Our Focus

Prop Futures Edge explores the intersection of data science and discretionary futures trading — specifically inside prop-firm environments where strict drawdown limits and payout rules redefine what "edge" means.

Our work revolves around two questions:

• How can a trader quantify edge under hard risk constraints?
• How can Monte Carlo simulation expose the truth about expectancy, variance, and survival probability?

Why This Exists

Most futures education stops at chart patterns and mindset. Very few resources demonstrate the statistical reality behind prop-firm risk models. We built Prop Futures Edge to publish transparent studies, test the math behind our assumptions, and help serious traders turn randomness into structure.

Our Approach

Every dataset we publish comes from structured simulations or forward tests. Each run is defined by reproducible parameters — entry logic, risk per trade, reward ratio, and fixed prop-firm rules. Results are not meant to predict profits; they're designed to reveal probabilities.

Principles

• Measure everything. The truth is in the distribution, not the highlight reel.
• Respect risk. Prop-firm rules are guardrails, not obstacles.
• Stay objective. The numbers tell the story — we just visualize them.

If you value structured, empirical trading research, this site is for you.