000. READ THIS FIRST

This is the one section that can end the business if you get it wrong. Read it once, internalize it, and then never freelance on it.

The rules:

1. Every performance number in this document is labeled either LIVE or HYPOTHETICAL/BACKTESTED. You must repeat that label out loud every single time you say a number. "In backtesting, the suite produced a 57.1% win rate" — not "the suite produces a 57.1% win rate."
2. You never promise, guarantee, project, or imply a future result. Not with numbers, not with hand-waving, not with "most of our guys are doing about." Past or hypothetical performance is not indicative of future results.
3. You never state a dollar amount a prospect will make. Not on their capital, not annualized, not "if you'd run this last year." If they do that math themselves out loud, you do not confirm it. You say: "I can't project returns for you — what I can do is walk you through exactly how the benchmark was produced so you can evaluate it yourself."
4. You never say "risk-free," "guaranteed," "passive income," "can't lose," or "consistent monthly returns."
5. If a prospect asks something you don't have a verified answer to, you escalate. You do not estimate.

Escalate to Ramsey immediately — do not answer live:

• Specific return expectations, annualized figures, or "what will I make"
• Backtest methodology, data source, slippage/commission assumptions, out-of-sample testing
• Max drawdown beyond what's documented in §4
• Refunds, cancellation, contract terms, chargebacks
• Anything about registration, licensing, regulatory status, or "are you licensed to do this"
• Tax questions of any kind
• IRA / retirement account funding mechanics

Standard disclaimer you should be comfortable saying verbatim: "Futures trading involves substantial risk of loss and is not suitable for every investor. Past performance is not necessarily indicative of future results. The results I'm describing are [hypothetical / from a backtest] and hypothetical results have inherent limitations."

Saying this does not weaken the pitch. With capital-qualified buyers it strengthens it — the people who can actually write a $5,000 check have heard a hundred pitches with no disclaimer, and every one of them was a scam. Compliance discipline is a trust signal. Lean into it.

011. FUTURES MARKET BASICS

You do not need to be a trader. You need to be fluent enough that a prospect who trades for a living does not feel like he's educating you. This section gets you there.

1.1 What a futures contract actually is

A futures contract is a standardized, legally binding agreement to buy or sell a specific asset at a set price on a set future date. It trades on a centralized exchange — for our purposes, CME Group (Chicago Mercantile Exchange).

Two things make it different from buying a stock:

• You don't own anything. You hold a contractual position. You post margin — a good-faith performance deposit — rather than paying the full notional value.
• It's a zero-sum, cleared instrument. Every contract has a buyer and a seller, and the CME's clearinghouse sits between them as counterparty to both. Nobody is trading against your broker's book.

Day traders never take delivery. Positions are closed before expiration — and in our case, before the session even ends.

1.2 Micro contracts — the entire reason retail can do this

In 2019 the CME launched Micro E-mini contracts at 1/10th the size of the standard E-minis. This is what makes systematic retail futures trading viable at $45K instead of $450K.

Tradovate day-trading margins on micros run at $50 per contract. Overnight/initial margins are meaningfully higher — irrelevant to us, because we never hold overnight.

Verify these tick values against the current CME contract specs before you quote them on a call. Point values are stable but exchange margins move with volatility.

1.3 Session structure

• RTH (Regular Trading Hours): 9:30am–4:00pm ET — the cash equity session. Highest liquidity.
• ETH (Extended/Globex): Sunday 6:00pm ET through Friday 5:00pm ET, with a daily maintenance break. Nearly 24/5 access.
• Rollover: Index futures expire quarterly (Mar/Jun/Sep/Dec). Traders "roll" to the next contract about a week before expiry. Our system handles this — but know the word, because prospects will use it.

1.4 Vocabulary you must be able to use without hesitating

• Long / Short — betting price up / betting price down. Shorting a future is mechanically identical to going long. No borrow, no locate, no restrictions.
• Round turn — one complete trade (entry + exit). Costs are usually quoted "per side," so a round turn is 2 sides.
• Slippage — the difference between your intended fill price and your actual fill. The enemy of every automated strategy.
• Drawdown — peak-to-trough decline in account equity. The single most important risk number. Prospects who know what they're doing ask about drawdown before they ask about returns.
• Profit factor — gross profit ÷ gross loss. See §4.
• Expectancy — average dollars won or lost per trade across all trades.
• Flat — holding no position.

