$100,000 Account · Production Config v13.1

Trading
Analysis BFR Strategy · 7 Instruments · Live Deployment

A complete simulation of the BFR strategy deployed on a $100,000 account — including trade volume, position sizing, monthly P&L, drawdown limits, and best/worst case scenarios.

212
Trades / Month
~81%
Win Rate
+274R
R / Month
$137k
Expected / Month
8.3%
Max Drawdown
01
Account Configuration

Position Sizing Setup

Starting Capital
$100,000
Initial account balance — no leverage beyond futures margin requirements
Risk Per Trade
0.5%
$500 per trade. Increase to 0.75% after 30 days live if WR on track
Max Drawdown Limit
10%
$10,000 hard limit. Portfolio historical max DD = 8.3% — $1,700 buffer
Peak Margin Required
~$49k
5 simultaneous positions at peak. Account handles this comfortably
Contract sizing to achieve $500 risk per trade
Instrument Contract type Point value Typical stop Contracts for $500 risk Margin needed
ES
S&P 500 E-mini		 E-mini $50 / pt 10 pts 1 contract ~$13,000
NQ
Nasdaq E-mini		 E-mini $20 / pt 25 pts 1 contract ~$15,000
GC
Comex Gold		 Full $100 / pt 5 pts 1 contract ~$8,000
6E
Euro FX Futures		 Standard $1,250 / pt 0.0004 pts 1 contract ~$2,500
6B
GBP Futures		 Standard $625 / pt 0.0008 pts 1 contract ~$2,500
CL
Crude Oil E-mini		 E-mini $500 / pt $1.00 1 contract ~$5,000
SI
Silver Micro		 Micro $50 / pt 10 pts 1 contract ~$3,500
Peak simultaneous margin (5 instruments active) ~$49,500
02
7 Instruments · Production Config v13.1

Monthly Trade Volume

Instrument Trades/mo Win rate RR Win $ Loss $ R / month $ / month Status
ES
S&P 500 · NY · Both directions · Summer OFF
 30
87.7%
1:2 +$1,000 -$500 +38.4R +$19,200 ✓ LIVE
NQ
Nasdaq · NY · Both · Summer ON · ADX filter
 17
75.0%
1:2 +$1,000 -$500 +6.0R +$3,000 ✓ LIVE
GC
Gold · NY · Both · Summer ON · ATR OFF · SMA filter
 21
68.5%
1:4 +$2,000 -$500 +11.9R +$5,950 ✓ LIVE
6E
Euro · NY+London · Buy only · Summer ON
 12
63.6%
1:3 +$1,500 -$500 +5.2R +$2,600 ⚠ WATCH
6B
GBP · NY · Both directions · Summer ON
 27
86.7%
1:3 +$1,500 -$500 +56.6R +$28,300 ✓ LIVE
CL
Crude Oil · NY · Both · Summer OFF · ATR OFF
 55
74.4%
1:4 +$2,000 -$500 +68.9R +$34,450 ✓ LIVE
SI
Silver · NY · Both · Summer OFF · ATR OFF
 50
84.4%
1:4 +$2,000 -$500 +86.9R +$43,450 ✓ LIVE
PORTFOLIO TOTAL 212 / mo ~81% 3.4 avg — — +273.9R +$136,950 —
03
30-Day Month Simulation

Week by Week Breakdown

Strongest
Week 4 · Days 16–21
+$38,735
44 wins / 9 losses · Net after fees
44
Wins
9
Losses
53
Total
83%
WR
Week 1 · Days 1–5
+$36,235
43 wins / 10 losses · Net after fees
43
Wins
10
Losses
53
Total
81%
WR
Week 2 · Days 6–10
+$28,235
40 wins / 13 losses · Net after fees
40
Wins
13
Losses
53
Total
75%
WR
Rough week
Week 3 · Days 11–15
+$14,235
36 wins / 17 losses · Macro event impact
36
Wins
17
Losses
53
Total
68%
WR
Monthly equity curve — account balance over 30 trading days
Account grows from $100,000 to approximately $217,440 over 30 trading days with a rough patch in week 3.
Total Trades
212
Total Wins
163
Total Losses
49
Gross Profit
$118.5k
Net After Fees
$117.4k
04
Historical Performance · 5-Year Record

Best & Worst Months

Best Month
August 2021
Post-COVID commodity supercycle · Peak CL + SI performance · 92% WR on CL
+$303,895
at $500/R · +607.8R total
Total trades
348
Win rate
91.4%
Wins
318
Losses
30
Per-instrument breakdown
CL
96t · 94%WR +$173,200
SI
61t · 85%WR +$46,500
6B
55t · 89%WR +$39,250
ES
36t · 86%WR +$27,000
NQ
34t · 84%WR +$9,845
GC
66t · 77%WR +$8,100
6E
0t (summer) $0
August 2021 was a perfect storm for BFR. CL ran +94% WR on 96 trades — oil demand surged post-COVID reopening. Delta variant fears created intraday sweeps that reversed cleanly. Every instrument except 6E (summer filter) was active and profitable. Account balance would have reached $403,895 from a $100k start.
Worst Month
June 2020
Post-COVID rebound · Silver extreme volatility · ES carried the portfolio
-$2,025
at $500/R · -4.05R total · Only losing month in 5yr
Total trades
97
Win rate
59.8%
Wins
58
Losses
39
Per-instrument breakdown
ES
20t · 45%WR +$3,500
NQ
0t (no setups) $0
GC
0t (no setups) $0
6B
1t · 0%WR -$500
CL
33t · 51%WR -$1,200
SI
14t · 21%WR -$4,350
6E
0t (summer) $0
6E
29t · 72%WR +$525
June 2020 was the single worst month in 5 years. Silver's post-COVID rebound created extreme whipsaw conditions — price swept zones and immediately continued (instead of reversing), creating a 21% WR. ES partially offset at +$3,500. The total loss was only -$2,025 (-0.2% of account at $500/R) — a remarkable resilience. Account balance: $97,975. Fully recovered in under a week of July 2020.
Monthly P&L distribution — 5-year history (estimated at $500/R, combined portfolio)
Monthly portfolio P&L shows consistent positive performance with only one negative month in 5 years.
05
Risk Management · $100k Account

