TPThe Trading Playbook

Updated 2026-03-08

Quant Tekel News Trading Policy Rule Explained

Quant Tekel
Quick Answer

Quant Tekel allows unrestricted news trading on all high-impact economic events during challenge and funded phases.

This policy applies to all major economic announcements like NFP, FOMC, CPI, and GDP releases across all account sizes. There are no trading restrictions before, during, or after news events, and no special position sizing requirements. Since news trading is fully permitted, there are no consequences for trading during high-impact events.

Key Rule Details

Policy
Allowed
Detail
No trading restrictions - news trading welcomed
Applies To
All high-impact news (NFP, FOMC, CPI)
Enforcement
Automated — breach triggers account review
Phases
Challenge and Funded

Calculation Example

Account Size: $5,000News Trading Policy: No restriction
Account Size$5,000
News Trading Policy LimitNo restriction
Scenario: Closed P&LNFP release at 8:30 AM ET
Scenario: Floating P&LTrading permitted
Total ExposureNo action required
Remaining BufferFull freedom
Limit used:0%

Common Mistakes

Avoiding profitable news setups
Many traders unnecessarily avoid trading major economic events like NFP or FOMC meetings, thinking all prop firms restrict news trading. At Quant Tekel, this means missing high-probability setups that could generate significant profits. For example, avoiding a 50-pip NFP move on EUR/USD with proper position sizing could cost you hundreds in potential profits.
Over-leveraging during news events
Traders often increase position sizes dramatically during news events, thinking the permissive policy means unlimited risk is acceptable. While news trading is allowed, you still must respect daily loss limits and maximum drawdown rules. Risking 5% on a single news trade on a $50,000 account could trigger other rule violations even though news trading itself is permitted.
Confusing news policy with execution
Some traders assume the permissive news trading policy guarantees good execution during volatile periods. Quant Tekel allows news trading but cannot control broker spreads, slippage, or requotes during high-impact events. Poor execution during NFP could still result in larger losses than anticipated, affecting your overall account performance.
Ignoring other rule interactions
Traders focus solely on the news trading permission and forget other account rules still apply during news events. Trading news aggressively while ignoring maximum daily loss limits or consistency rules can still lead to account violations. A $2,000 loss during FOMC on a $50,000 account might breach daily loss limits regardless of news trading being allowed.

Protection Strategies

Develop news-specific position sizing rules
Create predetermined position sizes for different news events based on historical volatility and your risk tolerance. For high-impact events like NFP, consider reducing normal position sizes by 25-50% to account for increased volatility. This allows you to capitalize on Quant Tekel's permissive policy while maintaining consistent risk management across all trading scenarios.
Use pending orders for news execution
Place pending buy-stop and sell-stop orders 10-20 pips away from current price before major announcements to ensure execution. This strategy takes advantage of Quant Tekel's unrestricted news policy while avoiding the execution issues that often occur during high-volatility periods. Set appropriate stop losses and take profits before the news release to manage risk automatically.
Monitor spreads and trading conditions
Set up alerts to track spread widening and liquidity conditions 30 minutes before major economic releases. Many brokers widen spreads significantly during news events, which can affect profitability even when trading is permitted. If EUR/USD spreads exceed 5 pips during news, consider waiting for normalization rather than forcing trades in poor conditions.
Focus on post-news continuation patterns
Rather than trading the immediate news spike, wait 5-15 minutes after major releases to identify continuation or reversal patterns with better risk-reward ratios. This approach leverages Quant Tekel's unrestricted policy while avoiding the most volatile and unpredictable moments. Post-news trends often provide clearer technical setups with more manageable risk parameters.

Related Rules

Payout Split & Schedule
N/A
EA & Bot Policy
Allowed

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Frequently Asked Questions

Disclaimer: This guide is for informational purposes only and does not constitute financial advice. Prop firm rules change regularly — always verify current terms on Quant Tekel's official website before purchasing a challenge. Updated 2026-03-08.