The window is a funded-account rule
High-impact news straddling is prohibited on funded accounts in the two minutes before the release and the two minutes after it. That is a straddle ban, not a instruction to flatten every runner you have held for a day, and it is not a license to open a fresh bracket around the number. Read it as: do not game the timestamp. If your funded play is to buy and sell the spike itself, it belongs outside CTI or it belongs to a different hour.
The 2-step evaluation is a different stage from the funded book. Do not rehearse a news bracket for weeks and then act shocked when the payout account forbids it. Sign up on Venasri with two profiles if you must, one for the exam and one for the funded window. One profile that does both will eventually do the banned one on the day it pays.
A slipped stop is still 5% math
CPI, NFP, and FOMC stops that slip count immediately against the daily loss. On a $100,000 2-step account that line is $5,000, from the higher of balance or equity at 00:00. A gold stop that was 60 pips and fills 180 pips away, on 1.00 lot at $10 per 0.10, is an extra $1,200 you did not plan. There is no news rebate. The 1-step day is $4,000, so the same slip is a larger share of the session.
Being flat is legal. Being stopped is legal and expensive. Being in a fresh straddle inside the window is the compliance problem. Bot controls should block new funded entries in that short window and leave existing protected holds alone unless you have chosen to flatten them. Do not use a flatten-all preset copied from a firm that bans holds entirely. CTI weekend and overnight holds are allowed.
The news window does not pause the 60-second stop rule
Every CTI trade needs a stop inside 60 seconds of the fill, news hour or not. Traders skip the stop because they expect to be out in seconds around a print. If the print pauses, they are naked, and naked is its own breach. Place the stop first. If you do not know the stop, you do not have a news trade. You have a hope.
Request count still matters. Editing the stop ten times as the spread widens spends the 2,000-request day and can leave the last edit unaccepted. One structural stop, then hands off the mouse. The smart trail on 1-step and the static 10% on 2-step are both still live during the print. News is not a timeout from drawdown.
Arm the flatten before the timestamp, not after the candle
Equity Guard should already be at about $4,250 of daily loss on a $100,000 2-step book before the release. On 1-step use about $3,250. The guard may slip too, which is why it sits $750 inside the 2-step line. Firing it at $5,000 is asking the firm to do your risk management by closing the account.
Three profitable days of 0.5% are still required in the phase. A news loss that spends the day also spends the chance to print a qualifying day. You can be compliant with the window and still fail the calendar if every session is a coin flip on the print. Trade the other 23 hours. The release will still be there next month, and the $500 monthly salary story only exists if the funded book survives this one.
