Table of Contents
In this interview, Spanish documentarian Rubén—better known as Lethal Crysis—walks through the wildest chapters of his career: sneaking into post-war zones, filming with remote tribes, and braving Antarctica’s Drake Passage. He’s not a chartist, but he thinks like a high-level operator, building an information edge by going where headlines don’t and bringing back unfiltered footage. That mindset—planning, risk assessment, and executing under uncertainty—is exactly what traders can borrow to sharpen their strategy.
You’ll learn how Rubén constructs a process: secure permits (prep), pick fixers (trusted data sources), choose routes and “weather windows” (trade filters), and then manage on-the-fly risk when conditions flip. We translate his field rules into trading takeaways—how to avoid media noise, build unique theses, size up asymmetric opportunities, and protect downside when the terrain changes without warning—so you can turn adventure-grade decision-making into a cleaner, more resilient trading strategy.
Lethal Crysis Playbook & Strategy: How He Actually Trades
Core Lens: Edge Through Preparation
Before any move, the plan is built around thorough prep—scouting routes, checking conditions, and lining up contingencies. In trading terms, that means knowing your market map before you risk a cent. You’ll validate the thesis, define the risk, and pre-decide what “wrong” looks like.
- Define one primary thesis per session (bias up/down/neutral) and one invalidation line that flips the bias.
- If no clear thesis in the first 30 minutes of your session, stand down and review higher-timeframe context.
- Pre-tag key levels: yesterday’s high/low, weekly open, VWAP, prior value area, and one macro line in the sand.
- Write the single reason a trade should work and the single condition that proves it wrong—both must be observable in real time.
Setup Selection: Only Hunt What You Can Name
You don’t need many patterns—just a few you can describe in one sentence and execute without hesitation. This section narrows your universe to repeatable plays so you stop improvising and start compounding.
- Maintain a maximum of three A-setups (e.g., Open-Drive Pullback, Break-and-Retest, Mean-Reversion to VWAP).
- Each setup must have: timeframe, entry trigger, stop location, first target, and minimum reward-to-risk ≥ 2:1.
- If the live tape doesn’t match the setup’s “look” within two candles of the trigger, cancel the order—no forcing.
- Track win rate and expectancy by setup; pause any setup that drops below 1.2R expectancy over 20 trades.
Risk & Sizing: Survive First, Scale Second
Big missions don’t start with blind aggression; they start with controlled exposure. Here you’ll cap downside, standardize risk per trade, and avoid cluster losses that kill confidence.
- Risk a fixed 0.25%–0.75% of equity per trade; never exceed 1.0% except on pre-defined A+ events.
- Daily loss limit = 2.0R; hit it and stop trading for the day—no exceptions.
- First trade of the day is half-size unless pre-market checklist is 100% green.
- Reduce size by 50% after any two consecutive losses; restore only after two green trades with full rule compliance.
Timing & Session Filters: Trade When the Terrain Is Friendly
He picks windows when conditions align; you should too. This section defines your “weather windows”—the specific times and conditions that historically pay you.
- Pre-define two trade windows (e.g., first 90 minutes after London/NY open; 30 minutes around a scheduled release).
- No new entries 15 minutes before major data; re-enable only after the first post-release candle closes.
- If realized intraday range is below 50% of its 20-day average by mid-session, switch to mean-reversion only or stand aside.
- Skip sessions when your tracked instrument has overlapping higher-timeframe balance (inside day + inside week).
Entry Triggers: Make Confirmation Visible
Your trigger should be as unambiguous as a waypoint on a map. Use objective, checkable signals so entries are consistent and testable.
- Breakout entries require a close beyond level + immediate continuation (no upper/lower shadow rejection).
- Pullback entries require: tag of level, absorption/slowdown on the tape, and a reversal candle closing back in range.
- For mean-reversion, require distance ≥ 1.5× ATR(14) from VWAP or prior value area before fading.
- Use stop-limit or limit orders; market orders only for news-driven continuation with pre-set slippage allowance.
Stop Placement: Pre-Agreed Exit, No Negotiation
Like turning back from a bad route, the stop is your non-negotiable. Place it where the idea is truly invalid, not where it “hurts less.”
- Stops go beyond structure: a few ticks/pips past the swing that defines your setup’s failure.
- Never tighten a stop before first target is hit; widen only if the original invalidation has not changed and size is reduced proportionally.
- Time-stop any trade that fails to move ≥ 0.5R in your favor within its typical playbook window.
- Hard-code the stop in the order ticket before entry—no manual “mental stops.”
Trade Management: Systematic, Not Heroic
Once you’re in, the job becomes risk distribution and outcome control. These rules automate most decisions so emotion doesn’t take the wheel.
