The 2026–2027 Plan — Arman's Trading Business

How the money machine works — one look

Hover any box to light up what it feeds.

$81 evals

buy tickets, reset on fail
5 active per firm

pass~39%

Funded accounts

max 5 per firm
all trade the same signals

Payouts

$900+ cash each
retire account after the 3rd

More evals

the compounding loop

Your own brokerage

$2,000 to start

⤶ payout cash buys the next batch of tickets

Every stage is capped on purpose: 5 evals + 5 funded per firm, each funded account retired after its 3rd payout (the measured optimum), cash skimmed out as early as the rules allow.

The engine One verified intraday MES strategy — the P1 reBreak family — producing roughly 24R per year per stream. Every account, from evals to funded to your own brokerage, trades the same signals.

The multiplier Prop firms let one strategy run on many accounts. Per-firm cap: 5 evals + 5 funded. Each funded account is retired after its 3rd payout and replaced from the eval conveyor — that was the measured optimum, not a hunch.

The governor The edge's throughput is the ceiling. You scale by adding more accounts, never by adding risk per trade. The moonshot section shows, in measured dollars, what happens when you try it the other way.

The three firms in the plan

Firm / plan	12-month net	18-month net	Role
LucidPro 25K	$19,828	$25,219	Firm #1 — the incumbent, already running
Topstep 50K Standard	$17,463	$25,822	Firm #2 — added at Phase 1
TradeDay Fast Pass 50K	$11,228	$18,694	Firm #3 — needs an 18-month runway

Medians across 500 simulated start-days at the 12-month horizon and 372 at 18 months, per-firm fleets of 5 evals + 5 funded, net of eval fees and $350 of copier subscription. Two different account sizes sit side by side here — these are per-firm income lines, not a like-for-like size comparison.

Step by step: the five phases

Each phase starts on a trigger, not a date. If the trigger never fires, you never advance — that is the point.

Tick a gate when it clears — it is remembered on this device. 0 / 5 gates cleared

PHASE 0Prove it.now

Trade the 1 funded + 2 evals exactly as configured — Lucid funded: Full reBreak + cap, R $400; evals: Fast reBreak, R $800 with a ×1.7 taper. Keep banking $500/mo into the eval bank. Add no firms. Expect the first Lucid payout at ≈ $900 net (first cap-ladder payout of $1,000 × the 90% split).
GATE →the automation parity log stays clean: live fills match the simulation within tolerance.
PHASE 1Reinvest.1st payout lands

Put 100% of the payout back into LucidPro evals (fill toward 5 active, $81 each) and buy the first Topstep 50K Standard eval — firm #2. The simulation charges its full $95/mo fee (frequent discounts exist — anything cheaper at purchase is upside, not assumed).
GATE →Topstep's rules cleared first: no cloud hosting, no API on Live Funded, a Topstep-compatible copier, and their automation answer in writing.
PHASE 2Brokerage on.2nd payout lands

Keep reinvesting into evals, and open your own $2,000 brokerage account. Risk rule: 10% of equity per trade, capped by the tiered ladder $400 / $600 / $800. Below a $4,000 balance the two rules are identical; above it, the capped version measured a higher 18-month median — $8.4k vs $5.5k (see Money). Slippage and commissions are modelled the same as on the funded books.
GATE →nothing beyond the $400 rung until the tripwires say the edge is intact.
PHASE 3Full speed.Lucid at 5 funded

Every firm held at 5 evals + 5 funded, retire@3 everywhere. TradeDay Fast Pass joins as firm #3 only when you have an 18-month runway: its 12-month p25 is negative (−$2,384) and it pays on the longer horizon ($18,694 median at 18 months). Greedy payout policy on TradeDay — request the moment the gate opens.
GATE →Lucid at 5 funded, or the bank alone can sustain a third firm's fees for 18 months.
PHASE 4Expand.1–3 on pace ≥2 mo

Research firm #4 and beyond. Candidate #1 is Take Profit Trader — the method is already TV-verified there, but PickMyTrade is banned; use Tradesyncer or TradeCopia. Most other firms failed our screens: Apex out, 150K tiers rejected at live sizing, Tradeify ($8,578 / 12m) and MFF ($4,202 / 12m) measured but thin. Adding firms is worth +$15–30k over 18 months — real money, but an addition, not a multiplier.
GATE →firms 1–3 all tracking their simulated pace for two consecutive months.

Honest note on Phase 2 Two payouts is the green light for the next step of this plan. It is not statistical proof that the edge is permanent — two payouts is a handful of trades. The real instrument for that question is the tripwire table.

Firm playbook

Pass rate

38.9%

LucidPro eval pass rate, 12-month simulation

First cash

129 days

Median wait to the first Lucid payout, from a 2-eval start

Payouts / yr

Median payouts per year across a full Lucid 5+5 fleet

Hard cap

5 + 5

Evals + funded accounts, the hard cap at every firm

Chart B · median net after fees, per firm

Median net after fees. TradeDay Quick Pay ($3,471 / $9,253) is not plotted: it competes with Fast Pass for the same TradeDay 5+5 cap, so it is an exclusion rather than a comparison.

