Report each account's future payout chain with closed-form reach probabilities

projectPerfectPath prices every projected withdrawal as
min(withdrawalPct × equity profit, cap) × profit split, and tracks the
cumulative probability of reaching it under the fair-walk ruin model —
room/(room + dayTarget) per day (the per-leg product telescopes), trailing
threshold locked at breakeven after the first withdrawal, no obfuscation
branches. The reporter attaches the first 6 payouts per account so the
master's payout calendar renders real amounts and probabilities instead of
one static expectedPayout.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

app/accounts/[id]/page.tsx

@@ -484,6 +484,12 @@ export default function AccountPage() {
         fundTransactions,
         balance: account.amount,
         realizedPnL: account.realizedPnL,
+        payout: {
+            withdrawalPct: cfg.withdrawalPct,
+            payoutCap: cfg.payoutCap,
+            profitSplit: cfg.profitSplit,
+            drawdown: cfg.trailingDrawdown ?? 0,
+        },
     }) : [];
     const projPnlMap = new Map(projection.filter((p) => p.withdrawal === undefined && !p.payoutReady).map((p) => [p.date, p.pnl]));
     const projFundMap = new Map(projection.filter((p) => p.withdrawal !== undefined).map((p) => [p.date, p.withdrawal!]));

lib/master-protocol.ts

@@ -47,6 +47,16 @@ export interface AccountTypeStats {
          *  after the 5 PM CT roll a day booked on tomorrow's trade date is
          *  already counted in `days`. */
         lastDay?: string;
+        /** This account's projected payout chain on the perfect path: one
+         *  entry per future withdrawal, with the gross amount
+         *  (min(withdrawalPct × balance, cap)), the net received
+         *  (gross × profitSplit), and prob = the CUMULATIVE probability of
+         *  reaching that payout under the fair-walk ruin model. Optional so
+         *  an older master simply ignores it. */
+        futurePayouts?: {
+            date: string; gross: number; net: number; prob: number;
+            stage: number; drain?: boolean;
+        }[];
     }[];
 }
 
@@ -131,8 +141,23 @@ export interface CatalogAccountType {
     /** Per-stage config after the Nth withdrawal; the last stage repeats.
      *  drain=true marks a spam-withdraw stage: no profit target — book
      *  minTradingDays qualifying days of ~minDayPnL (default $5, randomized
-     *  $5–$15, traded as tiny MNQ legs), then wait for the next withdrawal. */
+     *  $5–$15, traded as tiny MNQ legs), then wait for the next withdrawal.
-    withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number }[];
+     *  withdrawalPct/payoutCap override the type's payout defaults per stage. */
+    withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number; withdrawalPct?: number; payoutCap?: number }[];
+    /** Payout-projection settings, owned by the master's payout calendar but
+     *  consumed here to compute each account's future payout chain. Optional:
+     *  an older master doesn't send them. */
+    payoutable?: boolean;
+    /** Trailing drawdown in dollars for ruin-model probabilities. 0 = unset. */
+    trailingDrawdown?: number;
+    /** Legacy static payout estimate — superseded by the computed chain. */
+    expectedPayout?: number;
+    /** Share of the balance withdrawn when a cycle completes (default 0.5). */
+    withdrawalPct?: number;
+    /** Cap on the gross withdrawal in dollars. 0 = no cap. */
+    payoutCap?: number;
+    /** Share of the gross the person actually receives (default 0.9). */
+    profitSplit?: number;
     /** ISO. Ties between two matching account types are broken by this. */
     updatedAt: string;
 }

lib/reporter.ts

@@ -17,7 +17,7 @@ import { getClients } from './clients';
 import { getTradableFirms } from './firm-catalog';
 import { getAccountConfig } from './account-type-resolver';
 import { getSchedulerStatus } from './auto-trade';
-import { combineCmeSessions, computeDayPlan, currentTradeDateCT, LEG_COMPLETION_EPSILON, resolveEffectiveConfig } from './trading-logic';
+import { combineCmeSessions, computeDayPlan, currentTradeDateCT, LEG_COMPLETION_EPSILON, projectPerfectPath, resolveEffectiveConfig } from './trading-logic';
 import type { AccountTypeStats } from './master-protocol';
 
