Upcomers supports active trading and a wide range of legitimate strategies. These rules describe patterns of trading that carry uncontrolled risk or that appear to follow from the last result rather than from a plan set in advance. Certain patterns are considered inconsistent with responsible trading and may be treated as a breach of our rules. The specific prohibited strategies are described separately in our Help Center article What trading strategies are prohibited at Upcomers. Where a behavior is covered by both these rules and that article, that article takes precedence.

These rules describe how we assess trading on a funded account. The assessment is ongoing across the life of the account, not something that begins only when a payout is requested. Having losing trades is a normal part of trading. Nothing here is about any single trade or any single loss. What these rules address is the overall pattern across an account: how exposure is taken on, how positions are built and sized, how risk is defined on each trade, how the account behaves after wins and after losses and how consistently the results are produced across the full set of activity.

Consequences under these rules attach to funded accounts. Activity on evaluation accounts is not assessed on its own and does not create a breach by itself; it can provide context for a pattern visible on a funded account, as described under account rolling.

Our review looks at the complete picture rather than at any individual result. No single trade defines an account. What matters is the pattern that emerges across it. We review, among other things:

One indication is a position closed by a margin stop-out, the broker's automatic closure that happens when the account no longer holds enough margin to keep a position open. Because a stop-out is forced by the account running out of room rather than decided in advance, it typically points to position sizes set beyond what the balance could comfortably carry at the time. A single stop-out on its own, for instance around a gap or a news event, is not treated as a concern; what matters is whether it forms part of a wider pattern.

The same concern applies when an account repeatedly carries unrealized losses that are large relative to its remaining drawdown room, the distance left to the account's loss limits, before they recover. Letting an open loss run that deep depends on the market turning back. A move that does not return can undo a long stretch of progress. A position closed at a planned level does not reach that depth in the first place. Staying within the account's loss limits is a separate, mandatory requirement. These rules do not change those limits. What this section considers is how much of the room within them open positions are allowed to consume before they are closed.

What is expected:

Position building becomes a concern when positions are added repeatedly instead of the intended size being set at entry. Building a position in planned steps, where the overall size and the overall risk are set before the first entry, is not in itself a concern. A planned build shows in the record itself: the steps are consistent, a protective level covers the combined position from the first entry and the total risk stays within your usual range. What falls outside responsible trading is adding a further position in the same direction while an earlier position on the same instrument is open at an unrealized loss, in order to defend it. The same applies to increasing size on a following trade after a loss on the same instrument in an attempt to make the loss back more quickly.

It also includes position size growing sharply right after a larger win compared with the trades placed just before it, beyond what the growth of the balance itself would explain. Position size that grows gradually as the balance grows is a normal part of consistent risk management. A further sign is sizing that swings widely from one trade to the next, with no consistent share of the account placed at risk. Another is the occasional trade placed at a size well beyond the usual for that instrument, assessed as part of the wider pattern rather than in isolation. The same applies when several positions are held in the same direction at once, on the same or closely related instruments, while that direction is underwater, since it concentrates the account behind a view the market has already moved against.

What is expected:

Consistently opening positions without a preset point at which a losing position is closed may indicate that risk is not being defined in advance. Such a level is not mandatory on every trade and an occasional trade without one is a normal part of discretionary trading. What matters is that losing positions are consistently closed at planned levels. A protective stop placed in the platform is the clearest way to show this, but a level applied by hand serves the same purpose where the record shows it consistently applied. What we look at is the overall pattern, where the systematic absence of a preset level leaves each position depending on the market turning back rather than on a level set beforehand.

Risk boundaries are also reflected in how they are managed once a trade is live. Using protective stops less consistently after losses, moving a stop further from the entry while a position is losing or removing it so the position keeps running, all work against defined risk. Holding a losing trade open in the hope it comes back, rather than closing it at the level you planned, leaves money at risk for longer exactly when a trade is moving the wrong way. The same concern applies where gains are closed at a planned level but losses are left to run without one, so exit discipline is applied to profits but not to losses.

