Blog
Research and insights for futures traders.
Track the Market, Trade the Chart
We built a platform to help you read the market better -- not to replace reading the market. Here is why that distinction matters.
Analytics Are Arguments, Not Answers
Your tools should help you build a case for your trade, not make the case for you. The difference changes everything.
Understanding Volatility Ratings: What 1-10 Really Means
Your complete guide to interpreting Curistat volatility ratings, matching strategy to conditions, and sizing positions for each level.
Why Most Prop Traders Fail (And How to Beat the Odds)
About 70% of funded traders lose their accounts within 3 months. The data shows one factor matters more than anything else.
The Myth of the Perfect Indicator
More indicators do not mean better trading. Here is why simplification beats complexity and what actually moves the needle.
How Traders Game Prop Firms (And Why They Get Caught)
Sim farming, windfall gambling, churn-and-burn -- the strategies traders use to exploit prop firm rules, and why automated enforcement is catching up.
The Anatomy of a Prop Firm Account Blowup
One trader, 798 accounts, 47 blown in a single month. A deep dive into how accounts implode and the math behind the spiral.
Prop Firm Rules You Didn't Know Could Get You Banned
MAE violations, hedging detection, stockpiling evaluations -- the rules most traders miss until enforcement catches them.
How to Actually Pass a Prop Firm Evaluation
Data-driven strategies from traders who keep their funded accounts. Contract sizing, selectivity, and the math behind sustainable prop trading.
Why We Predict Volatility, Not Direction
Direction prediction is a coin flip. Volatility prediction is statistically tractable. Here is why we chose the harder but more honest path.
Volatility Clustering: The Most Reliable Pattern in Markets
Large moves follow large moves. Small moves follow small moves. How we exploit this for daily forecasting.
The Math Behind Prop Firm Expected Value
Monte Carlo analysis of 9 prop firms. Which evaluation rules actually give you the best odds? The answer might surprise you.
VIX Term Structure: Your Free Edge
Contango vs backwardation is the single most underused signal by retail futures traders. Here is how to read it.
How CPI, FOMC, and NFP Actually Move Futures
We analyzed 10 years of economic events. Here is the real impact, measured in points, with confidence intervals.
Position Sizing with Volatility Forecasts
A Rating 3 day and a Rating 8 day require completely different position sizes. Here is the framework.
Regime Detection for Practical Traders
Regime detection, change-point analysis, and complexity measures -- translated from academic jargon into actionable trading context.
The Overnight Session Edge Nobody Talks About
ETH ranges, gap fills, and support/resistance levels that carry into RTH. Data-driven analysis of the 6 PM - 9:30 AM window.
Mean Reversion Signals That Actually Work
RSI(2), IBS, consecutive days, and Turnaround Tuesday. Documented win rates with 10 years of data.
When CTAs Flip: 40-60 Points in a Day
How systematic trend-followers create forced buying and selling flows, and why you should care.
Risk of Ruin: The Number Every Trader Should Know
Your win rate and risk/reward determine your survival probability. We built a calculator so you can see yours.
Building Curistat: Technical Architecture
57 features, 10 years of minute data, rolling cross-validation. A peek behind the curtain at our data pipeline.