 function collectFirmStats() {
@@ -126,6 +126,49 @@ function collectFirmStats() {
                     if (run > highWater) highWater = run;
                 }
                 const traded = combined.dailyPnL.filter((d) => d.pnl !== 0);
+
+                // The account's future payout chain on the perfect path —
+                // dates, dynamic amounts (withdrawal % of balance, capped,
+                // × profit split) and cumulative fair-walk reach probability.
+                // The master renders these directly instead of running its
+                // own Monte-Carlo for this account.
+                let futurePayouts: NonNullable<AccountTypeStats['payoutStates']>[number]['futurePayouts'];
+                try {
+                    futurePayouts = projectPerfectPath({
+                        accountId: acc.id,
+                        cfg,
+                        cycleDailyPnL: client.dailyPnL[acc.id] ?? [],
+                        fundTransactions: fundTxns,
+                        balance: cash.amount,
+                        realizedPnL: cash.realizedPnL,
+                        payout: {
+                            withdrawalPct: cfg.withdrawalPct,
+                            payoutCap: cfg.payoutCap,
+                            profitSplit: cfg.profitSplit,
+                            // Same default chain the master's calendar always
+                            // used: configured trailing drawdown, else the
+                            // max-loss size, else $2,000.
+                            drawdown: (cfg.trailingDrawdown ?? 0) > 0
+                                ? cfg.trailingDrawdown!
+                                : Math.abs(cfg.maxLoss) > 0 ? Math.abs(cfg.maxLoss) : 2000,
+                            startHigh: highWater,
+                        },
+                    })
+                        .filter((p) => p.withdrawal !== undefined || p.payoutReady)
+                        .slice(0, 6)
+                        .map((p) => ({
+                            date: p.date,
+                            gross: p.gross ?? 0,
+                            net: p.net ?? 0,
+                            prob: Math.round(p.prob * 10000) / 10000,
+                            stage: p.stage,
+                            ...(p.drain ? { drain: true } : {}),
+                        }));
+                    if (futurePayouts.length === 0) futurePayouts = undefined;
+                } catch (err) {
+                    console.error(`[reporter] payout projection failed for account ${acc.id}`, err);
+                }
+
                 (slice.payoutStates ??= []).push({
                     days: qualifying.length,
                     profit: equityProfit,
@@ -137,6 +180,7 @@ function collectFirmStats() {
                     consistency: effective.consistency,
                     minDays: effective.minTradingDays,
                     lastDay: traded.length > 0 ? traded.reduce((a, b) => (a.date > b.date ? a : b)).date : undefined,
+                    ...(futurePayouts ? { futurePayouts } : {}),
                 });
             }
 

lib/trading-logic.ts

@@ -8,6 +8,10 @@ export interface WithdrawalStage {
     /** Drain stages only: the per-day booked amount (default $5; randomized
      *  $5–$15 by drainDayAmount). */
     minDayPnL?: number;
+    /** Payout overrides for the withdrawal that completes THIS stage; absent
+     *  fields fall back to the account type's defaults. */
+    withdrawalPct?: number;
+    payoutCap?: number;
 }
 
 export interface EffectiveConfig {
@@ -337,6 +341,17 @@ export interface ProjectedDay {
     withdrawal?: number;
     /** Non-staged account completed here; the projection stops. */
     payoutReady?: boolean;
+    /** Cumulative probability of the path having survived through this day,
+     *  under the fair-walk ruin model: each trading day survives with
+     *  room/(room + dayTarget), where room is the distance to the trailing
+     *  liquidation threshold (the per-leg product telescopes to exactly
+     *  this). 1 when no drawdown applies. */
+    prob: number;
+    /** Withdrawal entries: gross amount leaving the account
+     *  (min(withdrawalPct × balance, cap)) and the net the person receives
+     *  (gross × profitSplit). */
+    gross?: number;
+    net?: number;
 }
 
