TL;DR: A Propr agent you build on Trigr can now run up to 52 strategies, one per market, each with its own allocation of the challenge's starting balance and its own position size inside it. More strategies do not make a challenge safer on their own. Crypto perps tend to lose on the same days, and a challenge ends on one bad day. Keep total allocation at or under 100% to start, run the rules check, use Optimize sizing, and leave a buffer well above the minimum.
What changed for Propr agents?
Until 2026-10-12, a Trigr agent held at most six strategies. Self-built agents on every venue, Propr included, can now hold up to 52. Two rules stay the same: each strategy trades a different market, and each sizes its trades with its own RISK settings (size, stop, target, leverage).
Trigr's house plans on Discover › Propr have not changed. A plan is a curated offer that holds at most six strategies with allocations summing to 100%. If you want more strategies on a challenge, you build the agent yourself.
The mechanics of connecting a Propr account, the API key and custody are covered in our Propr trading agent guide. Propr keeps custody of its challenge capital. Trigr places and closes trades through your key.
How does sizing work on a Propr challenge?
Each strategy has an allocation from 1% to 100%. The allocation is the share of equity set aside for that strategy. Its own position size decides how much of that slice each entry commits. On Propr, equity means the challenge's starting balance. Paper agents size from the agent's capital and Hyperliquid agents from the account's marked equity, so the same allocation can mean different dollar amounts on different venues.
Inside its allocation, a strategy applies its own position size and leverage. A worked example on a $10,000 challenge:
| Setting | Value | Result |
|---|---|---|
| Allocation | 5% | $500 for this strategy |
| Position size (RISK node) | 100% of allocation | $500 of margin per entry |
| Leverage | 2x | $1,000 of notional per entry |
| Stop distance | 2% | about $20 lost if the stop fills |
Twenty strategies set up like this, each sized at 100% of its allocation, commit 100% of the starting balance. Forty of them commit 200%. The builder shows a committed-% line with the total and warns when it passes 100%.
Why is oversubscription riskier on a challenge?
Allocations may add up to more than 100%. The account still never carries more open margin than it has. When a strategy signals an entry that does not fit the free margin left at that moment, Trigr skips the entry and does not resize it. The entry whose signal bar closed first wins, and entries on the same bar go in the order the strategies are listed in the agent.
On a personal account that is a capital-efficiency tool: strategies that are flat most of the time share margin. On a challenge, it changes the shape of your worst day. Compare two agents on the same $10,000 challenge, each with 2x leverage and 2% stops:
| Agent | Strategies | Allocation each | Total | Positions at full margin | Loss if all open stops fill |
|---|---|---|---|---|---|
| A | 20 | 5% | 100% | 20 | about $400 |
| B | 20 | 10% | 200% | 10 | about $400 |
The fully deployed worst case is the same, about 4% of the balance before fees. The difference is how often you get there. Agent A reaches full margin only when all 20 strategies are in trades. Agent B reaches it when any 10 are. On an ordinary day with five open positions, B carries twice A's exposure.
Signals also cluster. A sharp market-wide move triggers many crypto strategies on the same bar, often in the same direction. The first ten to fire fill Agent B's margin, and those ten are likely to be correlated. Propr's daily loss limit is judged on equity, and a momentary touch is enough to breach. Correlated positions that all lose on one day are exactly what ends a challenge. Our daily loss limit guide works through the midnight snapshot and open losses.
The limits themselves are set by Propr. At the time of writing, Propr's rules page lists a 3% daily loss limit on the 1-Step challenges and 5% on the Classic 2-Step, with maximum drawdowns from 3% to 8% depending on the type. Read the current rules for your account before you size anything.
What does the rules check do with many strategies?
After you pick the challenge account in the deploy flow, Trigr replays the agent's combined backtest under that account's daily-loss and drawdown rules. Every UTC day of the backtest is treated as the start of its own challenge, and the check reports the worst day, the maximum drawdown and pass statistics where the account has a target.
