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OperationalRisk Engine 14msEpoch ends in —Solanaslot —· 0.4s

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Index Carry & Roll

ActiveFuturesMT5

nordic.quantVerified+·Carry · weeksView trader

Return 12m

+9.4%

540 days of history

Max drawdown

4.1%

Current 0.5%

Sortino

1.98

Sharpe 1.33 · PSR 0.95

Compliance

15/15

100% of Epochs kept

Risk score

14 · Low

Capacity used

29%

286/1000 seats · $3M

Monte Carlo simulator

1,000 possible futures for your Seat in Index Carry & Roll, built by resampling the strategy's real daily returns in 5-day blocks — then run through your Risk Engine. Each path is also run without protection on the same draws, so you see exactly what your limits change.

Your risk profile

Edit my Risk Engine settings →

Max loss on allocation (stop copying)

−20%

−5%−60%

Daily loss limit

−5%

−1%−20%

Position size vs trader

1×

0.25×2×

Execution cost per day

0.1 bps

0.0 bps10.0 bps

Seats · allocation

Horizon

Simulations

Median outcome

$93

+3.1% after 180 days

No Risk Engine: +3.1%

Worst 5% (VaR)

−$62

−2.1% · avg of worst 5% −3.3%

No Risk Engine: −2.1%

Chance of profit

83%

0% chance of losing >10%

No Risk Engine: 83%

Risk Engine stop

never triggered

Daily limit hit on 0.0% of days

Max drawdown p95

−4.4%

median −2.3% · contract limit 5.1%

No Risk Engine: −4.4%

Simulated equity paths

Return on your $3,000 allocation · shaded bands = 5–95% and 25–75% of futures

Sample paths Without Risk Engine

Median (with Risk Engine)25–75% / 5–95% of futuresSample pathsNo Risk Engine: medianNo Risk Engine: 5th pct

Distribution of final returns

Number of futures ending in each return range

Distribution of max drawdown

Deepest fall on your allocation within each future

Simulation, not a forecast. Resamples 540 days of this strategy's history in 5-day blocks; models the daily stop firing intraday with slippage past the limit, and the max-loss stop locking the allocation once breached. Past behavior may not repeat; correlations, regime changes and venue outages are not captured. Seed 42.