Table of Contents
Alex Temiz sits down on the Words of Rizdom podcast to talk trading—for real. He’s the short-selling specialist who went from a Starbucks barista to a verified multi-million-dollar trader, and in this interview (recorded while he was in Dubai), he breaks down the mindset and mechanics that got him there. If you’re new to his work, think ruthless focus on process, simple chart levels, and a no-nonsense view of how fast markets change.
In the piece ahead, you’ll learn Temiz’s core playbook: how to adapt your strategy as market regimes shift, grade setups so you only size up on true “A+” trades, use dynamic risk instead of one-size-fits-all sizing, and anchor exits to support/resistance instead of arbitrary targets. We’ll also pull out his practical routines—tracking stats to kill boredom trades, wiring out profits to protect your bankroll, and reading “sell-the-news” momentum unwinds—so you can apply a cleaner, repeatable edge starting today.
Alex Temiz Playbook & Strategy: How He Actually Trades
Core Lens: What He Hunts and When He Strikes
Alex focuses on liquid momentum names where emotions run hot and structure is clean. He waits for the crowd to expose itself—frontside euphoria or backside fatigue—then leans on clear levels and strict risk. This section lays out the quick filters and timing windows he uses so you’re only fighting battles worth winning.
- Trade names doing unusual volume (≥ 3× 30-day average) and clear catalysts (earnings, guidance, FDA, deals).
- Prefer clean daily structure: obvious prior highs, gaps, and shelves you can risk against.
- Small caps: be selective. Prioritize float > 20–30M and borrow/liquidity available; avoid ultra-thin traps.
- Time windows: first 90 minutes for momentum context; last 90 minutes for trend resolution/unwinds.
- If there’s no A+ context (clear levels + emotion + liquidity), don’t trade—protect mental capital.
Pre-Market Prep: Build the Watchlist, Not the Bias
Prep is about collecting if-then statements, not predictions. You’ll set lines in the sand, size caps, and disqualifiers so the open can’t surprise you. Here’s the checklist he runs before risk is real.
- Mark yesterday’s high/low, pre-market high, prior major daily levels, and VWAP placeholders.
- Tag catalyst type and expected behavior (gap-and-fade vs. squeeze risk).
- Assign tiering: A, B, or pass. A = liquidity + levels + crowd emotion; B = tradeable but smaller size.
- Pre-define max shares and max loss per symbol (e.g., 0.5–1.0R), no overrides intraday.
- Write two if-then triggers per ticker (e.g., “If reclaim fails at pre-mkt high twice + heavy tape stalls → start ¼ size short with stop above wick”).
Set up Grading: Make “A+” Mean Something
Grading kills FOMO and forces patience. Alex treats A+ like a scarce resource—one or two a week is normal—so the rubric matters. Use these criteria to separate must-trade from nice-to-watch.
- A+ Short: parabolic extension into daily supply + lower-high on 1–5m + heavy tape stall near level + failed reclaim of micro-VWAP.
- A+ Long: capitulation into daily demand + V-reversal + higher-low + reclaim VWAP with breadth confirmation.
- B: missing one ingredient (e.g., level is fuzzy or tape is mixed) → cut size by 50–70%.
- C/Pass: no daily confluence or liquidity; observe only and journal behavior.
Entries: Triggers, Not Feelings
Entries are mechanical: a repeatable trigger, a fixed first risk, and rules for adds. If the trigger doesn’t print, you don’t trade—simple as that.
- Short trigger: lower-high into your pre-marked level after a blow-off push; enter ¼–⅓ size.
- Long trigger: higher-low + VWAP reclaim with rising 1-minute volume on confirmation candle.
- Adds are allowed only after price moves ≥ 0.5R in your favor and the next level reacts (e.g., VWAP rejection again).
- No averaging losers. Adds are earned by structure, not hope.
- If the entry candle closes through your level, immediately scratch—don’t “give it room” beyond planned risk.
Risk & Sizing: Dynamic, Capped, and Unemotional
Risk is the hinge of the whole playbook. Alex sizes down when uncertainty rises and scales up only when structure is pristine. This section nails the math so emotions stay out.
- Hard stop = beyond the invalidation level, not a round number (e.g., a few cents above the wick that proved the turn).
- R (risk unit) = account × 0.25–0.5% per A setup; 0.15–0.25% per B setup.
- If the spread widens or the borrowing fees spike, reduce the size by 25–50% automatically.
- Daily max loss = 2–3R. Hit it → power down for the day. No revenge sessions.
- Scaling plan written pre-trade: max 3 bullets, each only after structure confirms and unrealized PnL > 0.5R.
Short Selling Discipline: Frontside vs. Backside
His edge short is timing the turn, not calling tops. Frontside is where accounts die; backside is where trend and liquidity help you. Here’s the litmus test to avoid hero shorts.
