A strategy that works in one environment may struggle when spreads widen, momentum disappears, or price becomes unusually erratic. I would separate results by volatility and market regime instead of relying on one overall win rate. Do you adapt the rules, reduce risk, or simply stop trading when conditions change? It would also help to define the timeframe, market, session, and exact invalidation criteria. Without those details, two traders can use the same term while actually testing completely different ideas. In your experience, what specific rule or metric best separates disciplined use of this prop firms topic from guesswork?