022. WHY FUTURES

This is your differentiation section. Most prospects have been burned in forex, crypto, or options before they get to you. Your job is to reframe futures not as "another market" but as the only market where systematic retail trading is structurally viable.

2.1 vs. Forex

• Retail forex is OTC, not exchange-traded. In most retail forex, your broker is your counterparty. When you lose, they win. That structural conflict does not exist at the CME.
• Fragmented pricing. There is no consolidated tape in forex — every broker shows a slightly different price. This is fatal for algorithmic trading: a strategy backtested on Broker A's feed does not reliably transfer to Broker B's fills. Futures have one exchange, one tape, one price. Backtest integrity is only possible on a centralized venue.
• Opaque cost structure. Widening spreads, markups, requotes. Futures costs are published and fixed per contract.

2.2 vs. Options

• Multi-dimensional risk. An options trader isn't just right or wrong on direction — they need to be right on direction, magnitude, and timing, while fighting theta decay and implied volatility shifts. Futures are linear: price moves, P&L moves, one point equals one point value.
• No decay. A futures position doesn't bleed value while you wait.
• Liquidity cliffs. Options liquidity concentrates in a few strikes and expiries. Wide bid/ask on anything off-the-run destroys automated execution quality.
• Assignment and exercise complexity. None of it exists in futures day trading.

2.3 vs. Stocks

• The PDT rule. In a US margin equity account under $25,000, you're capped at three day trades in a rolling five-day period. Futures have no pattern day trader rule. A systematic intraday strategy is literally illegal to run at scale in a small stock account and completely permitted in futures.
• Capital efficiency. Micro futures give index exposure at roughly $50 of day-trade margin per contract. Getting comparable index exposure in equities requires materially more capital.
• Shorting is symmetric. No locate, no borrow fee, no hard-to-borrow list, no short-sale restrictions.
• Tax treatment. See §2.5 — this is the biggest one, and most prospects don't know it.

2.4 vs. Crypto

• Counterparty and custody risk. The last several years produced a graveyard of exchange failures where customer funds were commingled or simply gone. CME futures clear through a regulated clearinghouse; customer funds are segregated under CFTC rules.
• Regulatory ambiguity. Crypto's rules change by jurisdiction and by administration. Futures regulation is settled, decades old, and predictable.
• 24/7 with no structure. Crypto never closes, which sounds like a feature and is actually a problem for systematic strategies — no defined session, thin weekend liquidity, gap risk in both directions.
• Manipulation and thin books. Deep liquidity in ES/NQ is measured in billions of notional daily. Most crypto pairs are not remotely comparable.

2.5 The tax argument (US persons)

Futures are Section 1256 contracts. Gains are taxed 60% at long-term capital gains rates and 40% at short-term rates — regardless of how long the position was held. A trade held for four minutes gets 60% long-term treatment.

For an intraday strategy, this is enormous. Every dollar of profit in a stock or crypto day-trading account is taxed as short-term ordinary income. The same dollar in futures gets a blended rate that is materially lower.

Andrey — say this exactly: "Futures fall under Section 1256, which means a blended 60/40 tax treatment regardless of holding period. I'm not a tax advisor and you should confirm this with yours, but it's one of the structural reasons serious intraday traders are in futures rather than equities."

Then stop. Do not calculate their tax savings. Do not name a rate. Hand it to their CPA.

2.6 The honest risks — know these cold

Never let a prospect think you're hiding these. Volunteer them.

• Leverage cuts both ways. Margin that lets you control size with less capital also amplifies losses.
• Drawdowns are certain. Every strategy that has ever existed has losing periods. The question is never "will there be a drawdown" — it's "is the drawdown survivable and did you size for it."
• Slippage and execution risk. Live fills will not perfectly match a backtest. That gap is the single biggest reason systems underperform their historical benchmark.
• Regime change. A strategy fit to one market environment can degrade when volatility, correlation, or structure shifts. This is why we run multiple uncorrelated strategies across multiple instruments rather than one algo on one market.
• Technology risk. VPS outage, broker outage, platform update, internet failure. Mitigated by hosting, not eliminated.
• Loss of capital. Clients can lose money, including significant amounts. Say it plainly if asked.

