Table of Contents
In this conversation, the guest is Alyse Amores—a woman trader known for her disciplined approach and clear decision-making under pressure. The interview digs into how she structures her trading day, why strict risk limits protect both confidence and capital, and how she balances ambition with patience so she can scale responsibly. If you’re new to the game, Alyse’s calm, methodical tone makes complex ideas feel practical and doable.
You’ll learn the core of her strategy—planning around key levels and liquidity, defining entries with precision, and managing trades so winners stretch while losers stay small. We also cover her checklist for execution, simple risk rules that compound over time, and how she builds a credible track record without overtrading. By the end, you’ll have a clean, beginner-friendly framework you can apply to your next session.
Alyse Amores Playbook & Strategy: How She Actually Trades
Market Focus & Trading Hours
Alyse keeps a tight lane so decisions stay fast and clean. She focuses on two high-volatility instruments and a defined session window, which reduces noise and improves pattern recognition. Here’s how to copy that focus without overhauling your whole routine.
- Trade primarily XAUUSD (Gold) and US30; avoid adding new markets until you’re net-profitable for 3+ consecutive months.
- Core window: 8:00–10:30 a.m. ET for entries; no new trades after 11:00 a.m. ET unless managing an existing winner.
- Skip days with major red-folder news during your entry window unless your plan explicitly includes a news-play protocol.
- Use a top-down pass: Daily → H1 for bias and zones; refine on M15/M5 for entries; execute on M1/M5 only if it tightens risk, not for FOMO.
Pre-Market Plan (Bias, Levels, Scenarios)
Alyse doesn’t “wing it.” Every session starts with a written plan that answers: where price is likely headed, where it’s likely to react, and what would invalidate the idea. Do this before any candle tempts you into a chase.
- Mark HTF liquidity: prior day high/low, weekly high/low, London high/low, and session open.
- Draw zones: imbalance/fair value gaps, H1 supply/demand, and the first clean zone above and below the current price.
- Define two scenarios (trend continuation and mean-reversion) and list trigger conditions for each.
- Set an invalidation line per scenario (e.g., “bias flips if H1 closes beyond last swing high with displacement”).
- Write your if/then in the journal: “If price sweeps prior day high and rejects M5, then short back to session open.”
The Setup: Liquidity + Structure + Confirmation
Entries are built from Confluence, not gut feel. Alyse waits for liquidity to get taken, structure to align, and a confirmation pattern that keeps risk small.
- Liquidity event first: sweep of a prior high/low or a stop-run into your zone.
- Structure alignment: M15/M5 shift in market structure (BOS/CHOCH) in the direction of your bias.
- Confirmation: one of—engulfing close, rejection wick at zone, or break-and-retest of micro-structure.
- Time filter: only execute confirmations inside your window; if a confirmation appears late, pass.
- No “third chances”: if two confirmed setups fail in a session, stop trading for the day.
Risk & Position Sizing (Hard Caps That Keep You Alive)
Her edge is protected by hard rules that prevent death by a thousand cuts. You need both a per-trade plan and a daily survival cap.
- Per-trade risk: 0.5%–1.0% of account; default to 0.5% when drawdown >2R on a week.
- Daily max loss: 2R or 2% (whichever is hit first). Stop immediately when hit.
- Weekly drawdown circuit breaker: stop new trading if down 4R on the week; switch to replay and review.
- Position size via stop distance: lots/contracts = (Account * Risk%) / (Stop (pips/points) * value per pip/point).
- Slippage cushion: Reduce theoretical size by 10% during high-impact news hours.
Trade Management (Let Winners Breathe, Cut Losers Fast)
Alyse manages the open risk actively but with simple rules so emotions don’t take over. The goal is to minimize decision-making while the price is moving.
- Initial stop goes beyond the opposing side of your entry candle/zone, not “just below” the level.
- Break-even move at +1R or once price closes beyond the last micro-swing in your favor.
- First scale-out at +2R; leave a runner targeting the next HTF liquidity pool.
- If price returns to entry after BE, do not re-enter unless the liquidity sweep repeats and structure confirms again.
- Time stop: if trade spends >45 minutes within 0.3R of entry during your session, exit and reassess.
Execution Tactics (Tickets, Fills, and Broker Practicalities)
Execution matters at size. Alyse treats fills and order structure like part of the edge, not an afterthought.
- Split orders into 2–4 tickets to smooth slippage and enable partial exits mechanically.
- Prefer limit orders at zones for planned fades; use market only when fast displacement confirms and spread is normal.
- Track spread and LP conditions at your session open; skip entries when spread widens beyond your backtested average.
