Prop Firm Pass Plan

Most failed challenges are sizing failures, not skill failures. This tool sweeps the whole range of prop firm risk per trade settings under your firm's exact rules and returns the one that maximises your chance of passing. Your own odds are free; the plan is a one-off unlock, no subscription.

How the pass plan works

Enter the challenge rules — profit target, maximum total loss, maximum daily loss, time limit — and your own trading statistics: win rate, average win and average loss in R, and how many trades you take per day. Then enter the risk per trade you use today and the fee you would pay.

The tool runs roughly fourteen thousand simulated challenge attempts across the whole range of risk sizes, from a quarter of a percent to three percent per trade, and reports the size with the highest probability of passing. It also shows what your current size costs you: in pass probability, in expected number of paid attempts, and in euros of fees.

Why there is a best risk size at all

A prop-firm challenge has two ways to end badly, and they pull in opposite directions.

Risk too little and you never reach the profit target inside the time limit. Risk too much and a normal losing streak breaches the daily or total loss limit before your edge has a chance to show up. Somewhere between those two failure modes sits a maximum — and it is usually far lower than the size most challenge-takers use.

That is the part the firm's marketing never mentions: most failed challenges are not failures of skill, they are failures of position sizing. The trader with a genuine edge who risks 2% per trade under a 5% daily loss limit is not unlucky when three losers in a row end the attempt. That outcome was written into the sizing before the first trade.

Frequently asked questions

Is a lower risk always better?

No, and that is the point of running the sweep. Below the optimum the time limit becomes the binding constraint: you simply cannot reach the target in thirty days at 0.25% per trade with three trades a day. The tool finds the balance for your numbers and this firm's rules, which is not the same answer for the next firm.

Which prop firms can I use this with?

All of them, because a firm's rules are inputs here rather than a fixed list. Every dimension firms actually vary is on the form: one phase or two, the daily and overall loss limits, whether the overall limit is measured from the starting balance, trails your highest equity, or trails and then locks permanently at break-even — what Topstep's Maximum Loss Limit does — whether hitting the daily limit fails the attempt or merely ends that session, minimum trading days, a consistency cap on the best day's share of profit, and the time limit.

The presets in the dropdown are a convenience, not the boundary. They contain only rule sets we have read on a firm's own page, with the date we read them; a firm we have not verified first-hand is left out rather than guessed at.

One conversion you have to do yourself: futures firms state their limits in dollars, so divide by the account size first. A $2,000 trailing drawdown on a $50,000 account is 4%.

Does the trailing drawdown really change the answer?

Substantially, and that is the point of modelling it. A limit that follows your equity high tightens every time you make money, so the same edge and the same risk size pass far less often than under a static limit. If your firm trails and you plan with a static assumption, you are planning for an easier challenge than the one you bought.

The detail matters as much as the direction. On the same edge and the same risk size, a pure trailing limit with a fatal daily loss gives roughly 16% odds, while Topstep's actual rules — the limit stops trailing once it reaches break-even, and the daily limit only ends your session instead of failing you — give roughly 46%. A calculator that lumps all futures firms into "trailing" is wrong by a factor of three.

What if the plan still shows poor odds?

Then sizing was not the problem. If the best achievable probability is low, the honest reading is that the edge is too small for these rules — and no plan fixes that. Before paying another fee, check whether the edge is real at all: a backtested edge that came from tuning will not survive a funded account either. That is what quantcheck is for.

Does this model trailing drawdowns?

Not yet — the maximum loss is measured from the starting balance, which is how most forex-style two-step challenges work. Several futures firms use a trailing drawdown that follows your equity high, which is strictly harder. Treat the plan as an optimistic ceiling on those accounts.

What is free and what costs money?

Your own pass probability at your current risk size is free, as is the verdict that your expectancy is too low to bother — if the tool concludes no size passes, there is nothing to sell you and it says so. The paid part is the plan itself: which size maximises your odds, the full risk curve behind it, and what the change is worth in challenge fees.

It is a membership: €9 a month or €89 a year, and €5 for the first month while we launch. You get a licence key, enter it once with the email you signed up with, and it stays saved in your browser.

The reason it is a membership rather than a one-off purchase is the part that costs us work every month: prop firms change their challenge parameters constantly, and a plan built on last quarter's rules is a plan for a challenge you did not buy. Your membership pays for keeping those rule sets verified — each one carries the date it was last read on the firm's own page, and the tool warns you when that date gets old. If you cancel, you lose access; you never get quietly served stale numbers.

Which firm should I take the plan to?

One that actually pays. We keep a verified comparison of prop firms based on their own current terms — including the ones we left off and why.