Definition
Minimum trading days
The fewest distinct days you must place trades before passing a phase or requesting a payout.
Typical values: 3–10 days per evaluation phase, sometimes per payout cycle. A 'trading day' usually means at least one executed trade that day — check whether size matters.
The rule blocks one-day lottery passes and stretches the evaluation of even a fast strategy; it's one of the quiet reasons 'pass in a day' marketing doesn't survive the terms.
Related terms
General industry definitions — individual firms define terms differently in their own ToS; the decoded rulebook for each firm is the source of truth. Educational, not financial advice.