Quick Answer — FFF News Trading — Quick Reference
- • All Tier 1 events permitted: FOMC, CPI, NFP, ECB, BoE
- • No flattening requirement before or after news releases
- • No time-window restrictions (no 2-min or 5-min buffer rules)
- • Same policy applies eval and funded stages
- • Risk responsibility shifts entirely to trader during volatile windows
Drawdown is what ends most evaluations at FFF — picking the right model (EOD vs Intraday vs EoP) eliminates whole categories of accidental breach. Full breakdown in my FFF rules guide, or read my complete FFF review. Sign up at Funded Futures Family with code FFF or check the Help Center.
News trading is one of FFF's clearest structural differentiators. Most US futures prop firms enforce 2-minute or 5-minute restricted windows around scheduled Tier 1 events — flatten positions before the release, wait until after volatility settles. FFF imposes no such windows. The Help Center is explicit: news trading is permitted across all accounts and stages, including Tier 1 events.
This article covers the news trading policy in detail with risk-management considerations for traders coming from firms with restricted news windows. I haven't personally tested Funded Futures Family. Every parameter below is sourced from the FFF Help Center news-trading-policy article retrieved 2 May 2026.
What the policy says
The Help Center is unambiguous: "Trading during news events is permitted across all accounts." And further: "You are no longer required to flatten positions before or after Tier 1 news events."
Three specific implications:
- No pre-release flattening. A trader holding a position 30 seconds before FOMC release does not need to close. Position can be held through the release.
- No post-release flattening. A trader entering a position 10 seconds after a CPI surprise does not violate any time-window rule. Position can be opened and managed normally.
- No timed restrictions. No 2-minute window, no 5-minute window, no 30-second pre/post buffer. Trading is continuously permitted from session open to 4:15 PM EST close, including across scheduled news.
What "Tier 1 events" includes
The Help Center references Tier 1 by name. The standard futures prop firm Tier 1 list includes:
- FOMC — US Federal Reserve rate decisions and statements
- CPI — US Consumer Price Index releases
- NFP — US Nonfarm Payrolls (monthly employment report)
- ECB rate decisions — European Central Bank policy meetings
- BoE rate decisions — Bank of England policy meetings
- Other major central bank decisions — typically including BoJ (Bank of Japan), RBA (Reserve Bank of Australia)
- GDP releases (US, Eurozone) — quarterly economic measurements
- PMI releases — purchasing managers' index data
The Help Center doesn't enumerate every event by name but the "Tier 1" framing implies any major scheduled high-impact event qualifies. For traders who maintain economic calendars (Forex Factory, Investing.com), Tier 1 events are clearly flagged with three-bar/red icons.
Same policy across eval and funded
The Help Center frames the policy as universal: "No differentiation between evaluation and funded accounts regarding news trading is mentioned."
This matters because some firms apply different rules to eval versus funded — relaxed eval rules to make passing easier, tighter funded rules to manage risk. FFF doesn't split the policy this way. If news trading is permitted in eval (and it is), it's permitted in funded.
Risk responsibility shifts to the trader
The Help Center is explicit on the trade-off: "Traders are still expected to demonstrate consistent and responsible trading behavior at all times."
And further: "Market conditions may cause gaps, slippage, and data delays" during high-impact events. The company disclaims liability for execution irregularities in simulated trading environments.
In practice, this means:
Slippage is the trader's risk. A position opened at $5,150 ahead of NFP that gets stopped at $5,148 because of a $200 gap is the trader's loss to absorb. FFF won't refund the slippage delta.
Data delays are the trader's risk. If platform data lags during a release, causing a fill price different from what the trader saw, FFF won't reimburse.
Gaps are the trader's risk. Some Tier 1 events produce 5-10 tick gaps in seconds. A trader long going into the release captures the gap if it goes their way and absorbs it if it goes against them.
For traders structurally positioned for news (event-driven, macro, or directional bets ahead of releases), this risk-tradeoff is acceptable — the upside is the structural permission to trade through events without artificial flattening rules.
How FFF news policy compares to competitors
| Firm | News Trading Policy |
|---|---|
| Funded Futures Family | All events permitted, no time windows |
| Topstep | Permitted with risk-management caveat |
| Apex Trader Funding | Permitted (current 4.0 policy) |
| Alpha Futures | Advanced/Zero plans: permitted; Standard: 2-min buffer |
| MyFundedFutures | Permitted with risk caveat |
| Lucid Trading | Permitted |
| TradeDay | Permitted |
Most major US futures prop firms have moved toward permissive news-trading policies in 2025-2026 after years of stricter regimes. FFF's position is competitive — fully permissive, no time windows. The historical 2-minute or 5-minute pre/post-release flattening rules common at major firms a few years ago are largely gone.
For traders coming from firms with restrictive news policies, the structural shift to FFF should feel relief — the constraint disappears.
