Per-account sizing
A whole-number multiplier per account, applied before the order is sent, so a small evaluation and a large funded account do not have to trade the same size.
Sized before dispatchProp firms
The question "which prop firms allow copy trading" has no stable answer — firms change their rules, and they differ by account type within the same firm. What does not change is which clauses decide it, and those are worth knowing how to read.
Every page that ranks for this question is a table of firm names with a green tick beside them. Those tables are wrong within a quarter, because prop firm rules change without notice and often without a changelog.
Worse, a stale tick is not a neutral error. Someone reads it, arms a copier across four evaluations, and finds out the rule changed when a payout is refused. We are not going to be the page that caused that.
So this page does something more useful: it tells you which clauses actually govern the answer, so you can read your own firm's current rules in about five minutes and be right rather than approximately right.
This is your contract with the firm. Quanify has no ability to make an account compliant, and neither does any other tool.
Across firms, the restrictions cluster into a handful of shapes. Recognising the shape tells you what a rule is really guarding against.
Reading a restriction is easier once you know what it is protecting, and it is almost never about the trader.
A firm carries the other side of every account it funds. When many of its accounts hold the same position at the same moment, the firm's exposure is concentrated in a way its risk model did not assume — one instrument, one direction, one bad print. That is the concern behind most limits on running one strategy across many accounts.
The same logic explains why firms are usually more relaxed about a trader mirroring their own accounts than about a shared signal reaching hundreds of unrelated accounts. The first is one person's book. The second is a correlated event across the firm.
Mirroring across a firm's accounts is also plainly visible in their own fill data — same instrument, same timestamps, proportional sizes. That is fine when it is permitted and there is no version of it that isn't visible, so the only sound approach is to trade the accounts the way the contract allows.
Assuming your firm permits it, the tooling problem is keeping several accounts inside several rulebooks at once. That is what the per-account controls are for.
A whole-number multiplier per account, applied before the order is sent, so a small evaluation and a large funded account do not have to trade the same size.
Sized before dispatchA whole-number multiplier per follower, so a 50K evaluation and a 150K funded account do not have to trade the same number of contracts to follow the same leader.
Sized before the order is sentPause one account for a news window or a rule day without dismantling the group. Mute is held by the engine, so it survives a refresh and a different device.
Configuration survives the pausePer-account sizing keeps each account trading a size appropriate to its own balance. It is a useful discipline and it is not a guarantee.
It cannot unwind a position that is already open, and it will not save you from a gap. It stops the next order, not the current one, and a closing order is never blocked — being unable to exit would be a worse failure than any loss the cap was written to prevent.
Set it well inside your firm's number rather than at it. The gap between the two is the room the market needs to move while your exit is in flight.
Some do, some do not, and many draw a line between copying your own accounts and copying a third party. It also varies between evaluation and funded accounts at the same firm. It is a contract question — check the current rulebook for the specific account you intend to arm.
Topstep publishes its own rules and updates them, so the only reliable answer is the current rulebook for your account type. Search it for "copy", "mirror" and "multiple accounts", and ask support in writing if a clause is ambiguous.
Because a firm carries the other side of every account it funds. When many of its accounts hold the same position at the same moment, its exposure is concentrated in one instrument and one direction rather than spread across independent traders. That is why firms are usually more relaxed about one trader mirroring their own accounts than about a shared signal reaching hundreds of unrelated ones.
This is the case firms are most often relaxed about, since you own every account involved and the firm's exposure is the concern rather than any third party. It still has to be permitted by your specific firm's rules for that account type.
It helps and it does not guarantee. Sizing each account for its own balance is what stops one trade being disproportionate on the smallest account, but nothing here acts between two prints — if the market gaps while a position is open, the loss happens regardless.
Connect a sim or evaluation account and run the whole product against it before you point anything at live money. Nothing about the setup changes when you do.