Prove the pattern
Trade a simulated account and hit the target without breaching the loss limit. No race clock. No hidden second phase.

A rule-first evaluation for options traders. Show us repeatable edge in a simulated account, then unlock a funded seat and a transparent path to payouts.
Built for the way options actually move.
Lanes
03
Phases
01
Clock
None
SPY · QQQ · INDEX · 0DTE · US EQUITY OPTIONS
Simulated evaluation · Manual program review · Clear risk rails
Enter the systemThe Mayospell system
A combine should test your process, not your patience. Mayospell turns options discipline into three clear movements.
Trade a simulated account and hit the target without breaching the loss limit. No race clock. No hidden second phase.
Liquidity, premium, event-risk, and assignment-aware controls turn options behavior into a rulebook you can actually trade.
Pass the combine, enter a funded simulation seat, build qualifying days, and request payouts through a visible review path.
Account sizes
50K, 100K, 150K
Launch payout split
80 / 20
First payout gates
12 or 10 days
Activation model
2 paths
Choose your arena
Mayospell public pricing snapshot, August 19, 2026. Pick the buying power that matches your process—not your ego.
Compare every rule$49
Per month / standard path
$99
Per month / standard path
$199
Per month / standard path
The pass sequence
Start with 50K, 100K, or 150K and decide whether you want the cheaper standard path or the no-activation-fee path with optional responsible-trading pricing.
Respect loss limits, size caps, the 30% / 70% evaluation concentration rules, and the no-overnight-hold cutoff while building the scorecard.
Hit the profit target with at least 7 active days, 5 profitable days, and both evaluation concentration tests, then keep that discipline in the funded seat.
Use the 12-day standard lane or 10-day consistency lane. Both require 8 qualified days and use reserve-first payout math.
Mayospell uses the funded seat as the proving ground before discretionary live allocation, not as the final fantasy itself.
The desk after checkout
A future desk layer can open to levels, a catalyst calendar, volatility posture, and approved playbooks. The launch member product does not publish a daily prep feed.
The launch ledger keeps orders, fills, positions, and scorecard math. Thesis notes, chart context, replay, and journal attachments are not yet operating features.
The server enforces tier size, quote freshness at fill, 0DTE and session cutoffs, daily loss, trailing max loss, no-overnight handling, and account-specific lockouts. Per-strategy and event-approval gates are not yet wired.
Active book
SPY 0DTE
Daily P&L
+$418
Risk used
34%
Qualifying
06/08
Today's rails
Liquidity
Spread and volume checks passed
Event risk
No blocked macro windows
Premium cap
34% of daily allowance used
Standard payout lane
12 active days + 8 qualifying days
Consistency payout lane
10 active days + 8 qualifying days
Options, not futures cosplay
The published policy names expiry, assignment, spread-width, and event-risk controls. At launch, /trade enforces the 0DTE and no-overnight clocks plus long-only position effects; the remaining permission gates are explicitly planned.
The launch desk requires a fresh provider quote for fills and marks positions from executable prices. Contract-volume, bid-ask-width, and premium-budget gates remain policy work until their server rules are shipped.
The current /trade surface gives you the chain, quote context, ticket, positions, orders, fills, and scorecard. Research prompts, setup journals, replay, and paper-fill review are planned member tools, not hidden launch functionality.
High-quality options trading is nuanced. The current product records deterministic account and order state; staffed review, policy exceptions, and live allocation are unavailable until a real review service exists.

Choose a combine, learn the rails, and begin proving the process you already believe in.
Begin your evaluation