Mayospell combines fixed public pricing, standard and no-activation paths, a one-step simulated evaluation, payout-eligible funded simulation, and an options-first trading desk.
Standard path
Monthly combine fee plus activation when you unlock a funded seat.
No activation fee path
Monthly combine fee only, with the activation built into the path.
Choose a lower monthly Standard plan with a $149 activation after passing, or a higher monthly No Activation plan with the handoff cost included.
Mayospell public pricing snapshot: August 19, 2026. Current Mayospell launch pricing for the 50K, 100K, and 150K options-combine lanes. Prices, pass rules, and activation choices are published here so a trader can model the full path before checkout.
50K Options Combine
Short-premium-curious traders who still need tight premium discipline.
Funded payout caps: $1,000 first / $2,000 mature standard, $1,250 first / $2,500 mature consistency.
Responsible-trading discount can be applied at XFA activation.
Daily loss lock effect: Same caps; DLL changes price, not release limits.
100K Options Combine
The core lane for repeatable intraday options flow and clean scorecards.
Funded payout caps: $1,500 first / $3,000 mature standard, $2,000 first / $4,000 mature consistency.
Responsible-trading discount can be applied at XFA activation.
Daily loss lock effect: Same caps; DLL changes price, not release limits.
150K Options Combine
The flagship lane for traders already managing size, event risk, and review pressure.
Funded payout caps: $2,250 first / $5,000 mature standard, $3,000 first / $6,000 mature consistency.
Responsible-trading discount can be applied at XFA activation.
Daily loss lock effect: Same caps; DLL changes price, not release limits.
These are the program mechanics Mayospell publishes before a trader chooses a combine.
The floor equals intraday high-water equity minus the tier's published max-loss amount. It updates upward with new equity highs, never moves down, and permanently locks a scored lane when reached.
A daily loss lock is not cosmetic. It shapes trader behavior and can enable pricing discounts, but it does not buy a larger payout under the launch policy.
Passing the combine is not the end state. The funded simulation seat is the proving ground before any real capital conversation.
Winning day thresholds, consistency math, and request caps are front-and-center because they drive trader expectations.
The site walks from combine purchase to funded-seat behavior to the live-desk aspiration, which is what a serious prop-style product needs.
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.
Mayospell uses two strict lanes with explicit day counts, concentration ceilings, reserve-first release math, and no overnight holds.
Standard payout lane
The baseline funded-simulation lane. It remains strict enough to protect the reserve while giving more concentration room than the consistency lane.
Consistency payout lane
Two fewer active days than Standard, in exchange for materially tighter profit-distribution limits.
This is the Mayospell distinction: clear pricing creates the structure, and the options desk makes the product useful every day.
A funded trader opens to the day's levels, catalyst calendar, volatility posture, and pre-approved playbook set.
Each trade idea keeps the thesis, chart context, option structure, and post-trade notes attached to the scorecard.
The system can enforce per-strategy limits, expiration windows, and event-risk blocks instead of only counting dollars.
The community layer publishes opening notes, midday recaps, debriefs, and reviewed examples of clean execution.
The public product story shows Mayospell's software around the combine: seat-aware order entry, a market strip, execution audit, and a journaled review loop.
The terminal confirms lane, account ID, seat ID, contract, side, quantity, and limit premium before routing. A changed account invalidates the staged review.
A trader can move from symbol watchlist to expiration and strike discovery, live top-of-book bid and ask, starter Greeks, and underlying bars. Full depth is not claimed.
Open positions, working and completed orders, recent fills, cancel or replace actions, and close-position controls sit beside the ticket.
The terminal shows pass criteria, high-water equity, trailing floor, daily loss, concentration, and durable breach state. It does not pretend to auto-capture screenshots or a support bundle.
These options-specific controls and desk tools distinguish Mayospell from a generic evaluation funnel.
Mayospell layers in rules futures firms do not need: expiry-week sizing, assignment avoidance, spread-width limits, and earnings-event lockouts.
Contracts need minimum volume, maximum spread width, and per-trade premium caps so the evaluation does not reward sloppy fills.
Research prompts, Pine generation, setup journals, and paper-fill review live in the same product instead of hanging off the side.
High-quality options trading is nuanced. Mayospell keeps a human review layer before live allocation or policy exceptions.
Each stage moves from rule discovery to evaluated trading, payout-eligible simulation, and ongoing desk support without implying a live brokerage allocation.
Publish the Mayospell pricing ladder, pass math, and funded-seat handoff in one connected flow so traders always know the next state.
Make the payout lanes, risk controls, and review workflow tangible enough that traders can imagine staying in the product for months.
Use funded-seat behavior, not just raw profitability, to decide who earns access to real options buying power and larger structures.
Pricing, rule enforcement, payout eligibility, support timing, and simulated-program boundaries are documented before purchase.
No. The current product shape centers on a simulated combine and funded-seat workflow, with live allocation treated as a later discretionary layer.
A clear monthly lane, explicit pass target, and visible activation choice make the purchase easy to understand. The differentiation is the options rulebook and the desk software around it.
Mayospell adds contract liquidity filters, strategy-type permissions, event-risk policies, premium sizing controls, and reviewable research artifacts that futures products do not naturally cover.
Standard requires 12 active and 8 qualified days with 30% / 65% concentration ceilings. Consistency requires 10 active and 8 qualified days with 25% / 60% ceilings. Both use reserve-first release math, a 14-day cadence, no overnight holds, and an 80/20 split for the first three approved payouts before 90/10 begins.
No. The launch combine requires at least seven active days and five profitable days, and the standard versus no-activation path decision stays fixed after purchase.
Live allocation is not currently offered. Any later live call-up will require a separately published broker, jurisdiction, underwriting, cost, and risk contract.