Model library · Floor Traders Fulcrum (HO)
NYMEX heating oil futures · 09:00–14:30 New York
Cumulative: +5,614 pts · September 2025 – August 2026
| Month | Monthly (pts) |
|---|---|
| SEP 25 | -168.0 pts |
| OCT | +484.0 pts |
| NOV | +870.0 pts |
| DEC | +70.0 pts |
| JAN 26 | +56.0 pts |
| FEB | +671.0 pts |
| MAR | +789.0 pts |
| APR | -195.0 pts |
| MAY | +208.0 pts |
| JUN | +147.0 pts |
| JUL | +1108.0 pts |
| AUG | +1574.0 pts |
| Contracts chosen | Net points | Profit factor |
|---|---|---|
| 1 | +3,431 pts | 1.600 |
| 2 | +5,614 pts | 1.665 |
| 5 | +18,928 pts | 1.652 |
| 10 | +35,868 pts | 1.592 |
Net points over the verified window for the size you choose. The 2-contract plan is the canonical arm. Each extra contract adds 3,388 pts net across sizes 3–10. Results are shown in index points only; size is chosen by the member.
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. Its first approved market is HO (NYMEX heating oil).
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.
The model comes from proprietary research and internal testing protocols, so its source is not published. Figures shown on this page are simulated historical backtests, not actual trading, and past performance is not indicative of future results.
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.