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FundedNext on M5 instead of M1 — trade-offs

I scalp mostly on M1/M5 hybrid personally, but for a prop pass I experimented with M5-primary to cut noise, reduce trade count, and look more “consistent” under review. Results were mixed — worth discussing openly rather than pretending one timeframe is virtuous.

Trade-offs I saw:

• + Fewer click-chain opportunities; easier to respect daily loss
• + Stops based on clearer structure; less death-by-spread on tiny targets
• − Slower feedback; easier to overstay a thesis
• − Some London open edges I like simply do not wait for M5 closes

I am not saying M5 is safer — just that timeframe choice is part of prop risk design, not only “strategy.” Position size had to change too; the same R on a wider M5 stop means fewer concurrent ideas.

Anyone passed (or failed) by deliberately stepping up a timeframe? What did you change in R size when the chart slowed down?