033. THE PRODUCT

3.1 The one-sentence version

"We license an automated, multi-strategy futures trading suite that runs on the client's own brokerage account — they keep 100% of their capital and 100% of their results, and we charge a flat annual license fee. No profit split, no managed account, no discretion."

Every word of that matters. Memorize it.

3.2 What the client gets

3.2b The stack — three layers, and Andrey must not confuse them

NinjaTrader owns Tradovate, so the two connect natively — NinjaTrader Desktop logs into a Tradovate account directly.

One thing not to say: "Tradovate doesn't have a platform." It does — a web and mobile trading app that plenty of prospects use manually every day. The accurate line is that we run execution through NinjaTrader and use Tradovate as the broker. Getting this wrong in front of someone who trades on Tradovate daily is an unforced credibility hit.

Open — Ramsey to confirm: whether the client needs a paid NinjaTrader license for live automated execution on top of the $99 Tradovate plan. If so it belongs on the cost slide and is currently missing.

3.2c The company — the facts, and how to handle the age question

Andrey has already been asked this on a live call and had no answer. Learn it.

The honest answer, which is also the strong one:

"The company's about a year old. We started in consulting and moved into algo licensing roughly three months ago. The development team behind the strategies has been building algorithmic systems for years — that's not new, the licensing business is. I'd rather tell you that straight than pretend we've been doing this for a decade."

Then pivot to what actually de-risks it for them:

"And here's why the age matters less than you'd think in this specific case: you're not giving us your money. Your capital stays in your account, at your broker, in your name. If Imperium disappeared tomorrow you'd still have your account and your positions. The thing you're risking is the license fee, not your capital."

That pivot is the strongest structural argument in the entire pitch and it exists because the company is young. Use it.

⚠️ The trap attached to this question

A prospect who hears "three months in algo licensing" and then sees a test period starting May 2019 will immediately do the arithmetic and ask: "So those aren't live results?"

The answer is yes, they're backtested, and Andrey says it without flinching. He should ideally get there first — state the backtested label before the prospect connects the dots, rather than after. Being caught blurring live and hypothetical in the same conversation where you've just admitted the company is three months old is unrecoverable.

Never say or imply: that the company has a multi-year live track record, that the strategies have been trading client money since 2019, or anything that lets the prospect assume either.

3.2d The fee model — "you keep 100% of the upside"

This is one of the strongest arguments in the pitch. It is also the one most likely to get Andrey in trouble if he frames it as a regulatory claim. Sell the commercial fact. Never assert the legal reason.

✅ Say this

"We charge a flat annual license fee and we don't take a percentage of your trading profits. Not a performance fee, not a profit split, nothing. Whatever the account makes is yours.

And that's downstream of what we actually are — a software company. We're not a hedge fund, we're not managing money, we're not a wealth manager. Your capital never leaves your account. It sits at your broker, in your name, under your control, and we have no ability to withdraw from it or trade it without your system running. You're licensing software that runs on your machine."

On alignment, if they ask why we'd bother making it good:

"Our incentive is your renewal. If the software doesn't perform, you don't renew, and we've got no business. That's the whole model."

On the future direction, framed as ambition and nothing more:

"Longer term we'd like to move toward a shared-upside model — but we'd have to earn that by getting clients real results on the software alone first. That's not on the table today and it doesn't affect what you're signing."

❌ Never say

• "The CFTC doesn't allow software companies to take profit splits"
• "We're legally prohibited from taking a share of your profits"
• "We're not registered, so we can't charge performance fees"
• Anything characterizing Imperium's regulatory status, registration, or exemptions

Why: no rule bars a software company from charging performance fees. That isn't the test. CFTC Rule 4.14(a)(9) — the exemption relevant to selling non-customized trading software — turns on whether the provider tailors advice to individual clients and whether it directs client accounts. Fee structure is not the trigger.

It also contradicts itself. A prospect who hears "we're legally barred from profit splits" followed by "we want to do profit sharing eventually" will ask which one is true, and Andrey will have no answer. A trader who has been around this industry will spot it immediately, and the credibility loss extends to every number on the deck.

