Model library · Floor Traders Fulcrum (HO)
NYMEX heating oil futures
Cumulative: +7,201 ticks · September 2025 – August 2026
| Month | Monthly (ticks) |
|---|---|
| SEP 25 | −528 ticks |
| OCT | +430 ticks |
| NOV | +633 ticks |
| DEC | +570 ticks |
| JAN 26 | +136 ticks |
| FEB | +533 ticks |
| MAR | +1408 ticks |
| APR | −112 ticks |
| MAY | +1881 ticks |
| JUN | +64 ticks |
| JUL | +1077 ticks |
| AUG | +1109 ticks |
How to read this row: heating oil is quoted in dollars per gallon over 42,000 gallons, so its smallest increment is a tick: 0.0001 $/gal, worth USD 4.20 on one contract. The chart and this card therefore print TICKS, with the price move in brackets. The publishing year is +7,201 ticks (+0.7201 $/gal), August +1,109 ticks (+0.1109 $/gal), worst day −948 ticks (−0.0948 $/gal) = −USD 3,982, drawdown −1,139 ticks (−0.1139 $/gal) = −USD 4,784, including open equity −1,274 ticks (−0.1274 $/gal) = −USD 5,351. For a reader trading one lot the year is +5,113 ticks and August +1,352 ticks. Flash 1 / Drive 2, exactly as the member indicator runs.
| Contracts chosen | Net ticks | Profit factor | Win rate |
|---|---|---|---|
| 1 (one lot) | +5,113 | — | — |
| 2 (as published, Flash 1 / Drive 2) | +7,201 | 2.085 | 46.5% |
2 contracts per signal, one clip and one runner. That is the size we publish as standard, and it is what the two rows above show: the same trade list first at one contract per leg, then weighted by the size actually traded. Both rows are the verified window. Results are shown in ticks only; size is chosen by the member.
What these points include. These points are gross — broker commission and slippage are not subtracted. Your own rates and fills will differ.
These are the same method — no settings changed — read over two date ranges and shown in gross ticks. The second row is the headline.
Two date ranges, measured at 2 contracts.
| Date range | Trades | Win rate | Profit factor | Max drawdown | Net ticks |
|---|---|---|---|---|---|
| Sep 2025 – Jun 2026 · the same record read to 30 Jun 2026 | 167 | 44.3% | 1.881 | −1,139 | +5,015 |
| Sep 2025 – Aug 2026 · publishing year | 198 | 46.5% | 2.085 | −1,139 | +7,201 |
Units. Heating oil is quoted in dollars per gallon over 42,000 gallons. One tick is $0.0001 per gallon, which is $4.20 on a single contract, and a full $1.00 move is $42,000 per contract. The figures on this page are therefore tick counts: the publishing year at 2 contracts is 7,201 ticks = $30,244.20, and the same record read as a price move is +0.7201 $/gal at the sizes traded. Do not multiply a tick count by the contract size again — the tick counts already reflect the size traded. Amounts are before commission and slippage.
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 7,500, profit target USD 11,250 (1.5x the drawdown), no daily loss cap, 40% consistency |
| Size | 2 contracts per signal (as traded) |
| Worst single day | -948 ticks (-0.0948 $/gal) = -USD 3,982 |
| Worst drawdown | -1,274 ticks (-0.1274 $/gal) = -USD 5,351 |
| Trailing drawdown breaches | 0% |
| Finished inside 90 / 60 / 30 days | 3 / 0 / 0 month-starts |
| Median trades to pass | 61 |
| Evaluations passed | 73% over 11 month-starts |
Size is measured, not assumed, and stated the way an order is placed - whole contracts per signal: 120 signals: 119 trade 2 contracts, one trades 4 contracts, 242 contracts in total: 77 as a 1-lot clip plus a 1-lot runner, 42 as a single 2-lot and one as two 2-lots. Their average, 2.017, is arithmetic: it is not a size that can be traded. The cell is read at 2 contracts, the size 119 of its 120 signals carry. Because this market is quoted in ticks, the risk figures are ticks first - one tick is USD 4.20 a contract - with the account money after them: -1,274 ticks is -USD 5,351 of the USD 7,500 the account allows. 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.
Floor Traders Fulcrum is a systematic session model built for approved markets only. It is not a general-purpose indicator: each supported market is configured individually, with its own entry and risk settings, and nothing carries over from one market to another. It will not produce valid trade plans on any market it does not support.
How it works: the model follows the session as it develops and triggers an entry only when a qualified setup appears. Two entry types exist — Flash is typically a shorter-duration trade, while Drive is a continuation trade with deeper price targets. Each carries its own protective stop and its exit plan (TP1, TP2, …) in whole contracts for the size you select. 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 entry signal neither moves nor disappears.
Figures shown on this page are simulated historical backtests, not actual trading, and past performance is not indicative of future results.
Entry and exit plan, shown for demonstration · historical model replay — a shortened demonstration of the model’s entry and exit text, not a full month. Results are presented in ticks 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.