After you're funded · Stage 3 · Free
A funded futures trading plan is not a strategy document. It does not describe your entries. It describes the operational constraints the funded account places on your entries — sizing limits that change with your floor margin, a daily profit stop that changes with your pre-session balance, a consistency window ceiling that changes after every payout, and a streak protocol that activates at specific loss counts. Every Stage 3 article in this library is a section of this plan. This article shows how they fit together into a single pre-session reference document you can use before every session.
Part 1 of 4 — What makes a funded trading plan different
Most trading plan templates were written for retail accounts. They focus on entry criteria, risk per trade, and daily stop-loss. A funded futures plan needs all of that plus a layer the retail plan does not have: account rules that vary daily with your balance and update with each rule event.
A retail account has a fixed daily loss tolerance — typically a percentage of account equity the trader sets themselves. A funded futures account has a daily loss limit set by the firm, a trailing drawdown floor that advances with every session high and compresses the margin available each time a loss is taken, a consistency rule that creates a per-session profit ceiling that changes as the balance grows, and payout gates that must all pass on the same day for a withdrawal to be approved. None of these exist in a retail account, and none of them are covered by a standard trading plan template.
The funded trading plan is a document that makes these rules visible and current before each session starts. The goal is to prevent the most common funded account failures: trading at a size that was correct last week but is no longer supported by the current floor margin; hitting the DLL in a session where the daily profit stop would have ended the session profitably 45 minutes earlier; losing a payout approval because the best-day gate was exceeded by a trading day taken without checking the consistency window status.
The four sections of the plan are not independent — they connect. The pre-session section sets the operational parameters for the session. The during-session section defines the triggers that end the session or change the position size mid-session. The post-session section updates the consistency window and behavioral record. The account maintenance section governs the plan parameters that update less frequently — monthly or after each payout. Together they form a closed loop: each session's outcome feeds the parameters for the next session.
The entry method — the setups you trade, the criteria for a valid entry, the stop placement logic, the profit target — is not part of this document. The funded trading plan does not describe the method. It describes the operational wrapper around the method. A plan that tries to include both entry criteria and account rules in the same document becomes too long to use before a session. Keep them separate.
Part 2 of 4 — Pre-session section
The pre-session section is the only part of the plan that updates every day. All four numbers need to be current at the time you sit down for the session — they should not be carried over from yesterday.
Before each session, calculate two size ceilings and take the lower one. The first ceiling is DTF divided by 10, where DTF is the distance from the current account balance to the trailing drawdown floor. If the balance is $52,500 and the floor is $47,000, the DTF is $5,500 and the DTF/10 ceiling is $550 per session loss — which maps to a specific number of contracts given your instrument's stop distance. The second ceiling is the daily loss limit divided by 4. If the DLL is $1,000, the DLL/4 ceiling is $250 per trade, implying a maximum of 4 full stops before the DLL is reached. Whichever ceiling produces the lower contract count governs today's session.
The DTF/10 ceiling protects the trailing drawdown floor from compression — each session is permitted to consume at most 10% of the available floor margin before the size needs to be recalculated. The DLL/4 ceiling protects the session from consuming the daily loss limit in fewer than four trades, which is the minimum resolution needed for the streak decision tree to function. If the account is in drawdown recovery mode, the recovery size from the drawdown recovery protocol applies instead — typically DLL/6 — and the lower of that ceiling or DTF/10 governs. The full sizing math with worked examples for $25K through $150K account tiers is in funded futures position sizing.
Record today's session size ceiling as a number of contracts before you open the platform. The ceiling changes when the floor locks at a new level, when the balance changes significantly after a profitable session, or when a drawdown recovery protocol is activated or exited. Treating last week's size as this week's starting point is the most common funded account sizing error.
Calculate the daily profit stop before opening the platform. The daily profit stop is the pre-session account balance multiplied by 0.28 percent — not 28 percent, but 0.28 percent — expressed as a dollar amount of profit. If the pre-session balance is $52,500, the daily profit stop is $52,500 × 0.0028 = $147. When the session's running profit reaches that amount, the session ends. No additional trades are taken, regardless of whether a valid setup forms.
The daily profit stop serves two purposes specific to funded accounts. First, it prevents a single large profitable session from creating a best-day percentage that is difficult to stay below in future sessions under the consistency rule. If one session runs to 3× the normal daily profit stop, the best-day ceiling for the consistency window narrows every subsequent session until the window resets. Second, it ensures a profitable session ends profitably — the trader does not stay at the desk past the point where a setup with positive expectation can still damage the session's P&L by reversing. The detailed calculation framework and edge cases (evaluation floor, NFP days, recovery mode) are in funded futures daily profit stop.