The commercial argument needs no legal scaffolding. Flat fee, no split, capital stays in their name, they keep the upside. All four are simply true, all four are checkable, and none of them require Andrey to make a claim about securities or commodities law.

Any question about registration, licensing, regulatory status, or why the fee model is structured this way goes to Ramsey. Andrey does not answer it, does not speculate, and does not repeat something he heard on a call. The correct response is: "That's a question for our team rather than something I'd want to paraphrase — let me get you a precise answer in writing."

3.3 How the algorithms work — the explanation framework

You will not explain the logic. That's the IP. What you explain is the process, and the process is what builds trust.

Say this:

"These are fully systematic strategies. That means every entry, every exit, every stop, and every position size is defined by rules written in advance. There is no discretion in the live loop — the algorithm doesn't have opinions, doesn't get impatient, and doesn't move a stop because it 'feels' wrong.

Each strategy is developed against historical CME data, tested for robustness across different market conditions, forward-tested, and only then released to licensees. They're intraday only — every position is opened and closed within the session. Nothing is ever held overnight, which means no gap risk and no exposure to overnight news.

The suite is built to run as a portfolio, not a single bet. Different strategies on different instruments with different behavior profiles, so that no single market regime determines your outcome."

If they push for the logic:

"The specific entry and exit logic is proprietary — that's the actual asset you're licensing, and if we published it, it would stop working and you'd have paid for nothing. What I can do is walk you through the full performance record and the exact risk parameters, so you can evaluate the system on its behavior rather than its source code."

That's a strong answer, not a dodge. Deliver it with confidence.

[TO BE COMPLETED BY RAMSEY/JUNIOR — Andrey needs these before he can handle a technical prospect:]

• [ ] Strategy family for each algo (trend / mean-reversion / breakout / session-based)
• [ ] Trading session window for each algo
• [ ] Average trades per day, per algo
• [ ] Average holding time per trade
• [ ] Number of contracts per signal (see §4.4 — this is currently the biggest gap)
• [ ] Correlation between the strategies in the suite
• [ ] What "three risk tiers" means in concrete parameter terms

3.4 What we are NOT

Say these unprompted. They pre-empt the objections that kill deals late.

• Not a managed account. We never touch client money. It stays in their name, at their broker.
• Not a profit split. Flat license fee. We do not participate in their upside.
• Not a signal service. No alerts to act on manually. It's automated execution.
• Not a course, a mentorship, or a community. No content to consume.
• Not a prop firm. We don't fund anyone and we don't evaluate anyone.

044. HISTORICAL PERFORMANCE

Label status: BACKTESTED. Test period: May 2019 – present. Maximum drawdown: 15.7%. All figures are the low-risk tier — the conservative configuration and the only one deployed. Andrey states the backtested label out loud every time he cites a number.

4.1 The benchmarks

Figures are stated at the suite level. Individual strategy names and the instruments each one trades are not given out on the call — if a prospect asks, the answer is "twelve strategies across CME micro futures, built for different market conditions," and you move on.

Maximum drawdown: 15.7% — the largest peak-to-trough decline in account equity across the test period. All figures are the low-risk tier, backtested, and are sold on diversification and risk management — not on a return number.

4.2 How to explain each metric

Profit factor — the headline number.

"Profit factor is gross profit divided by gross loss. A blended profit factor of about 1.34 means that across 1,800-plus trades, for every dollar the suite lost, it made roughly $1.34. Anything above 1.0 is net profitable. In systematic intraday trading, sustained profit factors in the 1.3 range with a sample size well over a thousand trades is a solid, realistic number — and I'd be more suspicious, not less, if I saw someone advertising 3.0."

That last line is your credibility move. Use it. Sophisticated prospects have seen inflated numbers and it's the fastest way to get dismissed. A believable number, presented honestly, outperforms an incredible one.

Win rate — reframe it immediately.

"57% average win rate across the suite. And I want to be clear that win rate on its own is a nearly useless metric — a strategy can win 90% of the time and lose money. What matters is win rate combined with the size of the average win versus the average loss. The suite wins slightly more often than it loses, and wins slightly more when it wins."

Expectancy — the number that actually matters.

"Expectancy is the average result per trade across every trade, winners and losers together. About $76 per trade across the suite. That's the number you multiply by trade frequency to understand what the strategy is doing — and it's the number that tells you whether the edge is real."