- First scale at +1R (take 30%–50% off); move stop to break-even only after the scale fills.
- Trail remaining size behind structure: last swing low/high or a one-bar behind a 20-EMA on the execution timeframe.
- Cancel unfilled resting orders after two bars if context changes (e.g., VWAP flips against you, delta diverges).
- If a fast rejection prints at your first target, exit the runner at the close of that candle—don’t let green turn red.
Newsflow & Narrative: Find Non-Consensus, Not Noise
Edge comes from reading conditions others won’t or can’t. You will filter data into a simple narrative and trade only when the story and price action rhyme.
- Keep a one-page “macro now” sheet: bias, key drivers (rates, energy, growth), and two alternative paths.
- If headline direction conflicts with order-flow (e.g., “hawkish” but offers getting lifted), defer to the tape—pause until alignment.
- Ahead of scheduled releases, write your if/then map: “If CPI prints ≥ X and DXY breaks Y, I’m only fading GBPUSD at Z.”
- Stand down on unscheduled geopolitical shocks for one full session unless your playbook explicitly covers them.
Market Selection: Pick Your Terrain
You don’t need to fight every battle. Focus on instruments and regimes where your setups statistically work.
- Trade a maximum of three instruments concurrently; benchmark each setup’s win rate by instrument and regime (trend/balance/volatile).
- Drop any instrument that fails to maintain ≥ 1.0R expectancy over the last 30 trades.
- For FX, require confluence with yield-spread direction or a clear risk-on/off proxy before sizing up.
- For indices, avoid initiating new positions when realized correlation across your book > 0.8.
Journaling & Review: Turn Footage Into Edge
Every mission yields footage; every trade yields data. Here you convert raw clips into a tighter plan for tomorrow.
- Log each trade with screenshot, pre-trade checklist score, setup tag, R multiple, and management notes.
- Weekly, compute expectancy by setup and by time window; promote/ demote setups based on data, not vibes.
- Tag three preventable errors and write the micro-rule that would have stopped each one.
- Create a “next-week briefing” with one focus improvement (e.g., “no counter-trend trades during expansion”).
Psychology & Energy: Protect the Operator
You can’t execute if your head isn’t right. These rules protect your decision-making engine so discipline stays intact.
- Cap total decisions per session (entries + exits + cancels) to prevent fatigue; if you hit the cap, close the platform.
- Use a pre-trade routine: 2 minutes of breathing, checklist read-through, and one line stating your mission for the session.
- No PnL on screen during active management—monitor price and structure only.
- After any tilt signal (revenge click, impulse size), step away for 20 minutes minimum.
Scaling & Campaigning: Earn the Right to Size
Bigger size is a result, not a goal. You’ll scale only when data says your edge is robust.
- Increase risk per trade by 0.1% increments only after 30-trade blocks with expectancy ≥ 1.5R and drawdown < 3R.
- Add to winners only at pre-defined add points (break-and-hold above level or fresh pullback with reduced ATR).
- Never add to a loser; if tempted, halve screen size or enable trade-by-trade confirmation prompts.
- When equity drawdown hits 5%, drop risk per trade by 50% and pause any adds until back above prior equity high.
Contingencies & “Abort” Protocols: Know When to Turn Back
Sometimes the terrain changes mid-mission. This section gives you crisp abort rules so a bad day doesn’t become a bad week.
- Abort all trading if platform/connection issues occur—no mobile improvisation unless pre-tested.
- If volatility regime shifts (ATR +40% day-over-day), switch to half-size and widen stops only with structure-based invalidation.
- After three rule violations in a session, close platforms and complete a red-flag debrief before next open.
- If two sessions in a row close at daily loss limit, mandatory 24-hour reset with written plan update.
Size Risk First: Let Volatility Dictate Position, Not Ego
Rubén “Lethal Crysis” shows why sizing is a survival tool, not a flex. He treats uncertainty like weather: when storms build, he shrinks exposure; when skies clear, he scales only after confirmation. For traders, that means measuring current volatility—ATR, range expansion, or implieds—and letting that number cap your position size before you even think about entries. Rubén’s mindset kills the urge to “make it back” with size; the market’s conditions, not your emotions, set the bet.
Translate that into rules: pick a fixed risk-per-trade (e.g., 0.5% of equity) and adjust the number of contracts/shares by ATR so your stop equals that 0.5%. If ATR jumps 40% week-over-week, cut size in half until the regime stabilizes. Recalibrate daily after the open using realized range; never upsize intraday unless your system’s edge and volatility both say yes. And if Rubén would turn back when the weather flips, you can, too—hit the daily loss limit and live to trade the next forecast.