Check the consistency window before each session. The funded-phase consistency rule sets a maximum best-day percentage — typically 30% to 40% depending on the firm — for the best single session in the payout period. The best-day ceiling is the total payout-period profit so far multiplied by the firm's percentage cap. If the payout-period profit to date is $900 and the firm's cap is 30%, today's best-day ceiling is $270 — the session cannot profit more than $270 without triggering the consistency rule. If the daily profit stop is $147 and the best-day ceiling is $270, the daily profit stop governs, and the session ends at $147 regardless of the consistency window. If the best-day ceiling drops below the daily profit stop — for example, after a large profitable session — the ceiling governs, and the session should be ended earlier than the standard profit stop formula would indicate.
Track the running profit and running session count for the current payout period in the plan. The window resets after each payout, and the new window starts from zero. The full mechanics of how the funded-phase consistency rule applies — including the distinction from the evaluation-phase consistency rule and which firms drop the rule entirely after passing — are in funded account consistency rule. The walkthrough with worked examples showing how the best-day percentage is calculated across a ten-day payout period is in consistency rule walkthrough.
The pre-session section includes a single account status flag: is the account in standard mode, drawdown recovery mode, or under a payout hold? Standard mode means no structural constraint beyond the normal plan parameters. Drawdown recovery mode means the balance has fallen below the prior session high and the recovery protocol from the drawdown recovery article is active — the session size is reduced and a stricter process check applies after each trade. Payout hold means a payout review is in progress and the plan should specify whether the firm allows continued trading during review and if so at what size.
The account status flag does not need a detailed review every session once established — it changes only when a specific event occurs. When drawdown recovery mode activates, update the flag and the position size ceiling. When recovery exits (five consecutive process-correct sessions above the prior session high), update both back to standard. When a payout hold resolves, check the consistency window reset and update the flag. If a second funded account is in a different mode than the primary, each account needs its own plan or its own status section — the mode for one account does not transfer to the other. The independence of drawdown mode and recovery mode across multiple accounts is covered in how to manage a second funded futures account.
Part 3 of 4 — During-session section
The during-session section is not a trading checklist — it is a list of events that end or change the session. Most funded account failures happen when these events occur and the trader continues past them.
After 2 consecutive closed losses in the session, reduce position size by one contract for the next trade. This is the first threshold from the losing streak decision tree. The size reduction is not a punishment and does not require a behavioral failure — 2 consecutive losses within criteria triggers the size-down regardless of execution quality. The purpose is to reduce the third loss's impact on the floor margin and DLL headroom while the behavioral check runs in the background.
At 3 consecutive losses, the mandatory behavioral check applies: review the journal entries for all three losing trades and answer the process question for each. If all three were within criteria, the streak has a statistical cause. Continue at the reduced size but do not take additional trades without the review. If any trade failed the process check, the session ends — run the full behavioral audit before returning the next session. If the streak reaches 4 or 5 losses, pause new entries and classify the cause before continuing. Seven or more consecutive losses across a two-week window require a full method-versus-conditions audit and a two-session minimum rest. The full decision tree with threshold-specific actions is in the losing streak article.
The session ends when one of two events occurs: the account's running loss for the session reaches the daily loss limit, or the account's running profit reaches the daily profit stop calculated in the pre-session section. The DLL stop is firm-imposed — the platform closes positions automatically on most firms once the limit is reached. The daily profit stop is self-imposed — the trader ends the session when the profit target is hit, even if a valid setup forms in the next bar.
The during-session plan includes these two numbers — today's DLL threshold and today's profit stop — as explicit dollar amounts visible on the desk before the session starts. Writing them down and placing them in view prevents the most common override error: staying in a profitable session past the profit stop because the session feels like it has more to give. The profit stop exists precisely because the judgment about whether the session has more to give is unreliable after a profitable morning. Once the number is reached, the session is over.
Before the session starts, check the economic calendar for any scheduled events during the session window. Four events carry consistent DLL risk: NFP (first Friday of each month, 8:30 AM ET), FOMC rate decisions (eight per year), EIA petroleum inventory (Wednesdays, 10:30 AM ET for crude oil), and CPI (monthly, 8:30 AM ET). The during-session plan includes the pre-news size decision for today: flat before the event (no open positions at the announcement), hold with current size, or size down by one contract for the news window.