Firm	Eval method	Funded method	Payout mechanics · caps
LucidPro 25K $81 / eval	`eval_fast_rebreak` taper-to-target, R $800, ×1.7	`fund_rebreak_cap700` R $400 live	Cap ladder $1,000 then $1,500 · 90/10 split · 40% consistency · $250 minimum cycle · live review after the 5th payout · 5 evals + 5 funded · retire@3
Topstep 50K Standard $95 / mo combine	`eval_fast_taper` taper-to-target, R $800, ×1.7	`fund_rebreak_cap700`	Five $150+ winning days per cycle · request ≤ min(50% of balance, $2,000) · 90/10 split · the first payout permanently pins the floor at $50,000 · 5 evals + 5 funded · retire@3
TradeDay Fast Pass 50K $85 / mo subscription	`eval_fast_rebreak` taper-to-target, R $800, ×1.7	`fund_rebreak_cap700`	Five $150+ days · request ≤ min(50% of profit, $1,500) → $1,200 cash at the 80/20 split · 45% consistency on cumulative gross · live transition at the 5th payout · 5 evals + 5 funded · retire@3, greedy requests

Skips, and why 150K tiers — rejected head-to-head at live sizing; the median cohort never funds. TradeDay Quick Pay — competes with Fast Pass for the same firm cap, and its 12-month p25 is −$4,853. Session transplants (Tokyo / London) — 0% eval pass rate. Extra confluences and multi-entry variants — every arm measured negative or neutral. These are closed questions; reopening one costs a full study.

Method names are the exact book identifiers recorded in the study output — what the runner actually executed, not labels written for this document. TradeDay permits copy trading in general, but PickMyTrade specifically is unverified there; the $350 copier fee is carried for comparability, not because the tool is known to be allowed.

Money math

Cash in / cash out	Amount	When and why
External top-up	$500 / month	Your own money into the eval bank. The only new money the plan needs.
LucidPro eval ticket	$81	Recycled out of payout cash from Phase 1 onward — not out of the bank.
Lucid payout (1st, then rest)	$900 → $1,350	$1,000 then $1,500 gross on the cap ladder, at the 90/10 split.
TradeDay Fast Pass payout	$1,200	$1,500 gross cap at the 80/20 split.
Portfolio cumulative, 12 months	$61,299	Median across simulated start-days, after all fees.
Portfolio cumulative, 18 months	$89,220	Same basis. This is the "~$90k business" on the cover.

Chart C · cumulative simulated cash by month

hover for the split

Blue = the prop-firm payout stream, measured at months 12 and 18; the ramp between those points is shape, not measurement. Green = your own brokerage account layered on top, a $2,000 start growing to a median $8,446.

Your own brokerage account — $2,000, 18 months, no deposits

Chart D · ending balance, p5 → p95

hover the markers

372 overlapping historical 18-month start windows, $2,000 start, no deposits. Bar spans p5 to p95; dot is the median. Zero busts in either arm across all 372 windows — fractional sizing self-protects.

Recommendation: the tiered ladder — your 10% rule, with a cap. It gives up the fat right tail (p95 $14,796 against $18,470) and buys a much better median and a much better floor.

The cap is the certified part The zero-ruin result is measured at the $400 rung. Anything larger — a bigger start, a higher cap, a fatter percentage — goes through the tripwire gates and a fresh zero-ruin study before it touches real money. "It worked at $400" is not evidence about $1,000.

Regime-change detection & pause conditions

These bands are the worst the edge ever looked across 35 months and 222 trades — while still being profitable overall. Anything worse than these is evidence, not variance. They are written down now so that nobody negotiates with a drawdown later.

Historical worst case	Measured	Reading
Max consecutive losses	5	Normal. Not a signal.
Worst rolling 20 trades	−5.9R	The floor of routine pain.
Worst rolling 40 trades	+0.5R	Never negative in 35 months.
Worst rolling 60 calendar days	−6.5R	−$2,617 at R $400.
Max drawdown	7.3R	$2,909 at R $400.
Longest time under water	103 days	Over three months. Expect it.
Worst month · consecutive losing months	−3.5R · 2	Never three losing months in a row.
Trades per month	2–11 (median 6)	A month with 0–1 is a structure change.

YELLOW — investigate

Rolling 20 trades < −6R drawdown > 7.5R 2 losing months in a row

→ keep trading funded accounts, PAUSE new eval purchases, run the refresh study. Expect ~1 false yellow a year.

ORANGE — retreat

Rolling 40-trade sum negative 3 losing months in a row 120-day net < −4R

→ stop buying evals, brokerage down to the $200 floor, start the strategy-#2 clock. None of these ever happened.

