Table of Contents
Jack Hopkins and Dario sit down with host Alex for a candid, no-filter conversation about turning adversity into advantage, building confidence the hard way, and why focusing on one lane beats chasing ten side hustles. Jack’s story—from introverted kid to combat-sports competitor and CEO—and Dario’s path through football locker rooms, New Zealand grind years, and business pivots make this interview a goldmine for traders who care about execution over excuses. Their experiences matter because they map cleanly to trading: risk, resilience, team selection, and the discipline to shut off what drags you down.
In this piece, you’ll learn the strategy takeaways traders can actually use: how to pick one system and compound it, when to cut out environments that sabotage consistency, and why a trusted “pack” can 10x your progress compared to lone-wolf grinding. We’ll translate their best lessons into trader-friendly habits—from building pressure-tested routines to handling drawdowns without spiraling—so you walk away with a cleaner playbook and a sharper edge for your next session.
Jack Hopkins Playbook & Strategy: How He Actually Trades
How he picks his market and builds an edge
Most traders spin plates; Jack keeps one spinning fast. The idea is to narrow your universe so you can actually recognize patterns, flows, and the people on the other side of your trades. This section shows how to choose a lane, define your comparative advantage, and stay in it long enough to get paid.
- Pick one core market (e.g., GBPUSD, ES, or BTC) and one backup; ignore everything else for 90 days.
- Define your information edge in a sentence: “I trade London session momentum in GBPUSD driven by rate-differential catalysts.”
- Timebox your active risk window (e.g., 08:00–11:00 local for equities, London/NY overlap for FX) and do not initiate outside it.
- Maintain a two-page market dossier: participants, key drivers, daily ranges, session behaviors, news landmines. Update weekly.
- Track three non-negotiable context variables (e.g., trend regime, volatility regime, liquidity window) before any entry.
Set up criteria: what qualifies as an A-trade
Great trades look obvious in hindsight because the prep was boring. You’ll codify the exact conditions that must align before you even think about clicking. If one piece is missing, you pass—no drama.
- Pre-define exactly two setups (e.g., “Opening Drive Pullback” and “Break-and-Retest After News”).
- For each setup, require 3/3 alignment: higher-timeframe bias, intraday trigger, and volatility filter.
- Only act when RR ≥ 2R exists to the next objective; if not, skip or wait.
- News filter: trade with the post-event direction only after a 5-minute impulse + 15-minute hold above/below the event bar.
- If the best trade has already moved, your next trade is no trade. Chasing is banned.
Risk: position sizing and downside control
Risk is the part everyone knows and few actually do. These rules keep you in the game on cold days and let you press when you’re synced with the tape.
- 1R = 0.5% of equity by default; never more than 1.0% on a single trade.
- Max daily loss = 2R, max weekly loss = 6R; hit either and you’re done until the next session/week.
- Use structure-based stops (beyond swing points or VWAP bands), not “X pips” guesses.
- If spread/latency widens >50% of normal, halve the size or stand down.
- Add only on break-even + partials banked; pyramids are built from floating profit, not fresh risk.
Execution: entries, exits, and timing
Entries are just invitations; exits pay the bills. This section gives you repeatable entry triggers and a mechanical way to take profits without overthinking.
- Entry triggers: limit on pullback to the last broken level or stop on continuation through the impulse high/low.
- First target at +1R, take 30–50% off, stop to break even.
- Second target at next HTF level or measured move (range height or ADR fraction).
- If price stalls for 3 candles at your level without continuation, scratch at-market and re-assess.
- Never let a +1.5R open gain turn into a loser—trail to at least +0.25R.
Trade management frameworks (trend, mean-reversion, news)
Markets shift character; your rules shouldn’t. Here’s a compact matrix so you don’t use trend rules in a chop day or fade a freight train.
- Trend day (breadth/drive strong, expanding range): take continuation only; no fading VWAP until late day.
- Balanced/chop (inside prior range, overlapping value): fade extremes back to VWAP; smaller size, faster targets.
- News drive (macro catalyst): trade only after the first pullback that holds; target measured leg extensions, not tiny scalps.
- If the regime is unclear after the first hour, reduce risk by 50% and trade your chop playbook only.
