The 10x Account is a defined-downside engine: you set the most it can lose in a day, and a positive-expectancy edge compounds above that floor.
Hard daily floor, circuit breaker, fixed-fractional sizing, and a published sit-out ladder — the literal execution rules of the live prop account, instrumented.
Most managers tell you their return. Almost none tell you their floor. We lead with the floor, because the floor is the only thing you actually control before the edge takes over. A hard daily loss limit — “you cannot lose more than this in a day” — is concrete and visceral in a way “fixed-fractional R sizing” never is.
Each session you risk at most the daily limit. The engine allocates that budget across the day’s trades.
Hit −DLL on the day and the session ends. No revenge trades, no spiral — where real edges get killed by their operators.
A pre-committed, observable, binary kill condition for the day — the daily-granularity edge of a witness-locked protocol.
RULES)Sizing, stops and governance are settled. Edge stats are TBD inputs (below). $10k account · floor $1,000 = 10% = exactly one Setup C Validated full stop.
| Setup / state | Contracts | Stop | $/pt | Max single-trade loss |
|---|---|---|---|---|
| Setup C — Validated | 2 ES | 10 pts | $100 | $1,000 |
| Setup C — guess | 1 ES | 10 pts | $50 | $500 |
| Setup D | 4 ES | 3 pts | $200 | $600 |
A/B not traded — confluence conditions only: A∧B∧C all Validated fires the ×4 exponential
(8 ES). Scale-up: +$2,000 running profit unlocks an optional ×2; ×4 does not compound to ×8
(working default). Oversized-position loss is capped by the remaining daily-floor room, never the
nominal point-stop.
Sit-out ladder: 3 consecutive red days (loss > $500) ⇒ sit out the week; 4th ⇒ restrict to
{C-Validated, D} until back to profitability. Edge falsification: 10 consecutive losing days ⇒
stand-down to research-only.
Set your floor. Dial in an edge — start with our illustrative figures or enter your own — and watch what the rules do with it, ten thousand times over, so you see the spread, not just the dream. Nothing here is a forecast. It’s the compounding math of whatever edge you assume, run inside a fixed floor.
Locked at $10,000 for v0.5: sizing (2/4 ES) is calibrated so the $1,000 floor = exactly one Setup C Validated full stop. Rescaling capital without rescaling sizing would break that calibration (§9 leverage flag).
The hard floor. Fixed by design = one Setup C Validated full stop. Recomputes as 10% of capital.
Conservative never exercises the +$2k ×2 doubling or the ×4 confluence exponential. Aggressive exercises both, per rules.
TBD per setup. Loss side is fixed by the stops; the win (target, in points) is the open lever that sets the R-multiple.
Median (P50) with the P10–P90 band. 10x is reached by time × compounding at the optimum, not by cranking risk.
A daily loss limit caps the day, not the month. You can hit −$1,000 on three separate days and be down $3,000. The deck’s own live record already shows a −23.3% drawdown.
“10x” is an aspirational ceiling reached through time and compounding — not a forecast, not a guarantee, not a promised multiple.
| Scale-up policy | Median → 10x | Max DD | P(ruin) | P(falsified) |
|---|---|---|---|---|
| Conservative | — | — | — | — |
| Aggressive | — | — | — | — |
Because the hard floor caps daily loss identically under either policy, aggression scales the upside and the path — not the daily downside. The table shows the actual drawdown and ruin each policy produces at your edge, so you compare the real cost, not an assumed one.
Rates per 1,000 simulated trading days. A∧B∧C confluence is rare by construction.
A small per-trade edge is the snowball. A few hundred trades a year is the hill. A daily floor is what keeps the snowball from rolling off a cliff. Set the edge; the rules decide how safely it rolls. 10x is the structural ceiling — never the daily threshold.
The floor decides how hard, per round. It does not promise you never bleed across the fight. The edge’s existence and its constancy are assumptions the Falsifiability Protocol tests — not facts this page asserts.
The daily floor is not a mood. Two ladders sit beneath it: a sit-out ladder that throttles trading after losses, and a falsifiability protocol that stands the edge down entirely if it stops working. Both are committed to in writing, in advance, and witness-countersigned by Manish Dharod — not discretionary.
| Trigger | Response | Resume |
|---|---|---|
| 1–2 red days | Within tolerance — keep trading the full menu. | n/a |
| 3 consecutive red days (net loss > $500 each) |
Sit out the remainder of the week. No new entries. | Following week. |
| 4th consecutive red day | Restrict to {Setup C-Validated, Setup D} only Restrict to validated setups only — until back to profitability. | Full setup menu, once profitable again. |
| Layer | Condition | On trigger |
|---|---|---|
| Operator — fidelity | Deviation from the published Gate 02 + three-tier sit-out architecture. | Tiered response, witness-countersigned (Manish Dharod). |
| Edge — expression | 10 consecutive losing days | Edge stand-down → research-only; public Discord notice. |
The daily floor is the daily-granularity edge of this same protocol: a pre-committed, observable, binary kill condition for the session.
80/20 capital architecture · lifetime flat fee · capacity priority. The floor is defined. The protocol is published. What’s left is one decision — the daily floor you want your edge to run above.
Founding-member access is by invitation while the registration posture is resolved. This page is not a public solicitation.
Hypothetical & illustrative. The edge statistics in this calculator are to be determined. Every figure emitted is a hypothetical illustration of the rules, not a performance representation. The deck’s verified figures are not this account’s expected results.
No guarantees, no forecasts — this is the math of an assumed edge. A daily loss limit caps daily downside, not cumulative downside; multiple red days compound into a larger drawdown.
The edge’s existence and constancy are assumptions the Protocol tests. Simulated/hypothetical results have inherent limitations and do not represent actual trading. “10x” is an aspirational ceiling, never an expected or likely return.