- Frontside = no shorting unless it’s an A+ exhaustion into a daily level with a hard stop.
- Backside confirmation = lower-highs + loss of VWAP + failed reclaim attempts; start risk after this prints.
- Watch SSR, halt behavior, and borrow availability; if halts get frequent, cut size.
- Use the previous day’s high or pre-market high as invalidation levels; no “room” beyond plan.
- On unwind days, trail stops above the last lower-high instead of fixed ticks.
Trade Management: Let Structure Pay You
Management is about converting the idea into cash without giving it back. Alex pays himself into levels and lets the rest ride only if the tape still agrees.
- First take-profit at +1R or next obvious level (VWAP, day’s midpoint).
- Move stop to entry after the first take-profit and a new structure break in your favor.
- Stagger exits into liquidity pools (whole/half numbers, day’s low/high, prior shelves).
- If the tape flips (reclaim of VWAP against you), exit remainder—no “it’ll come back.”
- End-of-day rule: Flatten remaining runners 10–15 minutes before close unless thesis is multi-day.
Multi-Day & Swing Logic: From Day Trade to Campaign
Sometimes the best trade spans sessions. He carries only when the daily chart agrees and the catalyst still matters. Use these rules to graduate a day trade into a campaign.
- Hold only if the daily trend aligns and the close confirms (e.g., close below key support on a short).
- Size down to ⅓–½ overnight; gap risk is real—even for great theses.
- Next-day plan prewritten: where to add back and where to bail if reclaim occurs.
- Respect event risk (earnings, FDA, macro). If unknowns loom, flatten.
- For swings, require higher-timeframe confluence: weekly level + daily structure + catalyst durability.
Tape & Tools: What to Read, What to Ignore
He watches only what sharpens decisions: price, volume, and a few context tools. Extra indicators are distractions. Keep this lean so you react faster.
- Core: price, VWAP, volume/relative volume, and the daily levels you drew pre-market.
- Optional confirms: market breadth and sector ETF direction for large caps.
- Ignore indicator spaghetti—if it’s not improving timing or risk placement, remove it.
- Track liquidity changes (spreads, depth) around levels; widen stops or reduce size if liquidity thins.
- One screen for execution, one for higher-timeframe context—no tab maze.
Playbook Guardrails: Rules That Protect the Account
Guardrails keep good traders in the game when psychology wobbles. Alex uses bright-line rules so a bad 10 minutes doesn’t ruin a good month.
- Two-strike rule per ticker: two scratches/losses → ban the name for the day.
- No adding after a fresh high against a short (or fresh low against a long). Thesis invalid, exit.
- News spike rule: if a headline rips through levels, flatten and reassess—don’t fade blindly.
- Borrow sanity check: if fees or location scarcity would change behavior, either downsize or pass.
- End-of-week discipline: If below the weekly P&L target by Friday midday, no new risk unless A+.
Journaling & Stats: Turn Experience into Edge
Edge is measured, not imagined. He journals to spot boredom trades, tighten entries, and find where size actually belongs. Make this mechanical so that improvement compounds.
- Log pre-plan, execution, screenshots, and emotions in the moment; tag with setup type (A/B).
- Weekly export: win rate, expectancy (avg R), time-of-day PnL, and ticker archetype performance.
- Promote size only on setups with > 200 trade samples and expectancy > +0.3R.
- Identify your leak (e.g., frontside shorts, midday chops) and cap risk there to 0.1–0.2R until fixed.
- Wire out profits on green weeks to a non-trading account; reduce emotional drawdown risk.
Mindset & Routine: Boring on Purpose
The goal is consistent behavior, not constant excitement. Alex treats trading like a job with shifts, resets, and hard cutoffs that keep him sharp.
- Fixed start/stop times; if sleep/nutrition is off, cut size by 50% or sit out.
- Meditation or breathwork pre-open; walks after losses to reset state.
- If you feel FOMO, run the grade checklist out loud; if it’s not an A or B with a stop, pass.
- One post-market review block daily; one deep dive day weekly (replay charts, update playbook).
- Protect energy: no screens after max loss and no “one last trade” at the bell.
Size Risk by Volatility, Not Conviction—Let R Control You
Alex Temiz hammers home that conviction is not a sizing model—volatility is. He frames every trade in units of R (a fixed dollar risk) and lets recent range dictate position size, not feelings about the setup. If the stock’s ATR or intraday range is expanding, he cuts shares and keeps R constant; if the range contracts, he can carry more shares for the same R. The result is simple: identical downside per trade, regardless of how wild the tape gets.
Temiz also ties, adds, and trims to structure, never emotion. He scales only after the position moves at least half an R in his favor and a new level confirms, and he bans averaging down entirely. Daily loss is capped at two to three R—hit the number, screens off—so one noisy session can’t nuke a month. In short, you don’t “believe” your way into size; you let volatility and R do the math.