The combined backtest works in two modes:
- Total allocation at or under 100%. Each strategy is simulated as its own sleeve, and the results are combined.
- Total above 100%. The replay runs one shared-margin simulation of the whole book, with the same first-come skip rule the live agent uses. The builder's preview line shows how many entries were skipped and names the strategies that skipped most.
Read the skipped-entry line closely. A strategy that skipped many entries in the simulation would often have been crowded out live too, so its backtest stats overstate what it adds to this agent. Skips that bunch on the same dates show where your strategies fire together.
The preview caches per-strategy results, so moving a slider re-weights them quickly even with 52 strategies, while the total is 100% or less. Above 100% the preview re-runs. A cold run can queue and shows progress. The preview may be up to one day stale, and it shows a "Data through" date.
How does Optimize sizing help?
If the replay breaches a limit or leaves less than a 0.5% buffer, Optimize sizing shrinks every position and re-runs the replay until it fits with that buffer. With many strategies, smaller positions also cut the cost of the clustered days described above.
Treat the 0.5% buffer as a floor. The replay measures a position held across midnight one day at a time, while Propr measures the day's loss from the balance before it opened. Gaps can fill stops past their level. Our challenge position sizing guide explains why a worst day from history is a minimum estimate.
What is the $11 minimum per entry?
Propr routes orders to Hyperliquid, which needs at least $11 of notional per entry. Hyperliquid's trading documentation covers its order and margin rules.
- Six strategies or fewer. Trigr does not refuse the agent, but keep every entry above $11: Propr can reject smaller orders.
- More than six. Every strategy must clear $11 on its own sizing. If one does not, the agent is refused with a message naming the strategies that fall short and the challenge size that would work.
Propr checks this when you pick the challenge account, and again at Start. An example: 40 strategies at 2.5% each on a $5,000 challenge give each strategy $125. A strategy that sizes 5% of that at 1x opens $6.25 of notional, below $11. It would need a challenge of about $8,800 or more at those settings. Fewer strategies, larger allocations or a larger challenge all fix it.
A conservative setup recipe
- Pick strategies for different behavior. Mix trend, breakout, mean reversion and two-way strategies across timeframes. Ten strategies on ten altcoins with the same trend rule behave like one position. Our strategy correlation guide shows how to estimate the real number of independent bets.
- Keep the total at or under 100%. An agent at or under 100% sizes exactly as agents always have, and the worst day equals all positions open at once. Oversubscribe later, and modestly, once you have a forward record.
- Use low leverage. At 1x to 2x, a cluster of stops stays far from the daily limit. The builder's leverage note shows roughly how far a leveraged strategy can move against you before liquidation (100 divided by leverage, as a percent, less with maintenance margin and fees).
- Do the worst-day arithmetic. Add the stop loss of every position that can be open at once, plus fees. Assume correlated positions all stop out on the same day. Keep the total well under the daily limit in dollars.
- Run the rules check and Optimize sizing. Then shrink a little more than it asks.
- Check the $11 minimum. Confirm every strategy clears it on your challenge size before you pay a fee.
- Forward-test the lineup on paper. A paper agent runs the same strategies at live prices, net of fees. It models no slippage or funding.
- Watch the first days. Look at how many positions open at once and whether entries are being skipped. Pause the agent if exposure looks larger than you planned.
Our post on position size and allocation in oversubscribed agents covers the skip rule in more depth, and the trading agents docs list the builder settings.
When does a many-strategy agent fit a challenge?
It fits when the extra strategies add different behavior and the combined worst day stays well inside the rules. It fits poorly when the strategies are near copies of each other on correlated coins, or when the sizing needed to clear $11 on every strategy pushes the worst day toward the limit. In those cases a six-strategy agent or one of the house plans may be the better tool. Prop firm challenges are demanding by design, leveraged perpetual futures can lose more than you expect, and a single breach ends the attempt.