The low-risk tier — use this, it's your strongest credibility line.

"One thing worth flagging: these are our conservative numbers. The system has higher risk settings in the architecture and we don't deploy them. What you're looking at is the low-risk configuration, and that's what every client runs. Most vendors in this space publish their most aggressive setting and quietly let you discover the drawdown later — we'd rather show you the one you'll actually be trading."

This does double duty: it pre-empts "can I turn it up," and it reframes a modest profit factor as deliberate conservatism rather than a weak edge.

Sample size — lead with it.

"Over 1,800 trades across the suite. Sample size is what separates an edge from a lucky streak. Twenty trades tells you nothing. A thousand-plus starts to be statistically meaningful."

4.3 Derived figures (for your understanding — do not quote without Ramsey's sign-off)

These are computed from the benchmarks above. They're what a sharp prospect will calculate in their head, so you need to know them before he does.

What this tells you: the suite grinds. It wins slightly more often than it loses and wins slightly more than it loses per trade. There's no lottery-ticket trade carrying the curve. That's a good profile — it means the edge is distributed across the sample rather than concentrated in a handful of outliers.

4.4 CONTRACT SIZING — WHAT'S DECIDED VS. WHAT'S PENDING

Settled, not pending: micros only, across the whole suite. And contract sizing is deliberately not printed on the deck — that's a decision, not an omission. Andrey answers it verbally. Nothing about the deck is blocked on it.

Pending: Ramsey confirming the per-signal contract count and how it scales by risk tier, then briefing Andrey.

What the benchmark numbers imply

Back out the arithmetic and the average losing trade across the suite is roughly $500. Divided across a fixed number of micros, that implies the following risk per contract:

A single micro would mean a ~$500 average loss on one contract — a stop wider than a typical full day's range, so that's out. Four to five micros per signal is where the numbers land in realistic territory: roughly $100–125 of risk per contract. That's a coherent design and it matches the 3–4 contract sizing the backtest harness was built around.

So the benchmarks are consistent with fixed micro sizing — just at roughly 4–5 contracts, not 1.

Two things Ramsey needs to confirm with Junior

1. Fixed count, or volatility-scaled with a cap? The harness work used ATR-based sizing with a hard position cap. A cap can look like fixed sizing without being it. If the count varies trade to trade, Andrey's answer is "it's set by the risk model, typically around N," not a flat number.
2. ~~Which risk tier the benchmark represents~~ — resolved. Low risk, and low risk is the only configuration deployed. Every client runs the same setting the numbers came from, so there is no gap between what's on the slide and what they'll be running.

Holding line if Andrey isn't briefed before the call

"Micros only, and the sizing is set by the risk model rather than something I'd quote you off the top of my head. I'll get you the exact per-instrument sizing and the tier it corresponds to in writing today."

A wrong number costs the deal and the credibility of every other figure on the slide.

Other open items (verbal, same handling)

• Gross or net? Whether net P&L is stated before or after commissions and slippage. At roughly $1.80 per micro round turn — and at 4–5 contracts per signal, closer to $7–9 per trade — across 1,818 trades that's on the order of $13,000–16,000. Against $137,917 net, that is very material. If the figures are gross, Andrey states it unprompted.
• Longest losing streak / longest flat period
• In-sample vs. out-of-sample split

Cleared for use: profit factor, trade count, win rate, expectancy, net P&L, maximum drawdown (15.7%), test period (May 2019 – present), backtested label.

055. DAY-TO-DAY OPERATIONS

This is the section that closes deals with busy prospects. Most of them have tried trading manually and failed because of the time and the emotion, not because of the strategy. Sell the removal of both.

5.1 The setup (one-time)

1. Open or connect a futures brokerage account (Tradovate Monthly plan, or an existing prop firm account)
2. Provision a QuantVPS Pro Plus server — located near the CME's Chicago data center
3. Install NinjaTrader on the VPS and connect it to the Tradovate account
4. Install and configure the Imperium strategy suite inside NinjaTrader
5. Select risk tier and instrument allocation
6. Go live

Total setup time: [CONFIRM — target: under 2 hours with guided onboarding]

5.2 The daily routine

1. 9:25am ET — turn it on. Log into the VPS and enable the strategies in NinjaTrader, five minutes before the open.
2. 9:30am–4:00pm ET — hands off. The algorithms execute entries, exits, and stops autonomously. The client does not need to be at a screen or approve trades.
3. Before 4:00pm ET — turn it off. Disable at session end. All positions flat into the close. No overnight exposure.