Diversify by Underlying, Strategy, and Duration to Smooth the Curve
Alex Temiz points out that most traders diversify only by ticker, then wonder why their equity curve whipsaws with the same market mood. He spreads exposure across underlyings that move for different reasons—large-cap earnings names, sector leaders, and select small-cap momentum—so one narrative can’t dominate his day. Strategy mix matters too: he pairs mean-reversion plays with trend-continuation setups, and keeps both long and short tools ready so he isn’t hostage to direction. The goal is friction between edges—when one cools off, another heats up.
Duration is the third leg of Temiz’s balance. He runs intraday scalps alongside swing ideas built on daily structure, sizing swings smaller to respect overnight risk while letting day trades express intraday thesis. He staggers entries so not every trade lives or dies in the same fifteen-minute window, and he caps correlation by limiting names within the same sector or theme. If correlation spikes—earnings week, macro shock—he automatically reduces gross and focuses on the clearest single idea. That’s how Alex Temiz keeps the P&L smoother: multiple engines, independent fuel sources, one disciplined driver.
Trade the Mechanics, Not Your Opinions—Rules First, Predictions Last
Alex Temiz insists that opinions are optional, but mechanics are mandatory. He builds if-then statements before the bell—levels, triggers, and invalidations—so the market either gives him his entry or he does nothing. For Alex, a trade isn’t “good” because he feels it; it’s good because the checklist lights up: extension into a daily level, a clear lower-high or higher-low, VWAP behavior, and a defined stop that lives beyond the invalidation—not a round number. When the trigger fails to print, he passes without debate.
Temiz treats execution like running a playbook: pull the trigger, place the stop, log the rationale, and let the math work. He won’t average down, won’t widen stops after entry, and won’t “just see” if a broken thesis repairs itself. Adds come only after price moves in his favor and structure reconfirms; exits are staged into obvious liquidity, not vibes. If the tape flips—reclaim against the short, VWAP lost on the long—Alex Temiz flat-lines the trade and resets. The market is allowed to be wrong about his opinion; his mechanics aren’t allowed to be wrong about risk.
Define Risk Upfront; Cut Quickly, Add Only on Confirmation
Alex Temiz frames every trade around a single invalidation line that’s chosen before entry—not after pain. He places the stop a tick beyond the level that would prove him wrong (wick high/low, key daily shelf, or VWAP reclaim/loss), then sizes the position so that stop equals his fixed R. If the level breaks, he’s out instantly—no “give it a little room,” no re-anchoring to a round number. That snap exit keeps drawdowns shallow and prevents one stubborn idea from wrecking the week.
When the trade works, Alex Temiz allows size to grow only as structure reconfirms. He adds after price moves at least half an R in his favor and the next checkpoint reacts—failed reclaim on a short, higher-low hold on a long, or a clean VWAP rejection/acceptance. Each add has its own stop, tightened under the most recent structure, so the average price improves without ballooning risk. If confirmation disappears—VWAP flip, fresh high against a short, catalyst hits—he exits the rest and moves on.
One Playbook, Many Setups—Systemize Prep, Execution, and Review
Alex Temiz runs everything through a single playbook so each setup feels familiar, even when tickers and catalysts change. He starts with the same prep blocks—daily levels, catalyst notes, A/B grading, and if-then triggers—so the open is just following instructions, not inventing a plan. Because the workflow is uniform, he can spot which piece failed (prep, entry, or management) and fix that specific link without rewriting his entire approach.
During the session, Alex Temiz executes the same way every time: trigger prints, risk defined, first scale planned, and partials taken into predictable liquidity. After the bell, he reviews screenshots and stats against the playbook—was it the right grade, did the add come after confirmation, did he respect max loss? The repetition compounds skill and shrinks variance; the market changes, but the framework doesn’t. That’s how a “many setups” trader stays consistent—one playbook, drilled daily.
In the end, Alex Temiz’s edge isn’t a magic indicator—it’s a machine built from rules, repetition, and ruthless risk control. He grades setups before the bell, sizes by volatility using fixed-R risk, and anchors every decision to clear invalidation levels on the chart. Frontside euphoria is respected, backside confirmation is required, and adds happen only after the price proves him right. He pays himself into obvious liquidity, kills trades the moment structure breaks, and shuts the platform at a hard daily max loss so one tilt can’t torch a month.
Just as important, Alex Temiz treats trading like a job with shifts and checklists. He preps the same way every day, journals with screenshots and stats, and promotes size only when a setup’s data earns it. He diversifies by underlying, strategy, and duration to keep the equity curve stable, and he protects energy—no revenge sessions, no “one last trade,” no averaging down. The takeaway is simple but demanding: build a tight playbook, let volatility define risk, execute mechanically, and let the market pay you for discipline—not for opinions.
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