One-Sided Bets

FTMO invented the rule and still pays anyway. A number of firms copied the excuse, not the payout.

What it actually is

A one-sided bet is directional bias pushed past the point of listening to the market: staying committed to one side and trying to force the outcome with size, even as the trade keeps showing you it isn't working. It isn't "having a bias," every trader has one, and it isn't "being wrong," being wrong is just trading. It's specifically the combination of the two: wrong, and responding to being wrong by adding size to the same side instead of managing the position or standing down.

Where it came from

FTMO popularized this rule, and there's public, documented evidence of them invoking it, traders showing their own account history after being terminated for exactly this pattern. The detail that matters: there's no reported case of FTMO using it to deny a payout. When they invoke it, the account is closed going forward, whatever was already earned still gets paid. The rule, as FTMO uses it, is about ending a relationship with a trader they don't want to keep funding, not about clawing back money already owed.

What some firms did with it

A number of firms have since added a version of the same rule to their own terms. Same name, same wording in most cases, different consequence. Where FTMO's version separates "we're ending this" from "you don't get paid," several firms that copied the rule apply it as grounds to deny or reduce a payout directly, not just to terminate. Ask most of them for a concrete definition, a threshold, an example, anything checkable, and you get the published wording read back to you, restated in slightly different words, no number attached. That pattern, vague rule, no checkable threshold, invoked at the payout window rather than during ordinary account review, is worth treating as a real signal on its own.

Why does this rule even need to exist

Nearly every prop firm contract already includes a plain termination clause: the firm can end the relationship at will, no cause required. If "one-sided bets" only existed to let a firm stop working with a trader it doesn't want anymore, it wouldn't need to exist at all, that right is already there, unconditionally. The only thing a named, "for cause" rule like this adds on top of an at-will termination is a reason to point to when a payout is on the line. That's not a coincidence, it's the functional difference between how FTMO uses it and how the firms that copied it tend to.

It's also largely redundant as a risk-management tool. Escalating size to force a losing direction to work is already covered by a Martingale rule if the sizing increases after losses, and by Open Risk regardless of direction, since that caps total floating exposure no matter which way it's built up. A firm running both of those rules doesn't need a third, vaguer one to catch the same behavior, unless the third rule is doing a different job than risk management.

The two sides