SENTRY stress-tests your trade list like a quant desk would, then runs thousands of prop-firm challenges on your own trades. Know your odds before you pay the fee.
FTMO 2-Step 86%, Topstep 50K 51%, Apex 50K 60%, Tradeify 50K 44% and more.
Chance to pass at 1% risk · the founder's strategy (STRIKE) · market since Feb 2020 · 16 of 79 challenges
Every audit ends with a grade and a card sized for Instagram, X and Discord, like the one above. This is the founder's strategy being audited.
The card links back to the full report, so every post shows people where to audit their own strategy.
Drag the slider. These are STRIKE's real trades run through FTMO 2-Step 100k rules (10% then 5% target, 5% daily loss, 10% max loss, 4 trading days), 20,000 simulated evaluations per setting. In the app, it's your trades and your firm.
Smart sizing: risk shrinks after losses and near the daily or max-loss limit, so the setting is the starting risk.
This is the founder's own strategy, audited by the same tests the app will run. Nothing here is a mock-up: 1,130 backtested trades, results after spread and slippage.
Odds of a real edge vs none: about 3 trillion to 1. Still holds when trades in the same month are grouped together.
Still positive since Feb 2020 (about 650 to 1), but significantly smaller (p 0.003). Plan with the recent figure.
Picking the best version on one half of the data rarely failed on the other half (6% of splits).
Random entries with the same stops, targets, times and costs never came close. The best random run made +115R; STRIKE made +485R.
Results in the same month barely move together, so the tests above are not inflated by streaky periods.
All 13 years vs the market since Feb 2020 only. The recent figure is the honest one (log-rank p 0.04).
R per trade after costs. 2026 is Jan–Oct only.
Each grey bar counts random runs by total result: same trades' kill zones, stop sizes, 1:3 target, daily close and costs, but random entry candle and direction.
From TradingView, MT5 or cTrader. Backtest trades, live trades, or both.
Pick the prop firm, account size and risk per trade you're considering.
Pass, warning or fail on each check, the reasons in plain words, and what to change.
Standard tests from statistics and finance research, explained without jargon.
| Question | How it's tested |
|---|---|
| Is the edge real, or noise? | Significance test and Bayes factor on result per trade, with trades grouped by period |
| Is it fading? | First half vs second half, trend per year, recent-years-only results |
| Did you just pick the luckiest version? | Probability of backtest overfitting and Deflated Sharpe ratio (upload your other versions) |
| Could random trades do this? | 1,000 random-entry runs with your stops, targets and timing |
| How bad can losing streaks get? | Streak tests, worst runs, drawdown range from resampled histories |
| Will it pass the prop firm? | Thousands of simulated evaluations under the firm's real rules: daily loss, max loss, trailing drawdown, minimum days, consistency |
| Is live trading matching the backtest? | Live results against the backtest's expected range, updated as you trade |
Forex, CFD and futures evaluations: targets, daily and maximum loss, end-of-day or intraday trailing drawdowns, consistency rules and minimum days. Each challenge shows where its rules came from and can be edited; firms not listed can be entered as custom rules. Not affiliated with or endorsed by any firm.
Draft prices · waitlist members get the first month free
Early members can send a trade list now and get a hand-made audit before the app launches.
No. The audit only needs the list of trades: when each one opened, which direction, and its result. Your rules stay private.
That's useful to know before paying for an evaluation. The report shows which check failed and what usually helps: lower risk, a longer test period, or fewer versions tried.
No. It measures how much you can trust the results you already have. It doesn't give trade signals or financial advice.
They're simulations from your own trades under each firm's published rules. They assume your live trading matches the backtest, which is why the app also tracks live results.