The decision is made before the session, not in real time during the event. Making the news size decision in real time — after the first move has already occurred — is a different decision than the one made with a clear head before the session. The funded account DLL structure makes news events more costly than they appear: a sudden 20-tick gap against a 2-contract position can consume 40-60% of the DLL in a single second. The framework for each event type and the 10-minute post-news wait protocol before re-entering is in funded futures and news events. The session timing framework that makes the news calendar visible in advance is in funded futures trading schedule.
The most important rule in the during-session section is the one that is hardest to write and easiest to violate: the plan parameters set in the pre-session section are not renegotiated after the session starts. The position size does not increase mid-session because the first trade was profitable. The profit stop is not moved up because the session has been going well. The news size decision is not reversed because the entry looks too good to pass. The session does not continue past the DLL hit because the market just gave a clear reversal signal.
Every override of a pre-set plan parameter is made under worse conditions than the parameter was set — either under the emotional weight of a loss or under the distorted judgment of an active position. The plan is set before the session precisely because the pre-session state produces better parameters than the in-session state does. If the plan parameters are wrong, the place to fix them is after the session closes and before the next session opens — not during the session. Write the no-override rule explicitly in the plan, not as an implied default. When it is written down, a mid-session override becomes a conscious violation of a written rule rather than a judgment call that feels defensible in the moment.
Part 4 of 4 — Post-session and account maintenance
The post-session section is brief — three questions. The account maintenance section is infrequent — it updates after structural events, not after routine sessions. Together they feed the next pre-session section.
After each session, answer three questions before closing the platform. First: did every trade meet the process criteria? Open the journal entries for all trades taken and answer the behavioral check — was the entry within the defined setup criteria, was the stop placed before entry, was the stop respected when hit, were there any mid-trade modifications? If no for any trade, flag it for the behavioral audit before the next session. Do not begin the next session with an unresolved process failure from the prior session.
Second: what is the closing balance and how does it affect tomorrow's plan? Record the session's P&L, the new balance, and the new DTF. If the balance changed enough that tomorrow's position size ceiling would be different, note the new ceiling. If the balance exceeded the prior session high and the trailing drawdown floor advanced, record the new floor and new DTF. If the session consumed more than 50% of the DTF, flag it for a manual size review before the next session — the current plan parameters may be conservative relative to the new floor level, or they may need to tighten further.
Third: what is the current consistency window status? Update the running P&L for the payout period by the session's profit or loss. Update the best-day record if today's profit was higher than any prior session in the current window. Recalculate the best-day ceiling for tomorrow's session using the updated period total. If the consistency window is close to a payout threshold — the balance is within range of the profit target — run the payout calculation gates from funded futures payout calculation to confirm all five gates pass before submitting a request.
Four events update plan parameters outside the daily pre-session cycle. After each payout: the consistency window resets to zero, the starting balance for the new window is the post-payout balance, and the best-day ceiling for the new window begins at the cap percentage of whatever the first profitable session earns. Recalculate the daily profit stop with the new balance — a lower post-payout balance produces a lower profit stop if the payout was large relative to the account balance. After a floor-lock event: when the balance exceeds the starting account value by the trailing drawdown distance, the floor locks at the starting value permanently and stops advancing. A floor-lock produces a new, higher DTF, which may allow a size increase if all the size-up criteria from sizing up on a funded futures account are met.
After adding a second account: each account requires its own plan section. The DLL, trailing drawdown floor, and consistency window are independent per account. Combined market exposure is not independent — if both accounts are trading the same instrument in the same direction, a single adverse move consumes DLL from both accounts simultaneously. The combined-exposure check from how to manage a second funded futures account should be run as an account maintenance step whenever instrument or direction overlap exists. After a method change: the entry criteria reference in the method document should be updated, and the new criteria should be the only ones used from that session forward. The plan does not track prior method versions — it reflects the current method. If a method change is made in response to a losing streak without diagnosing the streak cause, flag that in the plan as a conditional revert point so the method can be restored if the streak was statistical or environmental rather than a genuine method problem.
Pre-session sizing, daily profit stop, consistency window, streak protocol — the complete funded account operating system.
Most funded traders use last week's size this week and skip the profit stop on good days. Those two habits are the most common mechanism that turns a profitable funded account into a drawdown recovery situation. The method builds the pre-session routine that prevents both. First 100 founding seats at $19/mo — locked for life.