 /** Next weekday after d (YYYY-MM-DD). Trade dates never fall on Sat/Sun. */
@@ -373,10 +388,25 @@ export function projectPerfectPath(opts: {
     /** Trading days to look ahead. */
     horizonDays?: number;
     maxWithdrawals?: number;
+    /** Payout + risk model. Absent fields fall back to: withdraw 50%,
+     *  uncapped, 90% split, no drawdown (prob 1). */
+    payout?: {
+        withdrawalPct?: number;
+        payoutCap?: number;
+        profitSplit?: number;
+        /** Trailing drawdown in dollars for the ruin probabilities. */
+        drawdown?: number;
+        /** Current cycle's end-of-day equity-profit high-water mark. */
+        startHigh?: number;
+    };
 }): ProjectedDay[] {
     const { accountId, cfg } = opts;
     const horizon = opts.horizonDays ?? 40;
     const maxWithdrawals = opts.maxWithdrawals ?? 6;
+    const basePct = opts.payout?.withdrawalPct ?? 0.5;
+    const baseCap = opts.payout?.payoutCap ?? 0;
+    const profitSplit = opts.payout?.profitSplit ?? 0.9;
+    const dd = Math.max(0, opts.payout?.drawdown ?? 0);
 
     const today = currentTradeDateCT();
     let sim = opts.cycleDailyPnL.filter((d) => d.date !== today);
@@ -387,10 +417,34 @@ export function projectPerfectPath(opts: {
     let withdrawals = 0;
     const out: ProjectedDay[] = [];
 
+    // Fair-walk ruin model, mirroring the master's payout sim: the trailing
+    // liquidation threshold follows the end-of-day equity-profit high until
+    // profit reaches the drawdown, then locks at breakeven — and a past
+    // withdrawal means it locked long ago. Within a day the per-leg odds
+    // telescope, so a whole day survives with exactly room/(room + target).
+    let high = Math.max(0, opts.payout?.startHigh ?? 0, balance - cfg.accountSize);
+    if (funds.some((f) => f.amount < 0)) high = Math.max(high, dd);
+    let prob = 1;
+    const dayProb = (dayTarget: number): number => {
+        if (dd <= 0 || dayTarget <= 0) return 1;
+        const threshold = high >= dd ? 0 : high - dd;
+        const room = (balance - cfg.accountSize) - threshold;
+        if (room <= 0) return 0;
+        return room / (room + dayTarget);
+    };
+
     const effectiveNow = () => resolveEffectiveConfig(
         cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity,
         cfg.withdrawalStages, 0, funds, cfg.minDayPnL,
     );
+    /** The payout parameters of the stage currently being traded: per-stage
+     *  overrides when set, else the type defaults. */
+    const stagePayout = (): { pct: number; cap: number } => {
+        const count = funds.filter((f) => f.amount < 0).length;
+        if (count === 0 || cfg.withdrawalStages.length === 0) return { pct: basePct, cap: baseCap };
+        const stage = cfg.withdrawalStages[Math.min(count - 1, cfg.withdrawalStages.length - 1)];
+        return { pct: stage.withdrawalPct ?? basePct, cap: stage.payoutCap ?? baseCap };
+    };
     const qualifyingDays = (minDay: number, excludeDate: string) => (
         minDay > 0
             ? sim.filter((d) => d.date !== excludeDate && d.pnl >= minDay).length
@@ -408,11 +462,13 @@ export function projectPerfectPath(opts: {
             eff.minTradingDays, balance - cfg.accountSize, opts.realizedPnL, cfg.splitEnabled, eff.drain,
         );
         if (plan && plan.dayTarget > 0 && plan.remainingToday > 0) {
+            prob *= dayProb(plan.remainingToday);
             const idx = sim.findIndex((d) => d.date === today);
             const pnl = round2(opts.realizedPnL + plan.remainingToday);
             if (idx >= 0) sim[idx] = { date: today, pnl };
             else sim.push({ date: today, pnl });
             balance = round2(balance + plan.remainingToday);
+            high = Math.max(high, balance - cfg.accountSize);
         }
     }
 
