1. Capital can be lost
Boom & Crash synthetic indices can move rapidly and may be traded using leverage. Losses can be substantial. Use only money you can afford to lose and understand the broker’s product terms and protections before trading.
A signal subscription does not insure your trading account or guarantee capital, profit, a fixed return or a particular win rate.
2. Your execution can differ
Prices, spreads, fees, liquidity, platform latency, order timing and slippage affect results. A stop-loss order does not guarantee an exact exit price or a maximum loss during rapid moves. A displayed or reported target observation may not match your executed result.
3. General signals and limitations
Signals are trade ideas and general market information, not a personal assessment of your finances, investment objectives or experience. You decide whether a trade is appropriate and are responsible for entering and managing it.
Signals can be late, missed, invalidated or wrong. Systems and external delivery platforms can be interrupted. Check the latest update and avoid treating stale or cancelled signals as current instructions.
4. Results are not promises
Past outcomes, demo examples, screenshots, target observations and backtests do not establish future performance. This website publishes no independently audited performance record or win-rate claim. Hypothetical illustrations are labelled and must not be treated as live signals.
Where outcomes are reported, open, expired, cancelled and unverified cases need to be distinguished from confirmed target or stop observations. Signal outcomes are not a substitute for an individual broker statement.
5. Before you trade
Learn the exact instrument and contract specification. Practise order entry and position sizing on demo. Allow for fees, margin and slippage; a minimum available lot size may still be too risky. Seek independent professional advice where you need help assessing suitability.
Read the subscription terms and contact us about service availability before paying for access.