Model library · FSMI Session Scalp
Swiss Market Index futures
Cumulative: +971.0 pts · October 2025 – August 2026
| Month | Monthly (pts) |
|---|---|
| OCT 25 | +2 pts |
| NOV | +157 pts |
| DEC | +30 pts |
| JAN 26 | +109 pts |
| FEB | +59 pts |
| MAR | +458 pts |
| APR | -16 pts |
| MAY | +48 pts |
| JUN | +109 pts |
| AUG | +15 pts |
How to read this row: Cumulative +971 pts is before commission: 971 pts × CHF 10.00 = CHF 9,710 (USD 10,875); the file nets CHF 9,506.64 after commission. 82 signals, 164 legs at 2 contracts per signal (1 clip + 1 runner). Worst day -CHF 795. Drawdown -CHF 1,355 closed, -CHF 1,424 including open equity. August 2026 moved from +34 to +15 between the previous and current exports, which accounts for the change from +990 to +971. July 2026 is skipped by the model configuration, so the record shows ten trading months. One point = CHF 10.00. The export records the 2-contract structure as two legs per setup — one clip trade and one runner trade, one contract each — so the record, the risk figures and the chart all describe the same 2-contract published configuration. Every headline equals the exact sum of the monthly rows above, and each figure reproduces from the named export. Currency. FSMI results are stated in CHF, the currency of the contract and of the export. Where they are compared against the USD-denominated test parameters they are converted once, at the end of the evaluation, at the rate used for the FSMI headline — CHF 1 = USD 1.12. No per-trade or daily 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 2,000, profit target USD 3,000 (1.5x the drawdown), no daily loss cap, 40% consistency |
| Size | 2 contracts per signal (as traded) |
| Worst single day | -CHF 795 |
| Worst drawdown | -CHF 1,424 |
| Trailing drawdown breaches | 0% |
| Finished inside 90 / 60 / 30 days | 2 / 0 / 0 month-starts |
| Median trades to pass | 46 |
| Evaluations passed | 30% over 10 month-starts (July skipped by design) |
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. The monthly entry brake is a strategy-quality filter, not protection against a firm’s daily loss limit or drawdown floor, which are driven by intra-trade excursions a realised-loss brake cannot see. 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, it 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 Swiss Market Index futures during the Zurich session. Additional markets, sides and timeframes are added as they pass verification.
June 2026 · +109 pts · historical model replay, shown for demonstration. Results are presented in index points and do not represent verified brokerage fills.
Contract information on this page is based on current Eurex specifications for SMI Futures (FSMI). Information about the SMI index is based on material published by SIX Swiss Exchange. Iron Ledger paraphrases those sources rather than reproducing their specifications or tables.
Sources: Eurex — SMI Futures (FSMI) contract specifications · SIX — Swiss Market Index (SMI) overview
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.