@@ -430,26 +486,41 @@ export function projectPerfectPath(opts: {
         const daysNeeded = eff.minTradingDays > qualifyingDays(eff.minDayPnL, date);
 
         if (plan.dayTarget <= 0 && !daysNeeded) {
-            // Cycle complete — nothing left to trade.
+            // Cycle complete — nothing left to trade. The withdrawal takes
-            const withdrawal = -round2(balance / 2);
+            // the completed stage's share of the EQUITY PROFIT (for a
+            // $0-start account that is the whole balance), capped. Prop
+            // payouts come out of profit, never the funded principal.
+            const { pct, cap } = stagePayout();
+            const rawGross = round2(Math.max(0, balance - cfg.accountSize) * pct);
+            const gross = cap > 0 ? Math.min(rawGross, round2(cap)) : rawGross;
+            const withdrawal = -gross;
             if (cfg.withdrawalStages.length > 0 && withdrawals < maxWithdrawals && withdrawal < -1) {
                 funds.push({ date, amount: withdrawal });
                 balance = round2(balance + withdrawal);
                 sim = []; // withdrawal excludes its day — fresh cycle
                 withdrawals++;
-                out.push({ date, pnl: 0, stage, drain: eff.drain, withdrawal });
+                high = Math.max(high, dd); // a payout locks the trail at breakeven
+                out.push({
+                    date, pnl: 0, stage, drain: eff.drain, withdrawal, prob,
+                    gross, net: round2(gross * profitSplit),
+                });
                 continue;
             }
-            out.push({ date, pnl: 0, stage, drain: eff.drain, payoutReady: true });
+            out.push({
+                date, pnl: 0, stage, drain: eff.drain, payoutReady: true, prob,
+                gross, net: round2(gross * profitSplit),
+            });
             break;
         }
 
         // Extra days (min-day 0, days still owed) book a token dollar so the
-        // day counts, matching the real in-and-out MNQ trade.
+        // day counts, matching the real in-and-out MNQ trade — riskless.
         const pnl = plan.dayTarget > 0 ? plan.remainingToday : 1;
+        if (plan.dayTarget > 0) prob *= dayProb(plan.remainingToday);
         sim.push({ date, pnl });
         balance = round2(balance + pnl);
-        out.push({ date, pnl, stage, drain: eff.drain });
+        high = Math.max(high, balance - cfg.accountSize);
+        out.push({ date, pnl, stage, drain: eff.drain, prob });
     }
 
     return out;

types.ts

@@ -16,7 +16,15 @@ export interface AccountConfig {
     firstDayStop: boolean;    // first cycle day carries a $1,000 account stop - books red and ends
     minDayStop: boolean;      // min-day trades carry a 2x-target stop; next day after a loss rides stopless
     combineCmeHolidays: boolean;  // true = CME holiday sessions count with the next full trading day (Apex-style)
-    withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number }[];  // per-stage fresh profit + consistency (empty = use base values); drain = spam-withdraw stage
+    withdrawalStages: { profit: number; consistency: number; minTradingDays: number; drain?: boolean; minDayPnL?: number; withdrawalPct?: number; payoutCap?: number }[];  // per-stage fresh profit + consistency (empty = use base values); drain = spam-withdraw stage
+    /** Payout model, from the master's payout settings (absent on old masters):
+     *  withdraw withdrawalPct of balance (capped at payoutCap) per cycle,
+     *  receive profitSplit of the gross; trailingDrawdown feeds the ruin
+     *  probabilities. */
+    withdrawalPct?: number;
+    payoutCap?: number;
+    profitSplit?: number;
+    trailingDrawdown?: number;
 }
 
 export interface FirmConfig {