Yes. There is no blackout window and no lot restriction around Non-Farm Payrolls, CPI, FOMC or any other high-impact release. Standard drawdown rules still apply — a spread spike during the release can touch the equity floor.

Yes. Expert Advisors, algorithmic strategies and copy-trading between your own accounts are permitted. What isn't allowed is a strategy whose only edge is exploiting simulator quirks — latency arbitrage, tick manipulation, or grid systems without stops that only work because the account is simulated.

Why do other firms ban news trading?

Firms operating on real broker rails ban news trading because their upstream liquidity provider widens the spread aggressively, and the firm carries the risk if the trader gets a fill the LP later re-quotes. On a simulated environment that risk doesn't transfer — so we don't need to pass the restriction down to you.

Guide · What's allowed

News trading allowed.
EAs allowed. Weekends allowed.

A short list of things most prop firms ban but we don't — and the shorter list of things we still don't allow, because they attack the simulator rather than the market.

What most firms restrict — and why.

Most prop firms disable trading around high-impact news, block EAs entirely, and forbid holding through weekends or the daily rollover. The reason is upstream: their evaluation and funded accounts route to a real liquidity provider, and the LP either widens spreads violently during news or re-quotes fills afterward. The firm eats the difference, so they push the restriction down to the trader.

What MixFunded allows.

News trading at any time — NFP, CPI, FOMC, central bank decisions, earnings.
Expert Advisors, algorithmic strategies, and copy-trading between your own accounts.
Overnight and weekend holds on every symbol.
Full lot sizes into and out of the news window.

Because the account is simulated, the risk of a re-quote or a widened LP spread doesn't transfer to us. The drawdown rulebook is the only enforcement we need.

What remains banned.

Latency / tick arbitrage strategies that exploit feed differences between our server and a faster external feed.
No-stop martingale or grid systems whose survival depends on the account not being marked to market — they only appear to work because the simulator lets losers run.
Group hedging: coordinating opposite positions across multiple accounts to guarantee a payout from at least one side.

None of these are strategies against the market — they are strategies against the simulator. If the same approach wouldn't work on a live broker with real capital, it doesn't work here either.

Risk note — equity drawdown and news

Our max and daily drawdown are measured on equity, not balance. During a high-impact release the spread can widen enough that an open position temporarily takes the account below the daily or overall floor even if the trade is ultimately correct. Size positions with the widened spread in mind — the risk calculator on /tools helps you price this before you send the order.

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