Two actions a day, roughly five minutes total.

Andrey — this is your emotional close: "The day-to-day is two clicks. You log into your server at 9:25, switch the strategies on, and you go live your life. Before four you switch them off. That's it. The decision-making happened months ago, in the research — not in the moment while you're watching a red candle and deciding whether to move your stop. That's the failure mode this replaces."

Do not oversell this as zero-touch. They do have to switch it on and off, and if you imply otherwise they'll feel misled in week one. Two clicks is already a strong story. Tell it straight.

5.3 Why the VPS is non-negotiable

Prospects will ask if they can just run it on their laptop. The answer is no, and here's why:

• Uptime. A laptop that sleeps, updates, or loses WiFi mid-session leaves a position unmanaged. A VPS runs 24/7 in a data center with redundant power and connectivity.
• Latency. QuantVPS servers sit in Chicago, physically near the CME matching engine. Retail home internet adds latency that becomes slippage that becomes lost expectancy.
• Isolation. The trading environment isn't competing with Chrome tabs, Windows updates, or anything else.

"You wouldn't run a business's payment processing off a laptop in a coffee shop. Same logic."

066. THE COST STACK

Never let cost come up as a surprise. Present the full stack early, unprompted. Prospects who discover hidden costs later feel misled and cancel; prospects who hear the whole number up front and stay engaged are closing.

6.1 The three components

1. The Imperium license — $5,000/year, or $10,000 lifetime The dominant cost and the actual product. The lifetime tier covers the same suite and the same ongoing releases, with no renewal.

Andrey — lead with the annual. Only raise the lifetime tier if the prospect is already leaning in. Opening with the bigger number invites sticker shock on a first close.

2. QuantVPS Pro Plus — $129/month ($1,548/year) Chicago-hosted, low latency to the CME matching engine. This is the required tier — do not quote a range and do not quote a cheaper plan.

3. Tradovate Monthly plan — $99/month ($1,188/year) + per-trade costs Commissions on this plan are $0.29 per side on micros, so a round turn is $0.58 in commission before exchange, clearing and NFA fees.

Tradovate offers three plans that share the same platform and differ only on commission: Free at $0/month with $0.39 per side on micros, Monthly at $99/month with $0.29 per side, and Lifetime at $1,499 with $0.09 per side.

Critically — and this is where competitors get caught lying — exchange, clearing, and NFA fees apply on top of all three plans. Exchange fees run about $0.37 per side on micro contracts like MES, with clearing and routing adding roughly $0.19 to $0.25 per contract, plus the NFA fee on every side.

On the $99/month plan at $0.29 per side, practical all-in cost per micro round turn is roughly $1.80–$2.00. That's the number to use, not the headline commission.

⚠️ One thing to verify: roughly 495 round-turns per month on micros are needed to recover the $99 monthly fee versus the free tier. If the suite's actual trade frequency is below that, the free plan is cheaper for the client and quoting the $99 plan overstates their cost. Confirm the suite's monthly round-turn count before this is locked.

⚠️ One data-fee landmine to know about: as of March 2026, CME Group began reclassifying funded prop firm traders as "Professional," which can move market data fees from around $12/month to around $124/month per exchange. If your prospect is a prop firm trader, this is real and it affects their number. Don't get blindsided — raise it first.

6.2 The framing

"Let me lay out the whole cost so there are no surprises. The license is $5,000 a year. Your server is QuantVPS Pro Plus at $129 a month, and your brokerage is Tradovate's monthly plan at $99, which brings your commissions down to twenty-nine cents a side on micros. All-in with exchange and clearing fees you're around two dollars per round turn. So your fixed cost for year one, outside your trading capital, is $7,736 plus commissions. The license is the majority of that. The rest is infrastructure — the same infrastructure any serious automated trader is already paying for."

