Model library · FESX Session Scalp
Euro Stoxx 50 futures
Cumulative: +197 pts · October 2025 – August 2026
| Month | Monthly (pts) |
|---|---|
| OCT 25 | +28 pts |
| NOV | +5 pts |
| DEC | +15 pts |
| JAN 26 | +29 pts |
| FEB | +27 pts |
| MAR | +9 pts |
| APR | +41 pts |
| MAY | +10 pts |
| JUN | +43 pts |
| JUL | -3 pts |
| AUG | -7 pts |
| Window cumulative | +197 pts per lot |
How to read this row: This model trades a 2-lot run, so the monthly rows are per lot: cumulative +197 pts per lot × EUR 10.00 = EUR 1,970 per lot before commission (EUR 3,940 across both lots); the file nets EUR 3,719.28 as traded after commission. Risk columns are the as-traded 2-lot figures: worst day -EUR 322, drawdown -EUR 735 closed, -USD 933 including open equity. Numbers are unchanged from the previous export; only the build label moves to 0657STRAT. Out-of-sample July and August 2026 are negative (-10 pts across the two months), which is why this model is not offered as a tested rule set. September 2026 is a partial month and is excluded. One point = EUR 10.00 per lot. Every headline equals the exact sum of the monthly rows above, and each figure reproduces from the named export. Currency. Results are shown in the market's native currency — EUR. The test parameters are USD-denominated. Where a EUR result is stated against them it is converted once, at the end of the evaluation, at the fixed research rate used throughout it — EUR 1 = USD 1.08 — the same rate the evaluation applies to the EUR point values (EUR 1 to USD 1.08, EUR 5 to USD 5.40, EUR 10 to USD 10.80). No daily or per-trade conversion is applied.
Measured on the same file and window as the record above, at the size stated. Pass rates are indicative: the evaluation starts at the first trade of each month and runs the real fill sequence forward with a 40% consistency rule. Swept against the range of rule sets prop firms publish - deadline 14, 30, 60, 90 days or none; drawdown USD 250 to USD 8,000; target 1.0x, 1.5x or 2.0x the drawdown; daily loss cap none or half the drawdown; consistency none or 40%. The cell published here is the smallest drawdown the run's own risk needs, read at the as-traded size. No firm is named and no firm's rule set is modelled.
| Requirement | Result |
|---|---|
| Rule set | trailing drawdown USD 1,000, profit target USD 1,500 (1.5x the drawdown), no daily loss cap, 40% consistency |
| Size | 2 contracts per signal (as traded) |
| Worst single day | -EUR 322 |
| Worst drawdown | -USD 933 |
| Trailing drawdown breaches | 0% |
| Finished inside 90 / 60 / 30 days | 5 / 1 / 0 month-starts |
| Median trades to pass | 22 |
| Evaluations passed | 64% over 11 month-starts |
Risk in account money: worst day -EUR 322 and deepest drawdown -USD 933 including open equity, both inside the USD 1,000 the account allows, at the fixed research rate of EUR 1 = USD 1.08. Every firm’s rules differ and change without notice. These figures measure the risk this model produced in the tested window at the stated size; they are not a promise of a pass, and they are not a guarantee of a funded account. Size to the stricter of your firm’s daily loss limit and its drawdown type — trailing intraday, trailing end-of-day or static.
Session Scalp is a systematic trading model published as an Iron Ledger TradingView script. It applies the same research framework to each market it covers.
When a qualified setup appears, the model draws the complete trade plan on the chart — entry, protective stop, first target and management. It does not predict direction and does not guarantee outcomes.
Signals are evaluated on the close of a bar and stay where they printed: the model does not repaint. The small pre-entry heads-up marker is drawn a bar back by design, and the live marker on the trade plan updates while a bar is still forming. The entry signal neither moves nor disappears.
This publication covers Euro Stoxx 50 futures during the European session. Additional markets, sides and timeframes are added as they pass verification.
June 2026 · +43 pts · historical model replay, shown for demonstration. Results are presented in index points and do not represent verified brokerage fills.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results. Fees, slippage and live execution may differ. Past performance is not indicative of future results.