Build a Portfolio of Edges: Diversify By Instrument, Strategy, and Timeframe
Rubén “Lethal Crysis” treats risk like terrain: never commit the whole crew to one path when multiple routes can get you home. Translating that to trading, you don’t rely on a single setup or market to carry your month. Combine uncorrelated instruments with different behavior profiles—FX trends, index mean reversion, and a slower swing in metals—to smooth your equity curve. When one playbook goes cold, another can still pay, just like Rubén rotates plans when local conditions shift.
Operationally, keep each edge small enough that any single failure is a bruise, not a break. Run discrete strategies on different timeframes—intraday for income, swing for growth, event-driven for catalytic pops—so signals don’t cluster in the same minute. Predefine allocation bands per edge and throttle exposure when correlations spike, the same way Rubén reduces footprint when the route narrows. Document every edge’s stats separately, promote what’s working, and bench what’s not—your portfolio is a team, and only consistent performers stay on the field.
Trade the Process, Not Predictions: Mechanically Execute Predefined If/Then Rules
Rubén “Lethal Crysis” doesn’t bet on gut feel; he runs a checklist and follows it under pressure. For traders, that means your edge lives in repeatable sequences, not in guessing tomorrow’s headline. Convert the whole trade into a flowchart before you click: if price reclaims the level and holds on a closing basis, then enter; if it rejects with increasing spread and delta against you, then pass. Rubén’s discipline under uncertainty is the point—your rules must be so clear you can execute them even when the tape gets loud.
Write your plan in hard language and stick to it in the heat. If the signal prints, you execute exactly as scripted; if it doesn’t, you do nothing and log the miss. Track compliance like PnL: a green day with broken rules is still a red day in process terms, and Rubén would treat it that way. When the process earns, scale size; when you deviate, scale down and audit—because predictions are entertainment, but rules are a business.
Define Your Max Pain: Use Hard Stops and Daily Loss Limits
Rubén “Lethal Crysis” survives hostile environments by drawing a clear line he will not cross, and traders need the same boundary. Your “max pain” is the exact price that proves the idea wrong, not a number that merely feels comfortable. Place the hard stop there before entry and size the position so that hit equals a small, tolerable loss. If the stop triggers, you’re out instantly—no widen, no hope, no negotiation.
Pair that with a firm daily loss limit to protect the week and your headspace. When the tally hits that line, you close the platform and switch to review mode, just as Rubén would abort a route when conditions flip. Cluster losses are what break accounts, so kill them at the source with pre-committed rules. Your edge is not just where you enter; it’s how crisply you exit when the market tells you you’re wrong.
Let Winners Breathe, Cut Losers Fast: Systematic Scaling and Exits
Rubén “Lethal Crysis” teaches the art of staying with strength without getting greedy. You predefine partials and trails so the market has room to work while your downside is contained. First scale takes emotion off the table; the rest rides behind structure—last swing, VWAP reclaim, or a clean moving-average ladder. If momentum stalls at your first target and reverses, you harvest and step aside rather than argue with the tape.
The other side is ruthless with losers: one clean stop where the idea is wrong, then flat—no re-entries unless the full setup reappears. Move to break-even only after paying yourself; earlier moves just convert winners into churn. Replace hope with rules: exit on opposite signal, time-stop if the trade fails to reach +0.5R within its usual window, and never “average down” a thesis that’s been invalidated. Rubén would let the terrain dictate the pace—so you let price action decide who stays on the trail and who gets cut loose.
In the end, Rubén “Lethal Crysis” models the trader’s mindset under real pressure: prepare deeply, seek truths on the ground, and define failure before you start. From South Sudan to Syria and Congo, he builds local intelligence through fixers and permits, then moves only when conditions align—just like waiting for your market’s “weather window.” His Antarctica voyage across the Drake Passage hammers it home: timing and route selection matter more than bravado, and turning back is a skill, not a shame. When the terrain flips or the second village looks like a trap, he aborts—even after hours of work—because survival is the compounding engine.
Translate those field lessons directly to the screens: map your levels and thesis ahead of time, size to volatility, and place the stop where the idea actually dies. Trade only your named setups, during your proven windows, across a small basket of uncorrelated instruments so one adverse move can’t break the account. Let the tape, not the headline, validate your narrative; if price disagrees, you’re flat. Journal the mission after, promote what works, bench what doesn’t, and protect the operator—energy, focus, and discipline—so you can show up again tomorrow. That’s Rubén’s edge in hostile environments, and it’s the same edge that keeps traders alive long enough to get paid.
