A path can reach a challenge target while too much of its result comes from a single day. The consistency rule adds that second check. Here we separate the two using the challenge calculator and the rules recorded in it. Rigor is not affiliated with any firm.
What the best-day rule is and why it exists
The rule limits concentration: the largest net daily gain must not exceed a fraction of the basis defined by the program. Its function is to require a result spread across days; a single exceptional session does not establish a repeatable pattern. Observed regularity is not evidence of future outcomes either.
The basis matters as much as the percentage. With a target basis, the simulator requires: best day ≤ limit × initial target. With a positive-days basis: best day ≤ limit × sum of their gains. That is neither the count of positive days nor the net result after subtracting negative days. Gains are compared in money, or its equivalent as a fraction of the initial balance.
Which programs include the rule in the calculator
The table reads the firm, program, limit, basis, source and date from the rules published in the challenge calculator. It describes the included evaluations; it does not extend their rules to other stages or withdrawals. Each row links the firm's page the rule was read from, and the date is that reading, not a review of today's conditions.
Several programs publish a ratio against total profit. The calculator uses the fixed target as a stricter approximation: exceeding the target does not increase the permitted best day. The rules table links to the sources and to each firm's calculator, where these approximations are detailed. A firm's conditions may require more days or raise the target when concentration is too high; neither alone means hitting a loss limit.
| Firm and program | Best-day limit | Simulator basis | Source and reading date |
|---|---|---|---|
| FTMO · FTMO Challenge 1-Step | Declared · 50 % | Sum of positive days' gains | FTMO page · |
| Topstep · Trading Combine 50K | Declared · 55 % | Fixed target | Topstep page · |
| Topstep · Trading Combine 100K | Declared · 55 % | Fixed target | Topstep page · |
| Topstep · Trading Combine 150K | Declared · 55 % | Fixed target | Topstep page · |
| E8 Markets · Zero 100K | Declared · 40 % | Fixed target | E8 Markets page · |
| Take Profit Trader · Trading Test 50K | Declared · 50 % | Fixed target | Take Profit Trader page · |
| MyFundedFutures · Rapid EOD 50K | Declared · 30 % | Fixed target | MyFundedFutures page · |
| MyFundedFutures · Rapid 50K | Declared · 50 % | Fixed target | MyFundedFutures page · |
| MyFundedFutures · Pro 50K | Declared · 50 % | Fixed target | MyFundedFutures page · |
| Tradeify · Select 50K | Declared · 40 % | Fixed target | Tradeify page · |
| Earn2Trade · Trader Career Path 25K | Declared · 30 % | Fixed target | Earn2Trade page · |
| Earn2Trade · Gauntlet Mini 50K | Declared · 30 % | Fixed target | Earn2Trade page · |
| Alpha Futures · Standard 50K | Declared · 50 % | Fixed target | Alpha Futures page · |
| Alpha Futures · Advanced 50K | Declared · 40 % | Fixed target | Alpha Futures page · |
Reaching the target and reaching it within the rule
Declared inputs: 50 % win rate, a gain of 1.5 R per winning trade, a loss of 1 R per losing trade, risk of 0.5 % of the balance per trade and 3 trades per day. Trades are independent with constant probability and sizes; returns add within each day and the balance compounds between closes. No costs, floating equity or declared sample size to estimate win-rate uncertainty. The calculator builds 10,000 synthetic days and resamples 2,000 paths per phase, using seed 20261010 and a horizon of 250 business days in these cases. Frequencies depend on these assumptions; they are not personal probabilities.
We apply the same inputs to MyFundedFutures Rapid EOD 50K and Builder 50K. The former includes a best-day rule; the latter has none in the recorded evaluation. Other conditions also differ: comparing these programs does not isolate the rule's effect. Comparing the columns within the Rapid EOD row does separate reaching the target from reaching it within the rule.
The simulator checks loss limits first, then the target and minimum days. At the first close reaching that target, it stops the path and checks the best day. It adds no days to dilute its weight. The difference between the columns is not added to loss limits or unfinished paths. Every percentage uses all paths as its denominator.
Here, 30 % of the 6 % target allows a best day of at most 1.80 % of the initial balance. The largest synthetic day, when starting at that balance, adds 2.25 %. A path can reach the target while outside the rule. As daily closes compound, the monetary gain of the same kind of day also changes.
With these inputs, the Builder 50K daily limit (2 % of the initial balance) is not triggered: the worst synthetic day loses 1.50 % when starting at that balance. The other simulated conditions produce the same count; that is why both rows coincide except for the rule.
| Firm and program | Reaches target | Target within rule | Hits a loss limit | Remains unfinished | Business days to target (median) |
|---|---|---|---|---|---|
| MyFundedFutures · Rapid EOD 50K | Declared · 86.10 % | Declared · 4.80 % | Declared · 13.90 % | Declared · 0.00 % | Declared · 13 |
| MyFundedFutures · Builder 50K | Declared · 86.10 % | No rule | Declared · 13.90 % | Declared · 0.00 % | Declared · 13 |
Fewer trades per day or less risk
For Rapid EOD we keep the win rate and the gain-to-loss ratio. We change one input at a time: fewer trades per day or less risk per trade. Both reduce the possible size of a concentrated day, but also change time to target and exposure to loss limits. The table shows those differences, including paths hitting a limit.
The median day count uses only paths reaching the target: it is neither a deadline for an arbitrary path nor the time required to correct excessive concentration. No row recommends a position size or buying a challenge.
The 1.80 % cap of the initial balance is compared with each row's largest synthetic day: 0.75 % with 1 trade per day and 1.12 % with 0.25 % risk. None reaches the cap, not even after compounding the closes up to the target; that is why reaching the target and reaching it within the rule coincide in those rows.
| Trades per day | Risk per trade | Largest synthetic day | Reaches target | Target within rule | Hits a loss limit | Remains unfinished | Business days to target (median) |
|---|---|---|---|---|---|---|---|
| Declared · 3 | Declared · 0.50 % | Declared · 2.25 % | Declared · 86.10 % | Declared · 4.80 % | Declared · 13.90 % | Declared · 0.00 % | Declared · 13 |
| Declared · 1 | Declared · 0.50 % | Declared · 0.75 % | Declared · 81.35 % | Declared · 81.35 % | Declared · 18.65 % | Declared · 0.00 % | Declared · 33 |
| Declared · 3 | Declared · 0.25 % | Declared · 1.12 % | Declared · 98.05 % | Declared · 98.05 % | Declared · 1.95 % | Declared · 0.00 % | Declared · 29 |
What the calculator misses and what a history adds
Daily closes cannot show intraday trailing, an equity high between closes or a floating loss later recovered. News, position and session restrictions are also outside the model. Synthetic figures do not reconstruct these conditions; a favorable reading in this table can omit an intraday breach.
With a real history, group the net result by session and compare the best day with the program's exact basis. Keep dates, costs and the initial balance; assessing floating equity also requires intraday equity observations. Rigor extracts daily closes from the file and uses the same simulator on that series. It groups by UTC days, which can differ from the firm's session boundary.
The form to upload your history and the sample report are linked at the end. The report separates measurements of supplied data from declarations and unmeasured quantities. Resampling a history remains a simulation conditioned on that file; it cannot recover missing floating equity or predict the outcome of another challenge.
FAQ
Does reaching the target mean being within the rule?
No. The total result and its daily concentration are separate checks. The table separates them at the first close reaching the target.
Does less risk always improve the simulation outcome?
There is no universal relationship. It can reduce daily concentration and change both the frequency of hitting limits and the time required. A finite horizon can also leave paths unfinished.