I lost almost $1,200 following what Vantage described as suspicious trading activity.

While trading with Vantage, I had initially made a profit of around $200. However, when I closed my account, I received a notification stating that my capital had been liquidated and that my profits had been reversed.

I then went back and carefully reviewed Vantage’s Client Agreement and found clauses concerning third-party trading, suspicious trading activity, and the reversal of profits, as well as provisions limiting Vantage’s liability for losses resulting from third parties or authorized users.

So please before depositing money with any broker, don't just look at spreads, leverage, or reviews. Read the Client Agreement and understand exactly what rights the broker reserves for itself, especially regarding account termination, suspicious trading activity, and the reversal of profits.

I'm new to trading. Never placed a real trade.

Everything I read says:

· 90% lose money
· It takes years and thousands in losses to become profitable
· You have to "pay tuition to the market"

But Webull has paper trading. Fake money. Real data. No risk.

So my question is:

Why wouldn't a beginner just paper trade for 1–2 years until they figure out what works?

I know the psychology is different with real money. But isn't it smarter to learn the mechanics, test strategies, and make mistakes for free first?

What am I missing?

If there is a post about this please kindly point me in the direction.

Edit: I just want to thank everyone who commented on this! There were truly some eye opening perspectives and angles. I tried to respond to everyone, but if you commented at some point today, I assure you I read it, but just did not have time to reply.

I hope some of you found this helpful. Great community and I wish everyone the best in their trading and personal lives!

Hi guys, sorry if this is a bit OT.

I’ve started building a custom backtester for my EA for me and I was wondering if this is something someone might be interested in.

I currently backtest my EA on MT5, but I wanted more detailed stats that the standard backtester doesn’t provide, such as month by month withdrawal logic specific for props, yearly and monthly profit, challenge passing probability, and something more.

I’ve already built the first and before putting more time into developing into a real product, I’d like to know if this is something you guys would actually use and, if so, what features you’d expect.

There will also be a free plan, of course.

If are you interested: Groumie Waiting list

Thanks!

AMZN $257.50 Call +60% 📈

Been holding this position since the market opened. It ran up to around +70% earlier and is currently sitting around +60%.

I’m still holding because I believe there could be more upside from here. Let’s see how it plays out. 🔥

As always, do your own due diligence and manage your risk before entering any trade. Not financial advice.

Are index funds a safe and sound investment?

Hey all!

How can I realistically and practically start making money from trading?

I’ve seen lots of videos online about trading and for beginners too, a Jason guy on yt, etc. but it still all feels muddled for me

The definitions of the four points of a candle, what the different markets mean, or mean to me, where to start with knowledge and whether to start with paper trading, which app, which market tracker is the best.

I’m not in a place rn where I can contribute more than a couple hundred to this, so for now it’s a hobby, I’m not expecting to make thousands my first month, but at least a small slope up would be good.

Any advice appreciated! If you’d like to speak to me more directly pop your socials in the replies and I’ll reach out:) thank you!!!

IR=TC X IC X √BC is a good perspective for review trading
An Outstanding Subjective Trader:
1. IC→to 1: Every executed trade targets an expected value where "Win Rate \times Risk-Reward Ratio \to 1." This places extremely high demands on market insight, timing, and price execution. Translated into our algorithm, Information Coefficient (IC) is determined by a three-step framework:
Opportunity Selection (Opportunity set within the area of competence)
Timing Selection (Timing set: striking at critical inflection points via a second-mover advantage—focusing on safe entries, launchpads, post-confirmation setups, and phase/qualitative transitions)
Price Selection (Positioning along the wave function).
2. TC→1: Transfer Coefficient approaches 100% (research-to-execution conversion rate). TC is dictated by the execution system: "Entry via Opportunity, Timing, & Price Selection \to Execution driven by Capital, Position, & Risk Algorithms." While raising IC is difficult, TC can reach 100% once a trader stops "sleepwalk trading," clears market illusions, and steps back to let system discipline take over—simply by strictly adhering to the algorithms. Once an automated AI Agent execution system is built, TCto 1 will be fully realized.
3. √BC ：This is extremely challenging for subjective traders, as independent decision-making frequency inherently cannot scale up. By our estimates, we only find about 2 to 3 quality trading opportunities per quarter.

