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Prop Account Readiness Analyzer & Sizing Platform
A SaaS platform where algorithmic traders upload their trade history, select their target prop firm's drawdown rules, and receive a comprehensive readiness report including MFE give-back distribution analysis, tail-risk metrics, optimal position sizing, and account survival probability. The tool automates the multi-resolution intrabar path resolution process and eliminates worst-case booking bias.
Why this matters
You have a profitable trend-following system, but every time you attempt a prop firm evaluation with intraday trailing drawdown, you blow the account. The problem is not your stops — it is the give-back. Your system rides winners, but when it exits, the trailing floor has already locked in the peak unrealized profit. Those fat-tail give-backs of several hundred dollars on top of your stop are what eat your buffer, not the median trade. You are manually computing MFE in spreadsheets, guessing at position sizes, and worst-case booking ambiguous trades because you lack fine-grained bar data — which means you are either over-sizing and blowing accounts, or under-sizing and discarding strategies that would actually survive.
- · Built for Algorithmic traders preparing for or currently funded by prop firms that use intraday trailing drawdown, who run trend-following or runner-style systems where give-back is a material cost.
- · Most likely monetization: SaaS subscription with tiered plans based on number of strategies analyzed and prop firm rule sets compared.
The Pain · Narrative
You have a profitable trend-following system, but every time you attempt a prop firm evaluation with intraday trailing drawdown, you blow the account. The problem is not your stops — it is the give-back. Your system rides winners, but when it exits, the trailing floor has already locked in the peak unrealized profit. Those fat-tail give-backs of several hundred dollars on top of your stop are what eat your buffer, not the median trade. You are manually computing MFE in spreadsheets, guessing at position sizes, and worst-case booking ambiguous trades because you lack fine-grained bar data — which means you are either over-sizing and blowing accounts, or under-sizing and discarding strategies that would actually survive.
Score Breakdown
Market Signal
Go-to-Market
Algorithmic futures traders actively preparing for or retrying prop firm evaluations with trend-following or runner-style automated strategies
~10,000-20,000 algo traders globally using or preparing for prop firm funding, with 500-2,000 likely early adopters
Organic posts and community engagement in algorithmic trading communities and prop trader Discord servers
$49/month for single-strategy analysis, $99/month for multi-strategy and multi-firm comparison
25 paying users within 30 days of launch, validated through community posts demonstrating give-back analysis on sample strategies
MVP Scope · 1–2 weeks
- Build CSV trade export parser supporting top 3 broker formats (Tradovate, NinjaTrader, TradeStation)
- Implement core MFE computation engine using 1-minute bar data from a free-tier market data API
- Create give-back distribution histogram with percentile markers (p50, p95, p99) and summary statistics
- Build prop firm rule presets for 5 major firms (TopstepX, Apex, MyFundedFutures, TakeProfitTrader, Earn2Trade)
- Create basic web UI for uploading trades, selecting prop firm, and viewing give-back analysis report
- Implement progressive intrabar path resolution using 1-second bars for ambiguous trades flagged by 1-minute pass
- Add position sizing calculator incorporating stop loss, p95 give-back, and selected prop firm trailing DD rules
- Build Monte Carlo account survival simulator running 1,000 iterations of strategy through prop firm drawdown rules
- Add conservatism bias report quantifying gap between worst-case and resolved actual MFE to show hidden edge
- Implement user accounts, Stripe payment integration, and a landing page with a free single-trade demo
Differentiation
Why This Might Fail
Self-rebuttal — the most important trust signal
- 1The target audience is small and highly technical — several participants already built custom scripts, and the methodology is straightforward enough that a well-documented open-source library could commoditize the core value proposition before a paid product gains traction.
- 2Bar data licensing costs for 1-second granularity across multiple futures instruments may make the service unprofitable at any price point the target audience will pay, especially if users run large backtests of hundreds of trades repeatedly.
- 3Prop firm drawdown rules change frequently and vary by account size tier and promotion — a single outdated rule that causes a user to mis-size and blow an account would generate negative word-of-mouth that could be fatal in a tight-knit community.
Evidence Summary
How AI synthesized this insight — no verbatim quotes
Approximately 5 commenters engaged deeply with the MFE give-back concept, with multiple confirming that fat-tail events rather than median values destroy account buffers. Several discussed the intrabar path ambiguity problem and the conservatism bias from worst-case booking, with one noting the gap between worst-case and actual was large enough to change keep-versus-cut decisions on marginal strategies. At least one participant has built a custom script to parse fill timestamps from broker exports, confirming the DIY workaround exists but is labor-intensive. The discussion reveals sophisticated traders doing manual, ad-hoc analysis that could be productized into a specialized tool.
Action Plan
Validate this opportunity before writing code
Recommended Next Step
Build
Strong demand signals detected. Real pain, real willingness to pay — start building an MVP.
Landing Page Copy Kit
Ready-to-paste copy based on real Reddit community language — no editing required
Headline
Prop Account Readiness Analyzer & Sizing Platform
Sub-headline
A SaaS platform where algorithmic traders upload their trade history, select their target prop firm's drawdown rules, and receive a comprehensive readiness report including MFE give-back distribution analysis, tail-risk metrics, optimal position sizing, and account survival probability. The tool automates the multi-resolution intrabar path resolution process and eliminates worst-case booking bias.
Who It's For
For Algorithmic traders preparing for or currently funded by prop firms that use intraday trailing drawdown, who run trend-following or runner-style systems where give-back is a material cost
Feature List
✓ Trade history upload via CSV or broker API integration with auto-parsing ✓ MFE and give-back computation per trade with multi-resolution intrabar path resolution (1-min to 1-sec to tick) ✓ Give-back distribution histogram with percentile markers (p50, p75, p90, p95, p99) ✓ Curated database of prop firm drawdown rules with side-by-side strategy viability comparison ✓ Position sizing calculator that accounts for stop + tail give-back against specific trailing DD floor ✓ Account survival probability Monte Carlo simulation ✓ Conservatism bias report showing gap between worst-case and resolved actual MFE
Where to Validate
Share your landing page in r/r/algotrading — that's exactly where these pain points were discovered.
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