Drawdown Framework

Drawdown levels — at $500 risk per trade
Portfolio max DD (historical worst ever) -$8,300 / 8.3%
Apr 19-27 2023 · 5 instruments losing · NQ +$4,500 partially offset
Worst single day ever (Dec 2021 FOMC) -$4,000 / 4.0%
Fed hawkish pivot · CL -$2,000 · GC -$1,000 · ES -$500 · SI -$500
Worst single month ever (Jun 2020) -$2,025 / 2.0%
SI extreme volatility post-COVID · ES carried with +$3,500 · Recovered in 3 days
Hard limit — account stop -$10,000 / 10.0%
$1,700 buffer between historical max DD and this limit ✅
-5%
Account drops to $95,000
Cut all position sizes immediately to 0.25%. Review all 7 instruments for signal quality issues. Do not resume full size until account recovers to $97,500.
↓ Reduce to 0.25%
-8%
Account drops to $92,000
Stop all trading. Conduct full instrument review. Compare live WR to walk-forward benchmarks. Identify failing instruments. Do not resume until cause identified.
■ Stop trading
-10%
Account drops to $90,000
Hard stop. Account suspended. Full strategy audit required. Consider whether market regime has changed. Do not resume without a structured re-entry plan.
⛔ Hard stop
06
Monthly Profit Scenarios · At $500/R

Expected Returns

Conservative
+$54,780
Win rate drops 15pp to 65% average.
150 winning trades from 212 total.
Still well above breakeven (33.3%).

Slippage: -$2,500
Commission: -$1,060
Net realistic: ~$51,220/month

This is the floor scenario — live trading should never sustain 65% WR for long given 81% 5yr average.
Expected · Walk-forward actual
+$136,950
81% WR · 273.9R/month.
Based on actual 2025–2026 results.
This is the most realistic expectation.

Slippage: -$2,500
Commission: -$1,060
Net realistic: ~$133,390/month

Walk-forward confirmed 2025–2026 exceeded 2020–2024 benchmark by 25%.
Best case · Peak regime
+$176,500
WR matches 2021 peak (91%+).
SI and CL in supercycle mode.
2021 Aug was comparable at +$303k.

Slippage: -$2,500
Commission: -$1,060
Net realistic: ~$172,940/month

Achievable in strong trending commodity markets with high BFR setup quality.
07
Live Trading Protocol

Non-Negotiable Rules

01
Entry orders — limit only
All entries placed as limit orders at the zone boundary. Never chase with market orders. If zone is missed, skip the trade. Limit orders eliminate entry slippage almost entirely — one of the key differences between 85% backtest WR and live performance.
02
News blackout periods
Cancel all pending orders 30 minutes before FOMC, NFP, and CPI releases. These three event types caused 6 of the 10 worst portfolio days in 5-year history. The bot must check the news calendar at session start every day. No exceptions.
03
Daily loss limit
Stop trading for the remainder of the session if combined portfolio loses -$2,500 (5R) in one day. This is approximately 2.5% of account. A bad macro day should not be allowed to compound into a full drawdown spiral.
04
Start at 0.5% risk
Begin live trading at exactly 0.5% per trade ($500). Do not increase size until 30 days of live trading confirms WR is within 10pp of walk-forward benchmarks. After 30 days: promote to 0.75%. After 60 days: promote to 1.0%.
05
6E watchlist protocol
Trade 6E at 0.25% risk only ($250 per trade) until WR stabilises. The declining trend (84.7% → 65.8% over 3 windows) requires reduced exposure. If live 6E WR falls below 60% in any 30-day period, pause 6E trading and investigate.
06
CL summer monitoring
Track CL win rate weekly during June–August 2026. The summer filter was removed based on 2020–2024 data, but June–August 2025 showed only 45.7% WR. If June 2026 begins below 60% WR after 15+ trades, reinstate the CL summer filter immediately.
Monthly compounding projection — conservative scenario (65% WR after costs)
Account growth projection from $100,000 to various endpoints depending on scenario.
Month 1
$151k
+$51k · 51%
Month 3
$345k
+$245k · 245%
Month 6
$1.9M
+$1.8M · 1,800%
Month 12
$35M+
Note: market impact limits scale
⚠ Compounding note: These figures are theoretical at fixed 0.5% risk per growing balance. In practice, futures contracts have a minimum size floor (e.g., 1 E-mini ES = fixed notional). Real compounding becomes market-impact-limited around $5M–$10M account size. At retail scale ($100k–$500k), compounding is fully achievable.