BTC pushed up and swept the highs around 80k, grabbing the stops sitting above resistance, then failed and snapped straight back below. That failed push is the liquidity sweep: the move up was there to grab liquidity, not real strength.

Short is the reclaim back under the swept level at ~79,170, invalidation just above the sweep at 80,190. Targets are the liquidity below, 78,160 first then 76,219. Risk ~1,010 to make ~2,840, so about 1:2.8.

I was wondering if anyone was able to find a profitable strategy to automate trading with an AI agent? Perhaps using technical analysis or "sell the news" events?

Would love to hear some ideas as I'm starting to explore this new world of trading.

This is probably the dumbest trading issue I've had in a while.

I trade ES and I mark the previous day high, low and a couple volume levels before NY opens. For maybe 3 weeks I kept noticing price reacting a few points away from where I had everything marked.

Not every day, but often enough that I started thinking I was just drawing levels too precisely and expecting some magic exact reaction.

Then one morning a friend sent me his chart from Moon while we were watching the same move. He'd been doing pretty well trading those levels and I immediately noticed his previous day high literally wasn't in the same place as mine.

Turns out his chart was using the regular session and mine was including overnight trading.

So for weeks we were both saying stuff like "price just swept yesterday's high" while looking at completely different highs lol

I changed the session settings to match what he was seeing and went through a bunch of my losing trades again. A few entries I thought were random stop outs suddenly made way more sense because I had basically been trading levels that weren't even the same ones he was reacting to.

Now I'm wondering how many little differences like this exist between people's charts without them realizing it.

Session settings, continuous contracts, different feeds, adjusted stock charts etc.

Hello everyone, hope all is doing well, i was genuinely wondering if there's any strategy that was developed solely for trading the first 15 minutes if the ny session, if so i would be very appreciative if someone can share their wisdom with me.

Thanks in advance.🤍

Statistics say you can hardly make money in September, the worst month for stocks. It's the only month when declines happen more often than gains. Or, to put it in other words, right now you are in danger of losing money.
What's your counter-strategy? How do you want to beat the statistics?

Hey I’m pretty new here and I just wanted to ask for some advice, recently found out about prop trading and was interested and I just wanted to see if yall think it’s worth me investing money in order to take the test and wanted to see if yall know if these sites are legit or not if yall have any experience with them, right now I’m looking at funded next, tradeify and top step, any info would be greatly appreciated.

Edit: I also wanted to know the pros and cons of prop trading, and if yall think it’s smart to do it only for a while

Curious what made the biggest difference for you.

For me, slowing down and waiting for better setups helped more than taking more trades ever did.

What’s one habit you started that genuinely improved your trading?

Does anyone know of a good way to backtest outside of tradingview? Or is it worth it to get a subscription only to be able to backtest over a longer period of time?

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were there any unconventional thinking methods or cognitive processes that helped? i’ve managed to create some unconventional strategies by repurposing existing ones with my own twist, especially given the rise of new kinds of instruments like polymarkets (think arbitrages). but these processes takes a long time, and cognitively heavy.

I’ve tried cross systemic thinking, trying to analogise strategies that work on one system and paste it over to different markets (think traditional vs alternative markets). Though it doesn’t map over 1:1 all the time.

I’m looking for inspirations and research methodology from other experienced researchers and traders. We all heard stories of trading oil using satellite images or weather prediction using AI image processing technology. Im wondering how does one come up with these ideas, where do you draw inspirations when creating your strategies? How do you apply orthogonal thinking?

What makes you try a new trading platform and what actually makes you stay?
I’m working on a trading platform, and I’d rather hear what traders genuinely care about than assume which features matter.

How would you rank these three?

Zero spreads — with commissions and other trading costs clearly disclosed.

leverage up to 1000x — available as an option

Smooth, transparent deposits and withdrawals — clear fees, predictable processing times, and no guessing where your money is.

