# Prop-firm rule-structure statistics 2026 — PropSurvival

> 12 citable, corpus-derived measures of prop-firm rule STRUCTURE — drawdown type, lock share, daily-loss caps, consistency thresholds, recorded payout-cycle values, initial fee per modeled allowance, rule-change rate and more — computed from 247 account-size configs across 60 firm rule sets. Structural counts only. No pass rates. No firm ranking. Not investment advice.

Source: https://propsurvival.com/research/prop-firm-rules-statistics
Dataset (CC BY 4.0): https://propsurvival.com/research/prop-firm-rules-statistics-data.json
Method: https://propsurvival.com/research-methodology
Sibling studies: https://propsurvival.com/research/prop-firm-rules-census-2026 (firm registry) · https://propsurvival.com/research/rule-volatility (change history over time)

## Plain-text answer

This page reports 12 measures of prop-firm rule structure, each computed at build time directly from PropSurvival’s rule corpus (247 account-size configurations across 60 firm rule sets, coverage date 2026-07-16). Every number traces to a named field in the corpus — first-modeled-phase drawdown type and recorded lock settings, drawdown reference/ratchet basis (not breach timing), stored daily-loss percentages on source-specific bases, encoded consistency items and normalized thresholds, recorded payout-cycle day values (not uniform calendar cadence), first-phase minimum trading days, initial fee per initial modeled drawdown allowance, the corpus’s own rule-change rate (read from a dated sibling study), a recheck disconfirmation signal (read from the freshness ledger, explicitly not a claim that a rule changed), overall corpus size, and gaps between recorded recheck entries. Firm rule sets are not a count of unique operators. First modeled phases include both evaluations and direct-funded plans. A measure computed from fewer than 10 configs or firm rule sets is not published.

## What this page computes

- **Drawdown-type mix** (n=247): In the first modeled phase, 160 of 247 configs (64.8%) encode a trailing drawdown floor; 87 (35.2%) encode a static floor. These are recorded model types, including source approximations.
- **Recorded trailing-floor lock settings** (n=160): In the first modeled phase, 97 of 160 trailing-floor configs (60.6%) have a lock setting recorded; 63 (39.4%) have no lock recorded. Of all trailing-floor configs: 73 (45.6%) record a lock at the starting balance; 24 (15.0%) record a lock above it. No lock recorded does not establish that a floor never locks; modeled settings can retain platform-specific source approximations. Excluded: 87 static-floor configs and 0 with another or unrecorded type.
- **Recorded drawdown reference basis** (n=244): Among 244 configs with a recorded drawdown reference basis in the first modeled phase: end-of-day balance 110 (45.1%), intraday equity 112 (45.9%), and closed-trade balance 22 (9.0%). These reference/ratchet categories do not establish when breaches are monitored.
- **Recorded daily-loss percentage distribution** (n=247): Recorded daily-loss values in the first modeled phase: 0% encoded 86 (34.8%); > 0–2% 29 (11.7%); > 2–3% 55 (22.3%); > 3–4% 42 (17.0%); > 4–5% 30 (12.1%); above 5% 5 (2.0%). Absolute cap without a positive percentage: 0; no percentage or positive absolute cap recorded: 0 (all percentages use n=247). Source-specific percentage bases and optional caps are retained, so these are not uniform mandatory limits; missing values do not establish no limit.
- **Encoded consistency items + normalized thresholds** (n=247): 63 of 247 configs (25.5%) have a consistency item encoded in the first modeled phase; 184 (74.5%) have no item encoded, which does not establish absence of a real-world rule. Among 60 items with the normalized best-day metric, recorded thresholds range 20%–55%, most commonly 40% (16 items) and 50% (13 items). A further 3 items use another normalized metric. These stored thresholds do not establish a shared source profit denominator or real-world enforcement stage.
- **Recorded payout-cycle day values** (n=247): ≤ 2 recorded days: 16 (6.5%). 3–9 recorded days: 42 (17.0%). 10–16 recorded days: 43 (17.4%). 17–35 recorded days: 11 (4.5%). > 35 recorded days: 0 (0.0%). No scalar cycle value recorded: 135 (54.7%). Source units include calendar, business, trading or qualifying days and conditions differ; these stored values cannot establish a uniform calendar payout cadence.
- **Minimum-trading-day distribution** (n=247): Recorded minimum trading days in the first modeled phase: 0 days: 135 (54.7%); 1 day: 24 (9.7%); 2 days: 3 (1.2%); 3 days: 47 (19.0%); 4 days: 3 (1.2%); 5 days: 18 (7.3%); 10 days: 11 (4.5%); not recorded: 6 (2.4%).
- **Recorded initial fee per $1 of initial modeled drawdown allowance** (n=63): Recorded initial fee per $1 of initial modeled drawdown allowance ranges 5.0¢–70.4¢, median 9.9¢ (n=63; 184 configs excluded). This uses the first modeled phase, including direct-funded plans; an initial fee is not necessarily an evaluation fee or a total lifetime cost.
- **Rule-change rate** (n=60): 11 canonical rule-value changes recorded across 60 firm rule sets, per the rule-volatility study dated 2026-09-11 (10 of 60 firm rule sets, 16.7%, show at least one; 0.058 value changes per raw touch).
- **Recheck disconfirmation signal** (n=60): 41 of 60 firm rule sets (68.3%) carry a recheck signal that the last-cited source sentence could not be re-located (reasons: cited sentence no longer found: 21, page moved: 14, page gone: 4, site moved: 2). This is a source-stability signal, not a confirmed rule-value change — compare block 9’s 11 confirmed value changes across 10 firm rule sets. A disconfirmation prompts a re-read; it does not by itself mean the rule moved.
- **Corpus size** (n=60): 60 firm rule sets across 247 account-size configurations. Coverage date 2026-07-16 (every rule set re-read at least this recently); most recent re-read 2026-09-27.
- **Gaps between recorded recheck entries** (n=203): Median 30 days between recorded recheck entries on the same config (n=352 gap observations from 203 configs); range 1–74 days. Entries may be scoped rechecks and do not establish whole-plan verification cadence.

## What this page does not claim

- No firm ranking, no "best firm", no "top firm"
- No pass rate or outcome probability for any firm
- No outcome guarantee and no investment advice
- The recheck-disconfirmation measure is a source-stability signal (a recheck could not re-locate the previously-cited sentence) — it is not a claim that the underlying rule changed; see the rule-change-rate measure for confirmed value changes
- Not affiliated with any prop firm

## Retrieval and source boundary

This Markdown file is the plain-text alternate of the canonical rule-structure statistics page. It exposes the same computed facts and related sources for readers and public-web retrievers. Retrieval, citation and ranking are external behaviors: this file does not request, predict or imply placement or citation by any answer engine.

## Related

- Run your own numbers against a firm: https://propsurvival.com/app?src=stats
- Personal rules simulator (no firm required): https://propsurvival.com/calculators/personal-rules-simulator?src=stats
- Rules census 2026 (firm-by-firm registry): https://propsurvival.com/research/prop-firm-rules-census-2026
- Rule volatility (change history over time): https://propsurvival.com/research/rule-volatility
- Methodology: https://propsurvival.com/research-methodology