Quant Kollective

Risk Disclosure

Last updated: 4 July 2026

This Risk Disclosure supplements the Terms of Service and should be read before using any Quant Kollective ("QK") tool, simulator, leaderboard figure, calculator, or downloaded strategy. It applies to all Members of the QK Platform.

QK does not provide investment advice. Nothing in this document, or elsewhere on the Platform, is a recommendation to trade any instrument. This is a plain-English risk disclosure, not financial advice, and does not constitute a full statement of all risks involved in trading.

1. Trading Futures and CFDs Involves Substantial Risk

Trading futures contracts, CFDs, and other leveraged derivatives carries a high level of risk and may not be suitable for all individuals. Because of leverage, a relatively small adverse market movement can result in losses disproportionate to the amount initially committed, and in some product types, losses can exceed your initial deposit. You should not trade with capital you cannot afford to lose, and you should fully understand the mechanics, margin requirements, and loss potential of any instrument or account type before trading it.

Past performance is not indicative of future results. This applies to any live track record referenced anywhere in connection with QK, and applies with even greater force to the simulated/backtested figures described below.

2. Simulated and Backtested Performance — Read This Carefully

2.1 What "NT8-verified backtest" means. Where the Platform labels a result as "NT8-verified," this means the trade sequence has been independently reproduced and confirmed inside a NinjaTrader 8 backtesting environment, using historical price data. It does not mean the strategy has been traded live, and it is never a substitute for live results. "Verified" refers to the integrity of the simulation process, not a guarantee of future performance.

2.2 Hypothetical / simulated performance has inherent limitations. Unlike an actual live trading record, simulated results do not represent actual trading and are subject to well-known limitations, including but not limited to:

  • Simulated trades are designed with the benefit of hindsight and may be curve-fit to the historical data used to build or test them.
  • Simulated results do not account for the impact, if any, of certain market factors such as liquidity constraints, slippage in fast markets, and partial fills, and may not reflect the impact these factors would have had on actual trading decisions.
  • There are frequently sharp differences between simulated performance results and the actual results subsequently achieved by any particular trading strategy when applied to live markets.
  • No representation is being made that any account will or is likely to achieve profits or losses similar to those shown in any backtest, simulation, or leaderboard figure.

2.3 Data and regime risk. Backtests are run over specific historical periods and market regimes. Market conditions change; a strategy's historical edge can degrade, disappear, or reverse ("alpha decay") when conditions shift, or when a strategy becomes widely used by many traders simultaneously ("crowding" — see Section 5). A strategy's presence on the leaderboard, or a strong historical result, is not a forward-looking guarantee.

3. Prop-Firm Evaluation Pass-Probability Estimates

3.1 These are model estimates, not predictions. The Platform's Monte Carlo simulators generate pass-probability, expected-value, and related figures by running many simulated trials of a strategy's (or your uploaded log's) historical trade distribution against a given prop firm's evaluation rules. These figures are probabilistic model outputs derived from historical/simulated data — they are not a prediction, promise, or guarantee that you, personally, will pass any evaluation, receive any funded account, or achieve any level of profit.

3.2 Actual outcomes depend on factors the model cannot fully capture: future market conditions, your own execution and discipline, timing of entry, the specific rules and enforcement practices of your chosen prop firm at the time you trade, and simple variance/luck within the distribution modelled. A high modelled pass probability does not mean you will pass; a low one does not mean you will fail.

3.3 Prop-firm rules change. Evaluation parameters, drawdown rules, consistency rules, and payout terms are set by each prop firm and can change at any time. Rule data reflected in QK's simulators and calculators may lag a firm's current published terms. You must verify current rules directly with your prop firm before making any decision based on a QK tool's output.

4. Downloaded Strategies

4.1 A strategy's backtested/simulated leaderboard performance, as described above, does not predict how it will perform when you run it on your own account, with your own sizing, in current or future market conditions.

4.2 QK's license and seat-management system (heartbeat checks, grace periods, auto-stop on membership lapse) is a licensing control, not a risk-management or trading-performance feature. You remain solely responsible for monitoring any strategy you run, including managing any open position if the strategy stops opening new trades due to a license lapse (see Terms of Service Section 5.6).

5. Alpha Decay and Crowding

Strategies distributed to multiple Members may experience crowding — where many traders take highly similar positions at similar times, which can itself alter market conditions the strategy was designed around, and can also increase the risk of prop firms flagging correlated/copy-trading-like activity across unrelated accounts (see Terms of Service Section 7 on prop-firm compliance). Download-count and "likes" data is shown on the leaderboard partly so Members can make their own informed judgment about a strategy's crowding exposure. QK does not warrant that any anti-crowding or timing-jitter feature (where offered) eliminates this risk.

6. Leverage Risk

Futures and CFD trading is inherently leveraged. Leverage magnifies both gains and losses. A strategy that appears to have a favourable risk/reward profile in backtesting can still produce outsized real-world losses if position sizing, margin requirements, or market volatility differ from the conditions modelled. Sizing calculators on the Platform are tools to help you reason about position size — they do not eliminate leverage risk and are not a substitute for your own risk management.

7. No Advice; Capital at Risk

7.1 Nothing on the Platform constitutes personal investment advice. QK does not know your personal financial circumstances, objectives, or risk tolerance, and does not take these into account in any tool output.

7.2 Your capital is at risk whenever you trade a live or funded account, including one obtained via a prop-firm evaluation informed by QK tools. You should only trade, and only pursue prop-firm evaluations, with capital (including evaluation fees) you can afford to lose.

7.3 If you are unsure whether trading futures, CFDs, or pursuing a prop-firm evaluation is appropriate for you, seek independent, suitably qualified financial advice before proceeding.

8. Summary Disclaimer

Past performance is not indicative of future results. This is for educational purposes only and is not investment advice. Trading futures and CFDs involves substantial risk of loss, and you may lose more than your initial deposit. Quant Kollective is not regulated by the Financial Conduct Authority for the provision of investment advice, and no outcome — including passing a prop-firm evaluation or achieving any level of profit — is promised or guaranteed.

This document is a launch-grade template. It has not been reviewed by a solicitor. See COMPLIANCE_NOTES.md for flagged items requiring professional legal review before scaling the business.