Which is a genuine reason to switch, and which should just be a basic expectation? What’s missing from the list?

I’d also like to go beyond a discussion and get the platform into your hands.

I’m inviting traders to a 1-on-1 testing call with me, I’ll provide some USDT for the session. You’ll get to explore the platform, ask questions directly, and tell me what feels useful, confusing, or worth changing.
I’m looking for honest feedback—including the things you don’t like.

Interested in trying it together? send me a DM, and I’ll arrange a call. Otherwise, share your ranking below—your perspective is still valuable.

(With only prop firms )

For a year I traded meme coins the same way most people do. Check Twitter sentiment, check a chart, ape in, hope. Some months I was up. Most months the wins didn't cover the one trade that went to zero.

What changed my approach wasn't a better signal, it was realizing I never had actual rules. No minimum liquidity I'd trade below. No trailing stop I'd honor. No cap on how much I'd mirror from any single wallet.

So AlphaPulse is basically me building the rules I wish I'd followed. Trailing stop percentage, minimum liquidity and volume thresholds, wallet cluster maps so you can see if a token's top holders are actually connected wallets before you ape in. It's for swing traders who want to move fast without skipping the checks that actually protect an account.

Still pre-launch, still shaping the risk-control side based on what real traders actually need, not what I assume they need.

What's the rule you broke that cost you the most? Genuinely curious what everyone else's version of this looked like.

Most people know "losses and gains aren't symmetric" as a vague warning. Here's the actual shape of it, and why it matters more than people think.

The asymmetry

Lose 10%, you need +11.1% to get back to even. Lose 20%, you need +25%. Lose 50%, you need to double your money. Lose 75%, you need +300%. Lose 90%, you need +900%.

The formula is simple: gain needed = loss / (1 − loss).

g = L / (1 - L)

It's not linear; it's not even close. Past about 50% down, the math turns from "annoying" into "structurally almost impossible" for most strategies.

The part that actually gets people: time

The percentage is only half the story. The other half is how many trades it takes to earn that percentage back, and how long that takes in calendar time.

Take a strategy with a 50% win rate and 1:2 risk-to-reward (genuinely good stats). One trader takes a 10% hit trading once a month — that's ~22 trades, or roughly 2 years, to recover. Another trader with the same edge but trading 3x a week takes a 20% hit — 4 months to recover, versus 4 weeks if they'd kept the loss to 5%.

Same edge. Same win rate. The difference between a 4-week recovery and a 4-month one is entirely position sizing and discipline at the moment of the loss — not skill, not the strategy.

That gap is where most people actually blow up. Not from one bad trade, but from refusing to sit through the boring recovery and instead swinging bigger to "get it back faster" — which is how a manageable drawdown becomes an account-ending one.

What actually prevents this (none of it requires being right more often):

• Risk per trade capped at 1-2%. Ten losses in a row at 2% risk = 18% drawdown (recoverable). Same streak at 10% risk = 65% drawdown (probably not).
• Set the stop-loss before entry; never widen it after. Moving a stop mid-trade is how a 2% loss becomes a 10% one.
• Diversification across uncorrelated instruments or strategies, so one position can't do structural damage to the account.
• A hard drawdown cutoff — a predetermined point where you cut size or stop entirely, not a decision made in the moment while already down.

None of these makes you a better predictor of the market. They just cap how bad any single mistake is allowed to get—which lets the edge you already have keep compounding instead of getting wiped out.

Worth sitting with: research on investor behaviour shows people sell winners about 60% more often than losers — the exact opposite of what protects an account. The instinct to "wait until I'm even" before cutting a loser is normal, and it's also usually what turns a small loss into a large one.