6.3 The $45K capital minimum

"The minimum for this to make sense is around $45,000 — and I want to be direct about why, because it's not an arbitrary gate. Below that number you can't run enough of the suite simultaneously to get the diversification benefit, and diversification across uncorrelated strategies is most of the risk management. If you run one algo on one instrument with a small account, you're exposed to that one strategy's drawdown with no offset. That's not a product I want to sell you."

Turning away under-qualified prospects is a conversion tool, not lost revenue. It's the single strongest credibility signal available to you.

077. ROADMAP

Two strategies live today. Minimum three new strategies per quarter, included in the license at no additional cost.

This is your best answer to "$5,000 is a lot":

"Here's the part most people miss. You're not buying two algorithms. You're buying a development pipeline. We're shipping at least three new strategies per quarter, and they're included — your license doesn't go up. So the suite you have twelve months from now is materially larger than the suite you're buying today, at the same price. The license gets cheaper, in real terms, every quarter you hold it."

[Do not name specific future instruments or release dates. "At least three per quarter" is the commitment. Nothing more specific.]

088. OBJECTION HANDLING

Format for every objection: what they think → why it's wrong → what's right → proof.

"If it works, why are you selling it instead of just trading it?"

The most common objection in this industry and the one that kills the most deals.

"Fair question, and I'd ask it too. The honest answer is capital constraints and scale. A strategy that produces a given expectancy per contract can only be sized up so far before your own order flow starts affecting your fills — especially on micros. Licensing lets the development team monetize the research beyond what their own capital allows, without diluting anyone's returns, because you're trading your own account. We're not pooling money, we're not taking a cut of your profits, and nothing you trade affects what anyone else trades. It's the same reason a software company sells software instead of only using it internally."

"55% win rate isn't very good."

"That's the most common misread of a track record. Win rate in isolation tells you nothing about profitability — I can build you a strategy that wins 95% of the time and loses money, by taking tiny profits and letting losers run. What matters is expectancy: the average result across every trade. Across the suite it's [~$76 per trade, backtested]. And frankly, a 57% win rate is what a real edge looks like. If someone shows you 85%, ask them what their average loss is — that's where the bodies are buried."

"$5,000 is a lot of money."

"It is, and I'm not going to pretend otherwise. Here's the comparison I'd make. What did the last twelve months of trying to do this yourself cost you — in losses, in courses, in indicators, in time? Most people who get to this call have spent more than $5,000 discovering that discretionary trading doesn't work for them. This is a fixed, known cost with no profit split, and it includes every strategy we ship for the next twelve months — at least twelve more strategies at our current release cadence."

"Can you guarantee I'll make money?"

"No. Absolutely not, and anyone who tells you otherwise is either lying to you or breaking the law. Futures trading involves substantial risk of loss. What I can tell you is exactly how the system was built, exactly what it did historically, exactly what the risk parameters are, and exactly what it costs — and then you make the decision. If you need a guarantee, this isn't the right product for you and I'd rather say that now."

Never soften this. The moment you hedge, you're liable and you're less believable.

"What's the maximum drawdown?"

"15.7% across the full test period, which runs from May 2019. That's the largest peak-to-trough decline in account equity. And I'd point out what's inside that window — the COVID crash, the 2022 bear market, the rate-hike cycle. A strategy that never saw a bad tape isn't a strategy, it's a curve fit."

Do not quote drawdown figures for any period other than the full test period, and do not annualise or extrapolate it.

"Why not just use a prop firm?"

"A lot of our clients do — the two aren't mutually exclusive, and the suite runs on prop accounts. But understand what you own in each case. In a prop account you're renting access to someone else's capital under their rules, with a profit split, drawdown limits that can end your account on a bad day, and the ability for them to change terms. With your own account and a license, you keep 100% of results and nobody can change the rules on you. Two things worth knowing if you go the prop route: the profit split compounds against you over time, and as of earlier this year CME reclassified a lot of funded prop traders as professional for market data purposes, which raised their data fees significantly."

"What if the market changes and the algorithm stops working?"

"It's the right thing to worry about — every strategy has a shelf life, and anyone who says otherwise doesn't understand markets. Two things address it. First, the suite is a portfolio: multiple strategies with different behavior on different instruments, so no single regime determines your outcome. Second, the license includes ongoing development — at least three new strategies per quarter — so the suite is continuously refreshed rather than frozen. You're licensing an ongoing research operation, not a static file."

