Trader Guide / Daily Funded Sessions / Snap Quality Score
The Snap Quality Score, in full
Your Daily Funded Session payout is your session profit multiplied by a share, and that share is set by Snap Quality: it looks at how you traded, not just how much, and turns it into a single Quality score from 0 to 1000. The cleaner and more skillful the session, the bigger the slice you keep. Here is exactly what it looks at — and a calculator so you can feel it.
You do not need to memorize any of this. Your dashboard shows your projected Snap Quality live as you trade, factor by factor, with the same numbers used here. The rule of thumb is simple: trade normally, keep your risk controlled, and avoid one-position jackpots.
Everything Snap Quality looks at
Every session gets a single Quality score built from the components below: eight core factors, four demonstrated-edge signals and three anti-gaming checks, all read from your trades. A higher score means a higher profit share. There is no fixed cap — the cleanest sessions reach 90% and above.
Two notes before the list. Everything here counts positions, not order tickets: same-instrument, same-direction orders that overlap or follow within about two minutes are merged into the one position they really were, so splitting an entry across tickets neither helps nor hurts. And symbol diversification has been retired — it no longer affects your score in any way. Trade one instrument or six; the score grades how you trade, not how many markets you touch.
Did you trade a genuine sample of decisions, or place one or two bets? What counts here is POSITIONS, not order tickets: orders on the same instrument in the same direction that overlap, or follow within about two minutes, are merged back into the single position they really were. Splitting one idea across eight tickets counts once, and scaling in or out costs you nothing. Credit rises quickly over your first several positions, then keeps climbing gently. A very high count brings a slight easing — it can signal over-trading — never a penalty.
Was your profit spread across positions, or did it lean on one? Rather than looking only at your biggest position, the engine reads the whole distribution as an effective number of positions your profit was really spread across. As with the count, tickets are merged into positions first. Full credit needs about six effective positions; leaning on one is reduced hard, but it is floored — concentrated never means zero.
While your positions are open the market offers movement. Each position is charged its time share of the instrument’s rolling 24-hour path, sized by the position, and your net profit is compared against that total opportunity. This factor grades how much of that movement you actually converted. Sitting through a large move and taking very little of it reads low; converting a real share of what was available to you earns full credit. Sessions with no usable price data are never penalised here, and the number updates live while positions are open.
The most leverage you carried at once — the peak combined size of every position open at the same moment, as a multiple of the account. Heavy combined exposure manufactures a big number from size rather than skill, so it is reduced even when it wins. Sizing sensibly relative to the account is what protects your share.
There is no cap — more profit always means more money. But a giant one-day windfall is gently compressed, because it rarely repeats. Steady, repeatable profit keeps the most.
The deepest your equity dipped from its session high, open positions included. This is the firm’s most important risk measure. As you approach a 7% drawdown the factor fades smoothly to zero — there is no sudden breach or disqualification, the share simply trends to nothing as the risk you took grows.
Did your profit come from a real edge, or from the volatility lottery around major news releases? Evaluated live against the news calendar. On a Daily Funded Session this reduces the share — it does not disqualify.
Did your profit come from real positions or sub-minute noise? Some quick trades are perfectly fine — a session built almost entirely on sub-60-second scalps is what gets reduced.
A Sortino-style read: how much you made relative to the size of your losing swings. Only the downside counts against you, so a smooth, controlled curve scores well while a jagged one does not — even at the same final profit.
The share of your positions that closed in profit. Not decisive alone — a low win rate with large winners can still show edge — but combined with the other signals it helps separate a real method from luck.
Your average per-position edge: win rate times average win, minus loss rate times average loss. Positive expectancy means the method itself makes money over time, independent of any single result.
Total profit divided by total loss across the session. Above 1.0 means you made more than you gave back; the higher it climbs, the more decisively your winners outweigh your losers.
Looks for the same move sliced into many quick, same-direction round-trips to inflate the position count and spread. Genuine setups essentially never trip it; only deliberate padding does. This can only reduce your share, never raise it.
Flags adding to a position you already hold at a worse price — buying more as a long falls, or selling more as a short rises — to drag your average entry and rescue a loser. A classic risk-hiding pattern and the heaviest anti-gaming reduction. What drives it is the share of your add-ons that went in at a worse price: about a third or less keeps full credit, ramping down from there. A couple of adds in an otherwise active session barely register.
Looks for unnaturally uniform position sizing — every entry almost exactly the same notional, like a script rather than a person reacting to conviction and setup. Near-identical sizing is the tell. It is assessed on its own: it does not need layering or averaging-down to have fired first. Normal human variation in size keeps full credit, and like the other two checks it can only reduce a score.
The payout ladder
Your Quality score maps to a profit share along a smooth curve. These are the bands — the cleaner the session, the higher you climb.
| Tier | Profit share |
|---|---|
| Exemplary | 95 – 99% |
| Excellent | 85 – 94% |
| Strong | 72 – 84% |
| Solid | 58 – 71% |
| Consistent | 44 – 57% |
| Spotty | 28 – 43% |
| Thin | 14 – 27% |
| Weak | 5 – 13% |
| Lottery / none | under 5% |
Build a session. See your share.
Move the sliders to shape a session — profit, positions, concentration, alpha capture, drawdown — and watch the Quality score and your payout update live. This is the same component, running the same client port of the engine, as the Daily Profit page and your dashboard.
What “Alpha capture” measures
While a position is open, the market moves. We sum each symbol’s minute-by-minute movement over its rolling 24-hour path, charge your hold time its share of that path at your position size, and compare your net profit to it. This factor grades how much of that movement you actually converted: holding through a large move and taking very little of it reads low, and converting a real share of the path available to you earns full credit. Sessions with no usable price data are never penalised here.
What “Demonstrated edge” measures
The live engine reads four signals from your real trades and blends them into one skill multiplier — it isn’t a single dial:
- Sortino ratio — return vs your downside volatility; only losing swings count against you.
- Win rate — the share of your trades that were profitable.
- Expectancy — average per-trade edge: (win rate × avg win) − (loss rate × avg loss).
- Profit factor — total won ÷ total lost; above 1 is profitable, higher is stronger.
Skill needs a few trades to establish — a one or two trade session is held modest until you’ve traded enough (around ten) for the read to be real.
What “Anti-gaming” checks
Three detectors look for the fingerprints of a manufactured session. Real trading is essentially never flagged:
- Averaging down (martingale) — adding to losers at a worse price; the heaviest penalty.
- Position layering — slicing one move into many quick same-direction round-trips. These are merged back into one position before counting, so they cannot pad your position count; this check is the separate question of whether that is how the session was traded.
- Size uniformity — near-identical notional on every entry. Assessed on its own: a run of identically-sized entries is the pattern this check exists to catch, so it does not need a second flag alongside it.
The one thing to remember: a clean, disciplined day pays far more than a reckless jackpot of the same dollar size. Quality, not luck, decides your share — and drawdown control is the single most important piece.