A restricted environment where NQ traders are engineered through liquidity, order flow, execution systems, and prop-firm survival mechanics.
View Learning SystemPerformance is measured by execution quality — not PnL.
Entry timing vs liquidity events. No late fills.
Fixed R, no size fluctuation, daily loss respected.
No revenge trades, no emotional re-entries.
Trailing drawdown survival probability.
Violation of execution rules disqualifies traders regardless of profitability.
Auto-logged entries, exits, MAE/MFE, screenshots.
Daily loss caps, trailing DD protection, lockouts.
Delta, footprint, absorption, DOM behavior.
NY AM focus, kill zones, volatility regimes.
Trailing DD modeling, consistency enforcement.
Scaling logic, payout buffer optimization.
Rule-based execution survival strategies.
• Trades NQ / MNQ only
• Understands drawdown mechanics
• Accepts rule enforcement
• Signal seekers
• Over-leveraged micros
• Strategy hoppers
Execution delays, forced cooldowns.
Statistical loss acceptance modeling.
No over-confidence after wins.
No. Signals destroy execution skill.
Depends on discipline. No timelines given.
No.
This is not education. This is institutional conditioning for Nasdaq futures traders.
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