"How old is the company?"

"About a year. Started in consulting, moved into algo licensing roughly three months ago. The developers behind the strategies have been building algorithmic systems for years — the licensing business is what's new, not the people.

And I'd point out what that means for your risk. You're not handing us your money. Your capital sits in your account, at your broker, in your name. If we vanished tomorrow you'd still have your account. What you're risking here is the license fee, not your capital."

Volunteer the age before they dig for it. A prospect who finds out you softened it will assume you softened everything else.

"Can I run it more aggressively?"

"Not right now. The suite has higher risk settings built in and we don't hand them out — every client runs the conservative configuration, which is also the one every number I've shown you came from. That's deliberate. The fastest way to lose a client is to let them scale up into a drawdown they weren't sized for."

If a prospect pushes hard on this, that's a yellow flag on the prospect, not a gap in the product. Someone whose first instinct is to max the leverage is the person most likely to blow up and blame you for it.

"Can I turn it off?"

"Any time. It runs on your account, on your server. You have full control — you can disable it, adjust the risk tier, or flatten a position manually whenever you want. We have no access to your account and no ability to trade it."

"Do you take a percentage of profits?"

"No. Flat annual license fee, that's it. We don't take a performance fee and we don't participate in your trading results — whatever the account makes is yours.

We're a software company, not a fund and not a wealth manager. Your capital sits in your account, at your broker, in your name. We can't withdraw from it and we can't trade it. You're licensing software that runs on your machine."

If they ask "so what's your incentive to make it good?"

"Renewal. If it doesn't perform for you, you don't renew, and we don't have a business."

Do not attach a regulatory explanation to this — see §3.2d. The commercial answer is stronger and carries no risk.

"I need to think about it / talk to my partner."

Standard BAMFAM handling — book the next call before this one ends. Never leave with "I'll follow up."

"Completely reasonable — this isn't a decision to make on the spot. Let's do this: what's the specific thing you want to think through? [Listen. Handle it.] Okay. Let's put fifteen minutes in the calendar for [day] so you can come back with questions after you've sat with it — does [time] work?"

099. QUALIFICATION

Qualified

• $45K+ in trading capital, or a funded prop account of adequate size
• Has traded before — understands drawdowns are normal and won't panic on day three
• Wants automation specifically because manual/discretionary trading failed them
• Understands and accepts that losses happen
• Can make the decision without a third party

Disqualify — politely and immediately

• Under the capital threshold (offer to follow up when they're funded — do not sell down)
• Expects guaranteed returns or "consistent monthly income"
• Trading money they can't afford to lose, borrowed money, or rent money
• Wants you to manage the account for them
• Anyone showing signs of financial distress or gambling behavior

Disqualifying fast is a performance skill. Every hour spent on a prospect who can't buy or shouldn't buy is an hour not spent on one who can.

1010. ESCALATION PROTOCOL

Escalate to Ramsey — same day, do not answer live:

• Any drawdown, return, or projection question not documented above
• Backtest methodology, data sources, in/out-of-sample questions
• Refunds, cancellations, contract terms, chargebacks
• Regulatory, registration, or licensing questions
• Tax questions
• IRA / retirement account funding
• Any request for written performance claims
• Any prospect who mentions a lawyer, a regulator, or a complaint

Handle yourself:

• Everything in §1–§9 of this document
• Scheduling, logistics, next steps
• Cost stack and setup process
• Standard objections above

When in doubt: escalate. Nobody has ever lost a deal by saying "let me get you the exact number." Deals get lost when a closer guesses and gets caught.

·APPENDIX

Before every call:

• [ ] Prospect's capital confirmed
• [ ] Prospect's prior trading experience noted
• [ ] Disposition from setter reviewed
• [ ] Deck open and ready to share
• [ ] Performance labels (LIVE vs. HYPOTHETICAL) confirmed current
• [ ] Disclaimer language ready to deliver naturally, not read

After every call:

• [ ] CRM stage updated (Main Sales Pipeline)
• [ ] Next action booked in-call (BAMFAM) — never "I'll reach out"
• [ ] Any escalation logged and sent to Ramsey same day
• [ ] Any new objection you couldn't handle → send to Ramsey for library addition