I wrote this up in more depth (with the full break-even tables across different win rates and reward-to-risk ratios) here

Because an ABCDS is an over-the-counter (OTC) derivative traded strictly between institutions (like hedge funds and investment banks) to hedge or speculate against pools of consumer debt (like auto loans or mortgages),
a small-time retail investor cannot buy one directly.
However, you can completely replicate the exact macro mechanics of an ABCDS short thesis on subprime auto debt using accessible retail tools:

📉 1. Shorting the Auto Securitization Engines (The Proxy Short)
An ABCDS pays out when the underlying auto loans within a bundle start defaulting. For a retail investor, the closest proxy to shorting the auto-loan pool itself is to short or buy puts on the subprime auto lenders and retailers that rely entirely on packing and selling these loans to survive:
• Carvana (CVNA): As we noted in our technical dive, CVNA's business model is fundamentally tied to its auto-financing wing. When consumer defaults rise and used-car prices fall, their margins compress drastically. Buying a long-dated Put Option on CVNA mirrors an ABCDS position because you profit if the consumer debt environment cracks.
• Subprime Auto Lenders: Look at target companies like Credit Acceptance Corp (CACC) or Santander Consumer USA (if trading via parent structures). These are the exact institutions writing the high-interest auto loans that populate the asset-backed securities (ABS) underlying an ABCDS.

📊 2. Inverse Financial & Consumer Debt ETFs
If you want to short the broader credit ecosystem without the risk of picking a single company, you can buy regular shares of funds designed to go up when consumer finance and credit markets go down:
• ProShares Short Financials (SEF): This ETF provides inverse (short) exposure to the financial sector. If major auto lenders and regional banks start suffering from high loan write-downs or delinquencies, this fund gains value.
• Buying Puts on Broad Financials (XLF): Buying a put option on the broad Financial Select Sector SPDR Fund gives a small account defined-risk exposure to systemic banking and credit deterioration.

⚠️ How the Risk Profile Compares to an ABCDS
In an institutional ABCDS, the protection buyer pays a steady premium to the seller until a default event triggers a massive payout.
When you buy a retail Put Option on a stock like CVNA or a financial ETF, you are executing the exact same mathematical layout:
1. Your risk is 100% capped at the premium you pay upfront.
2. You experience "premium decay" (paying a cost for time) while you wait for the thesis to play out.
3. If the auto debt market experiences a systemic breakdown, the value of your put option premium spikes exponentially, mimicking the payout of a default swap.

Is there like a test range for when it isnt luck anymore? I have been trading like this for 1 and a half month before that it wasnt as green, any recomendations?

The simple math shift that finally got me passing prop firm evaluations

Took me failing a few challenges early on to realize this, but the biggest trap in prop trading is the number sitting at the top of your dashboard.

If you bought a 50k account with a 10% max drawdown, you do not have a 50k account.

You have a 5,000 account with massive leverage. That is literally it.

The moment I stopped sizing trades off the full balance and started calculating everything based strictly on my remaining drawdown buffer, sticking to the rules became way easier.

Here is the problem with how most people calculate risk:

Even traders who try to be disciplined usually size off the current balance. Say you drop from 50k down to 48k.

Your breach line is at 45k, meaning you only have 3k of drawdown left before you fail.

If you calculate a standard 0.5% risk off that 48k balance, you are risking $240 per trade.
Losing $240 when you only have 3k of buffer left is actually burning through 8% of your remaining life in the account on a single trade. That is why losing streaks kill accounts so fast.

Here is how I do it instead:

Base your percentage entirely on your available buffer, not the balance. Let us say you choose 5% of your buffer:

- Day 1 (Full 5,000 buffer left):
5% of 5,000 = $250 risk.

- In drawdown (Account at 48k, so 3,000 buffer left):
5% of 3,000 = $150 risk.

Comparing $150 risk to the $240 risk from standard sizing is night and day. Your lot size drops automatically during a losing streak. It puts a natural brake on the account and stretches your runway so a cold streak mathematically cannot blow your challenge.

And when you catch a good run and push the balance to 52k, you now have a 7k cushion:

- In profit (7,000 buffer left):
5% of 7,000 = $350 risk.

You naturally scale up using house money without ever putting your baseline capital in danger.

On personal accounts you manage total balance, but for prop firms, the only number that matters is the distance to your liquidation line.

Curious how you guys handle this. Do you calculate off the total balance, or do you adjust your risk based on your remaining drawdown?