RED — stand down

Rolling 60-trade sum negative roughly 6 months with no recovery

→ retire the method from live money, but keep paper-tracking it.
It was near-zero through 2023H2 and switched back on in 2024 — dead can mean dormant.

Leading indicators — these move before the P&L does

Signal rate. A month with 0–1 trades means the market stopped producing the setup — a structure change, not a losing streak.
Live-vs-sim parity divergence. Fills drifting from the simulation is execution rot, a different disease from signal death, and it has a different fix.
Rolling 30-trade win rate below 40%. Roughly a 1.5% event if the edge is intact — the book's win rate is 60.4%.

The 10-minute monthly ritual Log the rolling 20- and 40-trade R totals, the current drawdown, the month's P&L, the signal count, and the parity check. Compare each against the bands above. Once a quarter, run the full refresh study. That is the entire risk-management system — and it only works if it happens on a boring month.

The moonshot ($500k) — what it would really take

$500,000 by the end of 2027 is not reachable with the current single edge. That is measured, not guessed: 372 overlapping historical 18-month windows, a bust-and-restart brokerage simulation, independently verified. Here is where the ceiling actually sits.

Chart E · 18-month median vs the $500k target

hover a bar for p5 / p95

Medians of 372 overlapping historical start windows. Those are fractions of past windows, not true probabilities. Above roughly 30–50 minis the fill model is fantasy, so the $360k bar is an arithmetic ceiling rather than an achievable plan.

Why the ceiling is where it is The edge produces about 24R per year, and every account trades it at the same moment, so nothing diversifies. To reach $500k in 18 months on that R-count you would need roughly $14,000 of risk per trade, sustained from day one — a size the plan never has, and a size the fill model cannot honestly simulate. The whole structure is also fragile to the edge itself: halve it in a regime stress test and the same configuration collapses to about $34k.

What would actually make it real — in order of leverage

A second, uncorrelated strategy. Far and away the highest leverage: another ~20R/year stream roughly doubles the business, because it adds throughput instead of risk. The research program is new setup families on MES plus other hours and instruments — full backtest and the TradingView referee gate before a single cent.
Port the edge to more instruments, with real backtests. MNQ and MCL measured negative and MGC is regime-dependent, so this means new tests, not assumptions carried across.
Firm #7 and beyond (Take Profit Trader first), once firms 1–3 are on pace: +$15–30k over 18 months.
Brokerage risk above the certified rung — only behind a new zero-ruin study, never as a decision made after a good month.
Explicitly rejected: risking more than 10% of equity (measured worse), untested overnight holding (no backtest means no number), and 150K tiers (measured worse).

The ordering comes from our own analysis plus an independent cross-model consult, which concurred on the ranking.

The defensible ambition Base $90–120k · ambitious $150k · stretch $200k. $500k is a tail outcome, and only after strategy #2 exists. Aiming at it with one edge does not make it more likely — the 20%-risk bar above is what that attempt actually measures out to.

Rules, routine, caveats

DO

Retire every funded account after its 3rd payout
Reinvest payout cash per the phase you are actually in
Keep the live-vs-sim parity log, every day
Run the monthly tripwire ritual on boring months too
Run the full refresh study every quarter
Hold every firm at 5 evals + 5 funded — no more, no less

DON'T

Raise per-trade R beyond what was tested
Trade untested hours or instruments with live money
Add a firm before the on-pace gate has fired
Negotiate with a tripwire once it has triggered
Treat any number in this document as a promise
Change a setting because of one bad or one good week

The routine that runs the business

Cadence	What you do	Why it exists
Daily ~10 minutes	Check the robot fired and filled; log every fill against its alert.	Execution rot shows up here first, days before it reaches the P&L.
Weekly	Top the eval conveyor back up to its cap; request every payout the moment its gate opens.	An empty eval slot is dead calendar time, and unrequested cash is money sitting inside someone else's firm.
Monthly	Tripwire scorecard (above); buy evals according to the current phase.	The only scheduled decision point. Phases advance here, or not at all.
Quarterly	Full refresh study on fresh data.	Re-measures the edge instead of assuming it. This is what catches a slow death.

DAILY →

fills logged

WEEKLY →

top up · skim cash

MONTHLY →

tripwires · phase check

QUARTERLY ⤶

full refresh study

⤶ the quarterly study rewrites the bands the monthly check measures against

Read this twice Every number in this plan is a simulation with an optimistic fill model — touch fills, zero net slippage. Every headline figure is a median across overlapping historical windows, which means half the simulated starts did worse, and because the windows overlap they share the same market history and are not independent samples. And every account in this business — evals, funded, brokerage — runs one edge: a single bad regime hits all of them on the same day. None of that is fixable. What the plan can do, and what it is built to do, is cap what that worst case is allowed to cost you.