What is expected:

Account rolling refers to a pattern where the option to purchase additional accounts is used in place of risk management itself. There is no limit on how many accounts a trader can own and running multiple accounts as part of a structured approach is fully permitted. What falls outside responsible trading is treating each new account as another attempt to catch a favorable outcome through repeated exposure rather than through a consistent approach.

This pattern typically appears when oversized positions are taken without a defined plan or protective stop, the account is likely to breach and another account is purchased to repeat the same approach. The distinguishing factor is the consistency of risk discipline across the accounts. Because this pattern by its nature spans more than one account, it is assessed across all of your accounts, including evaluation accounts, with any consequences attaching to funded accounts as described above.

A trader running several accounts as a structured approach applies the same sizing and the same protective levels to each one, so the activity on the third account looks like the activity on the first. Account rolling shows the opposite: oversized positions, missing or arbitrary risk controls and behavior consistent with the assumption that any breached account will simply be replaced. Trading without a protective stop on a single account is not in itself a sign of account rolling. What distinguishes it is this pattern appearing together with oversized positions and repeated breaches across more than one account.

What is expected:

Reactive trading refers to patterns where a new entry appears to follow from the result just before it rather than from a plan set in advance. This does not refer to active or short-term trading styles, which are fully permitted. It refers to entries that are shaped by the last outcome rather than by a fresh read of the market, assessed against your own typical rhythm of trading rather than against any fixed pace of activity. A consistent method applied across changing conditions is not reactive trading; what these patterns share is that the previous result, rather than the method, drives the next entry.

These entries take a few forms. Some reverse direction and re-enter within minutes of a losing trade closing. Others follow a loss straight away with a short run of further trades. Some open the same direction again shortly after a loss, when the market has already moved further against it. In other cases the same direction is kept through a run of losses without any change in approach.

Several losing trades in a row may be followed by more trades without a meaningful pause. Sometimes quick re-entries, direction changes and larger position sizes all appear together in a short span after a losing run. Reversing direction on an instrument mainly in response to the last result or stepping up activity right after a loss falls under the same heading.

What is expected:

Trading activity that produces results resting on a very small number of outcomes, rather than consistent performance across a broader set of trades, may indicate the absence of a repeatable approach. One example is the account being traded noticeably differently from one day to the next, with no recognizable method connecting the activity. Adapting to changing market conditions is a normal part of trading; what we look for is a consistent method behind those adaptations. Another example is a final result that rests almost entirely on one or two individual trades. A single large winning trade is not in itself a concern. Strong individual results are a normal part of trading. It is different when this is the pattern across your trading history, with little else over time to show a method at work. This is assessed across your record on a funded account, not from a single payout.

Reward-to-risk is considered in the same way. A target smaller than the stop is not a concern in itself. It is a normal feature of approaches that win a high share of their trades. What we consider is whether the approach comes out ahead across the full set of trades, not the reward-to-risk on any one trade taken alone. We look at how a result was built, not only at the final balance.

What is expected:

Compliance with these rules is assessed from observed trading activity and exposure. Monitoring may consider, among other factors, exposure and concentration levels, how positions are built and sized, the timing and spacing of entries, holding times, the use and management of protective levels, how the account behaves after wins and after losses, consistency of approach across days and how results are distributed across the full set of trades.

These patterns are assessed in combination, not in isolation. A single instance of any pattern described above does not in itself indicate a problem. It is when several patterns appear together or repeat across an account that the overall approach may be inconsistent with responsible trading.

If we identify activity inconsistent with these rules or with prohibited strategies, we reserve the right to take protective action to maintain a fair and risk-controlled environment.

This may include:

Where we act, we aim to keep the response proportionate to what we find, from an adjustment of trading conditions through to, in the most serious cases, closing the account. These measures are applied in accordance with our Terms of Service, which set out prohibited trading and the consequences that may follow, including the treatment of any affected results.

We support active trading and a wide range of legitimate strategies. These rules exist to discourage uncontrolled risk escalation, decisions driven by the last result and trading patterns inconsistent with professional standards. If you trade with a clear methodology, responsible exposure and disciplined execution, these rules will not get in your way.