Preparation: daily and weekly routines
Consistency comes from a schedule, not vibes. This block gives you a light but potent routine that forces you to show up with a plan and leave with data.
- Sunday 30-minute brief: mark HTF levels, note week’s catalysts, set “if-then” statements for each scenario.
- Pre-market 20 minutes: update bias, note ADR, mark three levels (go-with, fade, invalidate), write your one-line plan.
- Post-market 15 minutes: tag trades A/B/C, log screenshots, and write two improvements for tomorrow.
- Keep a 10-line checklist and do not click until all items are green.
Psychology: energy, focus, and discipline
Jack’s whole shtick is intensity with control—be the wolf, not the headless chicken. These rules make performance a lifestyle, so your brain shows up sharp when it counts.
- Sleep 7–8 hours; no new risk if sleep <6. Track it.
- Caffeine cap: last dose >6 hours before close; anxiety trades are expensive.
- Enviro rule: trade only in one distraction-free workstation; phone out of reach, notifications off.
- If you feel tilt (anger, FOMO, revenge), run the 2-minute reset: box-breath 4×4×4×4, stand up, re-read plan.
Journal: metrics that actually improve P&L
What you measure is what you manage. This is a tight data loop—fast to maintain, brutal on excuses, and laser-focused on edge.
- Track four KPIs: win rate, average R, expectancy (E = Win%×AvgWin – Loss%×AvgLoss), and error rate (trades that broke rules).
- Review the top 20 screenshots weekly; annotate what made the best trades clean.
- Maintain a Do-More / Do-Less list; add one habit to each week.
- If expectancy <0 for two consecutive weeks, auto-downshift to sim/live-micro until it’s positive for five sessions.
Scaling and aggression when you’re in sync
There are moments to swing without blowing up. This section permits you to press only when the market proves you’re right, not when you feel like a hero.
- When you book +4R net by mid-week with an error rate ≤10%, allow +25% size on A-setups for the rest of the week.
- Use add-ons only after partials; max two adds, each half initial size, with stops ratcheted under structure.
- On A+ days (clean trend, catalysts aligned), hold a runner to close or to HTF target; accept the give-back.
Drawdowns and recovery protocol
Everyone bleeds; professionals clot fast. These rules stop the spiral and give you a ladder back to normal size.
- At –6R week or –10R rolling, go to quarter size and one setup only for five sessions.
- Ban discretionary adds, widen review journaling, and re-record your process as a 2-minute audio before the open.
- Only step back up after three green days with zero rule breaks.
Tech stack and charting defaults
Keep tools boring, fast, and consistent. This section standardizes your workspace so you don’t waste discipline on UI decisions.
- One HTF chart (H4/D), one execution chart (5m or tick), optional context chart (15m).
- Use VWAP + bands and session ranges; avoid indicator soup.
- Alerts at HTF levels and ADR extremes; no alerts for random mid-range noise.
- Hotkeys: market out, reduce by half, move stop to BE—practice daily so exits are reflexes.
Size Risk First: Fixed Risk Per Trade, Scale With Volatility
Jack Hopkins hammers this point: the trade doesn’t matter until the risk is sized. He fixes a small percent of equity per idea and treats that as the only number that can’t move after entry. Before any chart mark-up, Jack asks, “What’s 1R here, and where does the thesis die?” That forces structure-based stops instead of wishful thinking and makes his edge repeatable on good and bad days alike.
When volatility expands, Jack doesn’t “feel” bigger—he earns it by letting ATR and spread conditions dictate size. If ranges are wide, he cuts contracts or lots to keep the same cash-at-risk; if ranges compress, he lets position size rise while risk per trade stays constant. This keeps him emotionally neutral when trades heat up and prevents a +1.5R unrealized gain from flipping red. In Jack Hopkins’ playbook, discipline starts with a fixed 1R—and everything else flows from that anchor.
Trade the Playbook, Not Predictions: Mechanics Beat Macro Opinions
Jack Hopkins doesn’t chase headlines—he runs his checklist. He treats bias as a light pencil note and mechanics as ink: pre-defined setups, time windows, and trigger conditions that either show up or they don’t. If the price isn’t at a level he planned before the open, he passes; if it is, he executes without adding narrative. The point, Jack says, is that execution quality compounds, while opinions compound drawdowns.
