Beta Program Rules

The beta supports the enabled NFL and college-football moneyline markets. Only instruments admitted to the simulator are tradable; an observed or recorded market is not automatically available. The opening balance, exposure limits and profit target below are simulated US dollars.

Passing closes the evaluation to further trading. No profit split, payout, funded-account advancement or automatic replacement account is offered. A locked or closed account cannot submit new orders. Contact support@sportstraderfunding.com for an informal review of a recorded result; this does not limit legal rights or remedies. No self-service reset is offered, and a reset or new account is not guaranteed.

The following values are rendered from the engine plan. They apply together; satisfying one limit does not waive another.

Starting simulated balance

$10,000

Profit target

$2,000 in net realized profit, with all positions closed

Trailing drawdown

$600 below the highest marked equity; the floor keeps trailing

Per-market exposure

$500 of remaining acquisition cost, including simulated fees

Total exposure

$1,000 of remaining acquisition cost, including simulated fees

Open positions

Up to 20; one outcome per market

Entry price range

15¢–85¢, inclusive

Scheduled start restriction

No new risk from 5 minutes before through 5 minutes after the recorded start

Order frequency

10 attempts per rolling 10 seconds; refused attempts count toward the limit

Unresolved ended market

Voided by the simulator after more than 60 days without resolution

Profit consistency

No positive trading day may exceed 35% of total net realized profit at passing

Minimum trading days

0; the consistency requirement still applies

Daily loss limit

No separate daily loss limit; trailing drawdown still applies

Simulation delay

250 milliseconds; 0 milliseconds of added random delay

Stale-data threshold

5 seconds

Displayed-depth participation

100% maximum per fill walk; this is a simulation assumption

Plan quantity increment

0.0001 contract; venue quantity and minimum-size checks also apply

Trading-day boundary

Fixed UTC-5; no daylight-saving adjustment

Mark update interval

1 second when the engine processes a mark update

US simulated fee rounding

Nearest cent, with exact half-cent ties rounded to the even cent

Passing account

Read-only after passing

Profit split and payouts

Not offered during the beta

Equity is simulated cash plus held contracts marked at the available bid. The high-water mark rises with higher marked equity and does not fall. The drawdown floor is that high-water mark minus the fixed drawdown allowance; it continues to trail above the starting balance. Equity at or below the floor breaches the evaluation. For example, a $10,300 high-water mark produces a $9,700 floor.

A breach cancels waiting commands, locks the account and schedules simulated liquidation. Closures require executable data and available depth; an unavailable or partially filled closure remains pending. No synthetic fill is invented just to close the account.

Exposure uses remaining acquisition cost including simulated entry fees, not maximum payout, current equity or a leverage allowance. Entries cannot exceed available cash. Only one side of a market may be held at a time.

Orders use immediate-or-cancel behavior and may fill partially. Any unfilled remainder is cancelled. There are no resting orders or fill-or-kill instructions in this beta. Entry buys must satisfy the inclusive price band at the last price level used by their fill, all exposure limits and the recorded game-start restriction. No new risk is allowed after the market ends.

A sell requires a held position and is limited to that position. A sale that would leave a remainder below the market minimum may close the whole position instead. Reducing risk remains subject to fresh executable data, account status and the same order-frequency protection.

The simulator walks the book after the configured delay. Its full displayed-depth participation is a modeling choice, not a reservation of venue liquidity. Simulated US fees use the listed market’s fee coefficient and cent rounding shown above. The global-venue rounding setting is retained in the engine for calibration; global markets are not offered by this beta plan.

An account passes only while open, with no positions or pending liquidations, once net realized cash profit meets the target and the consistency requirement holds. No positive day can contribute more than the stated share of total net profit. A consistency failure leaves the account open; it is not itself a drawdown breach.

Daily results use a fixed UTC−5 day boundary, not a daylight-saving-aware local calendar. There is no minimum-day count and no separate daily loss rule, but the consistency and trailing drawdown rules continue to apply.

Settlement uses the recorded final payout for the contract. An ordinary winning contract pays one simulated dollar and a losing contract pays zero; a recorded split resolution pays 50 cents per contract on either side. A void, or an ended market that exceeds the resolution window, returns the remaining position’s recorded acquisition cost, including its simulated entry fees. It does not undo earlier closed trades. Resolution corrections are recorded as compensating entries so the original history remains available.

Settlement follows the contract’s lifecycle data, not a user’s interpretation of a final score. Cancellation and postponement rules can specify a different final cash price. The mapping of those venue rules and final prices into this beta requires review before affected markets are enabled; we do not promise that every venue settlement case is supported. A display that still shows an unsettled position is not a promise about the outcome or a time for settlement.

New commands are rejected during engine recovery. Commands still waiting in the simulation-delay window when a restart occurs are rejected with an engine-restart reason; they are not silently submitted after recovery. Previously committed outcomes remain part of the durable history.

Recovery replays recorded lifecycle events in order and waits for book reseeding. It does not invent fills for the downtime. Drawdown is rearmed after recovery when a mark pass has at least one fresh held position, or when the account holds no positions. Other stale positions retain their prior marks; they do not block all risk checks indefinitely.

During a halt or stale feed, affected marks remain frozen and orders requiring that book cannot execute. Fresh positions and cash can still change account equity and cause a breach once recovery’s gate has reopened. A frozen display does not guarantee a protected balance.