50K account's $2,000 trailing limit. Prefer to explore freely? The full builder lets you test any combination.
Where it goes, eventually
Everything in Start Here still applies: one engine, one account, and you don't add the second until the first has run a full month without you touching it. This section is what the road looks like after that — not an argument for skipping it. Each account added is a separate engine on a separate limit.
Pick which engines go in each account. Add as many accounts as you like. Everything below recalculates from the actual backtested trades — the equity curve and drawdown for each account are computed by merging the trades of the engines you put in that account, because that is what the account would really have experienced. Accounts are then simply added together.
Illustrative example — five accounts, each running a single engine, on backtested results. Per-account figures are hypothetical and independent; combined totals assume identical settings and are not a projection or guarantee of actual results. Each prop firm sets its own drawdown limit and rules.
Before you subscribe to anything
I would rather lose the sale than have you blow an account and be right to blame me for it. So here is who should close this tab.
These engines made roughly $260 to $470 a month on one contract. If that number disappoints you, nothing here will fix it, and the systems that promise more are the ones that took my money.
There will be losing weeks and losing months — they're all in the published results, and right now some of these engines are below their own average. An automated strategy you intervene in is just discretionary trading with extra steps.
Stacked on one account they carry a 74.7% simulated chance of hitting a $2,000 limit. If you're not willing to start with one engine on one account, we will both be disappointed.
This needs a computer or VPS that stays on through the session, and a data feed. If you're going to be closing the laptop at lunchtime, the strategy can't manage its own stops.
Evaluation fees, activation fees and a subscription, against results that are backtested and might not repeat. I lost a great deal before I learned that. Don't fund this with anything you can't afford to write off.
Someone who has already been humbled once, wants a rules-based system they don't have to argue with at 10am, and is willing to run it small and unattended for a month before deciding anything.
Pricing
Not a crippled demo — every engine, every preset, the full thing. The only thing we ask is that you point it at simulation rather than at an evaluation you have paid for.
A free month is normally a way of getting you to subscribe quickly. We are telling you the opposite: thirty days cannot answer the question you actually care about. Use it to check the machinery, not the money.
No card required to start, and cancelling is one click inside your account — you never have to email anyone to leave. We do ask one thing, and it is a request rather than a condition: tell us why you are going. One line is enough. We would rather know that the install was painful, that it traded too rarely, or that you simply did not trust it, than guess. If you decide to go live before the month is out that is your call — but we would rather you had watched it on sim through at least one losing week first, because there will be losing weeks.
Every engine we publish, licensed together as one system — plus the playbook for running them: which engine on which account, at which firm, and what a normal losing month looks like. Not six bots to buy one at a time. 6 engines, one portfolio.
Start Your 30-Day Free Trial Subscribe — $199/moNo card for the trial — the 30 days run on NinjaTrader’s own vendor trial. You are only asked to pay if you decide to keep it.
We publish six. Only two fit a $50,000 evaluation on micro; the other four use too much of a $2,000 trailing drawdown to belong there, and run on full-size. Measured on closed trades alone, before any intraday excursion: Vault 85% of the allowance, Ripple 82%, Coil 74%, Rift 57%. An engine that needs three-quarters of your limit to have an ordinary bad month does not belong on a $50K account, however good it looks elsewhere.
| Fits a $50K account | Instrument | Drawdown vs a $2,000 limit |
|---|---|---|
| Aperture | MNQ | 38% |
| Iris | MES | 54% |
The others — Vault, Ripple, Rift and Coil — keep their full published backtests on this site and are offered on full-size contracts, where a larger allowance carries them. Nothing is hidden. It is a question of which account size an engine belongs on.
Both micro engines trade the equity-index complex, and prop firms treat that as one family — so one engine per firm, and two engines means two firms. Aperture and Iris are also the same strategy on two instruments, the Nasdaq and the S&P. That is deliberate and it works, but it is not diversification: a morning that ruins one will often bruise the other. Size them on that basis.
Every tier includes the same software, the same updates and the same support. Nothing is priced by whether your account is an evaluation, funded, or your own money — that is your business, not a billing tier. Prices are per person and cover every account you run on your own machines. We take no referral fee from any prop firm.
How we earn your trust
We don't — and legally can't — guarantee trading results. Anyone who does is a red flag. What you get instead is total transparency and a low-risk way in.
Start your 30 days on sim
There is no anonymous download here. Each build is issued against a named request and locked to the machine it will run on, and that applies to the free trial exactly as it applies to a paid subscription. It is the only way we can stand behind what is running under our name.
Name, email and country. We do not issue licenses into jurisdictions we are not permitted to supply, and we would rather say that plainly than discover it later.
You receive the strategy as a compiled NinjaScript add-on, not source code. It imports into NinjaTrader® the same way any other add-on does, and it is ready to run once the license key is in.
The template ships with the build. Nobody hand-keys parameters — that is how a strategy ends up trading something other than what was tested, and it is the single most common way an automated setup goes wrong.
The key is checked when the strategy starts. Thirty days on simulation, then it converts or it stops. Changing machines is fine — ask, and we reissue.
Straight answers
No — and no one can honestly offer one. Nothing we promise is tied to your results. What we stand behind is the software: if it does not install or run as described we make it right or refund the subscription, and you can cancel in one click. Nobody here promises that you profit or that you pass an evaluation.
NinjaTrader® — it is our featured and recommended platform, the one every engine was built and backtested on, and the strategies are NinjaScript add-ons that run inside it. We recommend NinjaTrader Brokerage for your own capital and Kinetick® for market data, which offers end-of-day data free for NinjaTrader® users. More on the platform and data →
Because in a 50K prop account the drawdown limit matters more than the headline size. Micros let the strategy breathe without tripping the trailing drawdown.
Yes — plainly. Every real system has them. The design goal is long-term expectancy under a controlled-risk framework, not daily certainty.
Yes. These run on the same funded and evaluation accounts you're considering — that's the whole point.
Disclosures
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
All performance shown on this website is hypothetical and backtested. Nothing on this site represents actual trading in a live funded account. Futures trading involves substantial risk of loss and is not suitable for every investor. You should carefully consider whether trading is appropriate for you in light of your circumstances, knowledge and financial resources.
This website is provided for educational and informational purposes only. Nothing here is a solicitation, a recommendation to buy or sell any futures contract, or investment advice. We do not manage accounts, accept funds, or trade on behalf of any client.
No proprietary-trading-firm affiliation. Orthant has no financial relationship with any proprietary trading firm. We are not affiliated with, sponsored by, endorsed by or compensated by any such firm, we participate in no affiliate, referral or revenue-sharing arrangement with any of them, and this site contains no referral links or affiliate codes. We receive no payment or benefit of any kind if you open, fund or maintain an account at any firm. Where this site discusses spreading engines across multiple firms, it does so solely because of the position-conflict rules described in that section. Firm rules, fee structures, drawdown terms and payout policies vary between firms and change over time; you are responsible for reading the agreement of any firm you trade with, and for ensuring your own configuration complies with it. Our sole commercial relationship with you is the strategy subscription.
NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. Kinetick® is a registered trademark of Kinetick, Inc. NinjaScript is a trademark of NinjaTrader Group, LLC. Orthant is an independent third-party vendor and is not affiliated with, endorsed by, or sponsored by NinjaTrader Group, LLC. All other trademarks are the property of their respective owners.