Simulated stages
Disclosures
A serious options evaluation desk says the uncomfortable parts in public.
Mayospell states the simulated-versus-live distinction, performance-stat boundaries, and options-specific risk notices directly so traders can assess the product before purchase.
Live stage
Not offered
Outcome history
Not published
Live call-up
Discretionary
Public notice snapshot
Disclosures should explain the product, not merely protect the company.
This is where Mayospell starts to feel operationally adult: public notice language, real category context, and explicit options risk.
Mayospell disclosures snapshot: August 23, 2026. Published from Mayospell's current simulated-options product, funded-simulation rules, options-risk notices, and evidence policy. Mayospell outcome statistics are not published until an auditable history exists.
Simulation should be impossible to miss
Mayospell names the Options Combine and Funded Simulation as simulated environments using real market data, and repeats that distinction at purchase, in the room, and at payout.
Performance stats belong in public
Mayospell will publish annual trader outcomes only after the sample, measurement window, and audit trail are ready. Until then, the page says not published instead of borrowing a category statistic.
Risk language is product design
Disclosures are not legal wallpaper. They teach the trader what kind of relationship this really is, what can go wrong, and what is still only aspirational.
Options need even sharper warnings
Exercise, assignment, liquidity, spread width, event volatility, and early-exit pressure make options disclosure more demanding than a generic trading rulebook.
Truth table
These are the statements the public site should make plainly.
The line between evaluation, funded simulation, and live capital should stay unmistakable across the whole Mayospell machine.
Surface
Current product truth
Mayospell operating policy
Why it matters
Options Combine
The Mayospell Options Combine is a simulated trading environment using real market data; the trader is evaluated against the published options rulebook.
Mayospell should label the combine as simulated on pricing, checkout, dashboard, payouts, and every seat screen without softening the wording.
The product should never let payment be mistaken for real capital deployment.
Funded Simulation
Mayospell's Funded Simulation is also simulated, even when a seat becomes eligible to request a payout under the published lane policy.
The funded options lane should say plainly that payout eligibility and live status are different things until a discretionary live call-up actually happens.
This is one of the biggest trust traps in the category.
Live Funded Account
Mayospell does not currently offer live brokerage capital. Any future Live Desk relationship would be separately documented with its broker, execution model, jurisdiction, and risk contract.
If Mayospell offers live options capital later, it should name the exact broker, execution model, and jurisdiction boundaries on the public site before onboarding anyone.
Live capital claims need operational proof, not romance.
Annual performance statistics
Mayospell has not published annual pass, payout, or live-allocation rates. The product will show a dated methodology and audited denominator before publishing those figures.
Until that evidence exists, the public value is Not published; no third-party or category rate is presented as a Mayospell result.
Public outcome statistics are one of the cleanest anti-hype signals a prop firm can offer.
Educational and performance disclaimers
Mayospell pairs Desk TV, coaching, and performance stories with plain risk and non-advice language instead of presenting content as a recommendation.
Desk TV, playbooks, recaps, and coach pods should all carry non-advice and suitability language, especially around event weeks and higher-volatility structures.
Options education gets dangerous fast if content sounds like a command.
System and conduct notices
Mayospell's notices and rules explain how unsupported fills, prohibited conduct, assignment-sensitive structures, data outages, and platform realities can affect the relationship.
Publish an options-specific notice ladder around unsupported fills, assignment-sensitive structures, local automation failures, data outages, and payout-quality review.
Hidden reasons for denial or closure make the whole model feel rigged.
Notice stack
Simulation and payout notice
A simulated account can still be payout eligible. That does not make it a live brokerage account, and the site should repeat that distinction everywhere the trader might blur it.
Performance-statistics notice
Mayospell outcome rates are not published until the firm has a dated sample, a clear denominator, and an auditable calculation. No outside rate is presented as Mayospell performance.
Options risk notice
Listed options can lose value quickly, widen dramatically around events, and create exercise or assignment problems before expiration. Position review has to acknowledge that real shape, not generic risk boilerplate.
Liquidity and fill notice
Quoted prices, midpoint fantasies, and paper exits can look much better than executable fills. The evaluation should disclose when the desk overrides unrealistic option marks.
Automation notice
API access, alerts, local scripts, and external tooling can fail for member-local reasons. The desk should publish where platform responsibility ends and trader-device responsibility begins.
Educational-content notice
Streams, coaches, playbooks, and examples exist to educate, not to guarantee suitability or profitability for any one trader, account, or event week.
Public statistics
Options Combine completion
Not published
Most traders do not pass. The funnel should say that publicly instead of implying that payment plus effort naturally becomes funding.
Funded traders reaching one payout
Not published
Getting funded and actually extracting cash are different hurdles. A serious site shows both.
Funded Simulation traders reaching one payout
Not published
The deeper the relationship gets, the more honest the business should be about how rare clean sustained performance still is.
Traders receiving live allocation
Not offered
The live dream is real but rare. Public expectations should stay honest about that.
Publishing beliefs
The best disclosure page is the one that keeps marketing from drifting into fiction.
Especially in options, the honest version of the product is stronger than the vague one.
Do not let outside statistics read like Mayospell statistics.
Repeat the simulated-versus-live distinction often enough that a tired trader still cannot miss it.
Options-specific risk deserves first-class disclosure, not a futures-flavored copy paste.
A disclosure page should lower confusion and resentment, even if it slightly lowers conversion.
The right time to publish a hard number is after it becomes true, not when the brand wishes it were true.
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