MES Session Scalp

Equity curve · October 2025 to August 2026 · index points

Monthly results

How to read this row: Cumulative +350.5 pts is before commission: 350.5 pts × USD 5.00 = USD 1,752.50; the file nets USD 1,142.42 after commission. 246 signals, 492 legs at 2 contracts per signal. Worst day -USD 299. Drawdown -USD 536 closed, -USD 555 including open equity. MES carries a 20 pt monthly entry brake: once the month’s realised loss reaches 20 pts it stops taking new entries for the rest of that month. It does not cap the month — a trade already open can still lose more. September 2026 is a partial month and is excluded. One point = USD 5.00. Every headline equals the exact sum of the monthly rows above, and each figure reproduces from the named export.

Tested against the published rule range

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.

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.

Overview

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 Micro E-mini S&P 500 futures during the regular New York session. Additional markets, sides and timeframes are added as they pass verification.

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Important

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.