When a candle confirms the playbook trigger, Jack Hopkins follows the script: enter, place the stop where the thesis fails, take partials at pre-marked targets, and trail only on structure—not vibes. He reviews fills and screenshots to see if he followed the mechanics, not whether he “called the move.” Over time, this makes his winners look boring and his losers small, which is exactly the goal. The market can be chaotic; the playbook is where he keeps order.
Diversify by Underlying, Strategy, and Timeframe—not Redundant Signals.
Jack Hopkins pushes diversification that actually reduces risk, not the illusion of it. Holding five trades that all respond to the same driver isn’t diversification; it’s leverage by another name. He splits risk across different underlyings, distinct strategies, and separate timeframes so one theme can’t nuke the whole book. If momentum fails in his core market, a mean-reversion play in a different product and session can still pay. Jack tracks “book heat” by driver—rates, earnings, crypto flows—so he knows when exposure is secretly the same.
He also caps the number of positions per bucket to keep correlation in check. A trade in the morning trend window doesn’t compete with a late-day fade; they’re different animals with different rules. Hopkins reviews drawdowns by bucket to spot which edge is leaking and cuts the size there without starving the others. The result is smoother equity and fewer emotional decisions, because no single regime decides its week.
Choose Defined Risk When Uncertain; Use Undefined Only on A-Setups
When conditions are murky, Jack Hopkins defaults to defined risk so the worst case is known upfront. He favors tight, structure-based stops or options structures with capped downside, keeping 1R constant while he waits for clarity. Defined risk lets him participate without fear of tail events or platform hiccups turning a small mistake into a catastrophe. If the read improves mid-session, he scales only from realized gains, not fresh risk.
Jack Hopkins reserves any “undefined” or wider-stop exposure for his absolute A-setups—clean trend, catalyst alignment, and conviction backed by stats. Even then, he staggers entries and pre-sets kill-switch levels to prevent a slow bleed. If volatility spikes or liquidity thins, he immediately converts back to defined risk rules. The principle is simple: uncertainty demands fences; only proven edges get more pasture.
Process Wins: Pre-Plan, Execute Clean, Journal for Iteration
Jack Hopkins treats preparation like a position—put in size before the bell, and the market pays you later. He writes a one-line plan for each setup, marks levels, defines 1R, and rehearses the trigger so execution is just following directions. During the session, he keeps his screen clean, uses hotkeys for exits, and blocks anything that isn’t part of the plan. Clean mechanics shrink slippage, kill hesitation, and make results repeatable.
After the close, Jack Hopkins journals like a scientist: screenshot, tag the setup, grade rule adherence, and note one improvement for tomorrow. He measures expectancy, error rate, and whether he actually traded the plan he wrote, not the story he felt. If mistakes repeat, he edits the checklist, not his personality, and pressure-tests the fix in the very next session. Over weeks, this loop turns small edges into a durable playbook—and the playbook into performance.
Jack Hopkins’ core message is simple and hard to ignore: professional results come from professional constraints. Fix 1R first, then let volatility tell you how big or small to go so your cash risk stays constant while conditions change. Trade only the setups you named before the bell; mechanics beat opinions because they’re testable, repeatable, and immune to headline whiplash. Spread risk across different underlyings, playbooks, and time windows so one narrative can’t wreck your week. When uncertainty rises, fence it in with defined risk; reserve any wider exposure for the rare A-setup that checks every box. And whatever you do, don’t let a +1.5R open gain turn red—protect winners with rules, not hope.
The through-line is a process. Jack plans in one line, executes like a script, and journals like a scientist, so the feedback loop actually changes tomorrow’s behavior. He grades rule adherence, not storytelling, and he scales only from realized performance, not feelings about the market. Drawdowns trigger automatic brakes and a smaller, simpler version of the same playbook until execution is clean again. Do that long enough and the “secret sauce” stops being a mystery: it’s fixed risk, clean mechanics, genuine diversification, capped uncertainty, and ruthless iteration—applied every session until the equity curve has no choice but to follow.