Risk management practices during news
Even though FFF imposes no rules, smart traders apply their own risk management around scheduled releases. Common practices:
Pre-release sizing reduction
Reducing position size 5-10 minutes before scheduled releases. A trader who normally trades 5 contracts may scale to 1-2 contracts ahead of FOMC. The reduction limits worst-case slippage exposure without forcing exit.
Wider stop placement
Moving stops 2-3x further out than normal during the volatility window. A trader normally using a 5-tick stop on ES may use 15-20 ticks during NFP. The wider stop accommodates larger gap movement at the cost of larger maximum loss.
Holding only positions with positive edge through the release
A trader who was long going into a CPI release with bullish CPI thesis: hold through the release. A trader who was long going into a CPI release without thesis: flatten before the release. The flatten-without-edge logic protects against random outcomes.
Avoiding late-session releases that cross 4:15 PM EST
Some Tier 1 events publish late in the US session. A position held through a late release that crosses the 4:15 PM EST close gets auto-closed at 4:15 PM regardless of where the release leaves the price. Traders should plan around the close timing for late releases.
Microscalping during news
The microscalping policy applies during news the same as any other time. Over 50% of trades and over 50% of profits must come from positions held longer than 20 seconds. A trader who scalps multiple sub-20-second positions through FOMC may flag the microscalping policy if the overall account-distribution math fails the 50/50 thresholds.
This isn't a news-specific rule — it's a universal rule that applies to news-trading windows the same as any other window. Traders running scalping strategies during news should keep the broader account-distribution math in mind.
Bots and automated trading during news
Bots and algorithmic trading remain prohibited during news the same as any other time. The bots-policy article enforces high-frequency execution detection, non-human timing precision, and other automated patterns regardless of whether the trades happen during scheduled releases or normal hours.
A trader using an automated entry system tied to economic-data releases (e.g., a bot that triggers on CPI surprise) violates the bots policy regardless of the news context. Manual entry during news is allowed; automated entry during news is not.
What can still end an account during news
The news-trading permission is broad but not absolute. Three rules continue to apply:
- Trailing drawdown breach. A position held through volatile news that drops the account balance below the drawdown floor still ends the eval (or funded account). News trading doesn't suspend the drawdown rule.
- Holding through the 4:15-to-6:00 PM EST restricted window. A position open through this window manually (not auto-closed) is a hard breach. Late-day Tier 1 events that publish near 4:00 PM EST require careful close-timing management.
- Microscalping policy 50/50 violation. If accumulated trade history during news pushes the under-20-second percentage above the 50% thresholds, the policy applies.
Why FFF allows this when others didn't (historically)
Historical context: futures prop firms in 2020-2023 commonly enforced news-trading restrictions because:
- Slippage management. Firms didn't want to underwrite slippage losses on funded accounts during high-volatility windows.
- Account-failure prevention. Firms wanted to prevent funded traders from breaching drawdown rules on news volatility.
- Risk-of-ruin signaling. Firms wanted to discourage traders from treating evaluations as binary news-event lottery tickets.
The 2024-2026 industry shift to permissive news policies reflects:
- Sim-funded structure. Most funded "accounts" are simulated, so slippage doesn't cost the firm real capital — it costs the trader's potential payouts.
- Real-capital programs (like FFF's Pro Stage) handle the risk separately. When a trader earns access to real capital, the firm has more risk-management oversight on individual positions, contract limits, and behavior — making blanket time-window restrictions unnecessary.
- Trader-experience competitiveness. Restrictive news policies became a differentiation point for permissive firms. Firms that didn't relax the policy lost traders to firms that did.
FFF's permissive policy is industry-aligned with current 2026 standards.
When FFF's news policy matters most
The structural value is highest for:
Macro and event-driven traders. Traders whose edge is rate-decision interpretation, CPI-surprise positioning, or central-bank-meeting reactions need to be able to hold positions through releases. FFF's policy enables this.
News-fade strategies. Traders who fade extreme post-release moves (entering after the spike, fading the over-reaction) need to enter positions immediately after releases. FFF's no-buffer policy enables this.
Day-trading economic-calendar-aware traders. Traders who don't specialize in news but operate during news-heavy sessions don't need to artificially flatten around scheduled events. FFF removes the operational friction.
For traders who specifically don't trade news (avoid scheduled events as a strategy choice), FFF's policy is irrelevant — the permission doesn't force trading during news.
The bottom line
Funded Futures Family permits news trading across all accounts and stages, including Tier 1 events. No flattening requirements, no time-window restrictions. Risk-management responsibility shifts entirely to the trader during volatile windows.
This is industry-aligned with 2026 standards but worth flagging for traders coming from firms with stricter historical policies. The policy is one of FFF's clearest structural differentiators against firms that maintain news-restriction windows.
For full FFF trading rules, see the FFF [Trading Rules pillar](/blog/funded-futures-family-rules-overview). For drawdown mechanics that still apply during news, see the FFF Drawdown article. For the broader scaling-plan rules that apply during news the same as normal sessions, see the FFF Trading Rules pillar.