- Avoid holding through the close; if you must, reduce to a runner with a locked-in profit.
News & Volatility Protocol
You don’t need to fear news—just have rules. Alyse either stands aside or adapts size and timing with intent.
- If a Tier-1 release falls inside your window (CPI, NFP, FOMC), no new positions within 10 minutes pre-release.
- Post-news, wait for the first M5 close to define direction; trade only the second leg after the initial spike.
- Halve risk (0.25%–0.5%) for the first post-news trade; normal risk resumes only after +1R realized on the day.
- Invalidate bias if news reclaims and holds the opposite liquidity within two M5 closes.
Scaling the Account (Prop, Personal, & Drawdown Reality)
Alyse scaled from small size by proving consistency first. That means you protect the track record like it’s capital—because it is.
- Require 6–12 months of tracked results before materially increasing size.
- When funded/prop: treat daily and overall drawdown as hard stop levels; build sizing so an average losing streak cannot tag the limit.
- Scale up only when you’ve logged 30 trades with >1.5 average R and <1.1R average loss at current size.
- Withdraw a fixed % of monthly profit (e.g., 30–50%) to build an external buffer; keep the rest compounding.
Journal & Metrics (What Gets Measured Improves)
Alyse’s journal isn’t poetry—it’s a dashboard that tells her what to do more of and what to cut. Keep it minimal and brutally honest.
- Log setup type, R multiple, time of entry, HTF bias, reason for exit, and emotional state (single word).
- Tag each trade as A/B/C quality before entry; do not upgrade after the fact.
- Weekly review: export win rate, average R, expectancy (Win% × AvgWin − Loss% × AvgLoss), and time-of-day edge.
- Kill or rework any setup with <0.3 expectancy after 40 occurrences.
Psychology & Routine (Confidence by Design)
Alyse builds confidence with tiny, repeatable wins and a routine that keeps her from forcing trades. You don’t need perfect discipline—just a system that prevents your worst self from taking the wheel.
- Pre-session checklist (5 minutes): sleep >6h, no open P&L on screen, plan written, alerts set, news times noted.
- During the session: one sip of water per candle; stand up after each trade decision to break the state.
- After the session (10 minutes): screenshot the chart with markings, write one improvement, and close the platform.
- No revenge trading: if you catch yourself looking for “one more,” set a timer for 10 minutes; if the setup still meets rules after the timer, only then consider it.
Strategy Templates (Plug-and-Play Rules You Can Test)
These are clean, testable patterns that match Alyse’s style—liquidity first, structure second, confirmation third. Start with one template for 30–50 trades before touching another.
Template A: Liquidity Sweep Reversal (Fade)
- Bias from H1 zone; wait for the sweep of the prior session high/low into your marked zone.
- Enter on M5 engulfing back inside range or break-and-retest of micro-structure.
- Stop goes beyond the sweep wick; first target session open, second target opposite liquidity.
- Risk 0.5%; move to BE at +1R; partial at +2R; runner to HTF level.
Template B: Displacement Continuation (With-Trend)
- Identify the impulsive H1 leg with a clean FVG; mark the FVG midline.
- Wait for M15 pullback to midline with decreasing momentum; confirmation on M5 CHOCH in trend direction.
- Stop below/above the pullback low/high; target prior impulse high/low, then next HTF liquidity.
- Risk 0.5–1.0% only if ADR remains >70% of 20-day average; otherwise, halve risk.
Template C: Session Open Reclaim
- At 9:30 a.m. ET (cash open), mark opening print; look for a fakeout away from open and a fast reclaim.
- Enter on the first close back through the open aligned with HTF bias.
- Stop 5–15% of ADR beyond the extreme that faked out; target the previous session high/low.
- If reclaim fails within 3 candles, exit; no re-entry until a fresh liquidity event forms.
Risk Add-Ons & Lock-Ins (When You’re Allowed to Press)
Alyse adds size only when the market pays her first. Pressing losers is banned; pressing winners is systematic.
- After +1R unrealized, you may add 0.25–0.5R on a fresh M5 confirmation in trend, with the composite stop moved to protect at least +0.3R.
- Never exceed 1.5R total risk across all tickets on a single idea.
- Trail runner behind last M5 swing once beyond +2R; accept getting tagged out to avoid giving back the day.
Size Risk First: Fixed R, Hard Daily Max, Weekly Circuit Breaker
Alyse Amores starts with risk, not entries, and that’s why she lasts. She fixes R per trade up front—typically a small, repeatable slice of equity—so every setup is graded by potential R, not emotion. A hard daily max loss means the platform closes for her when it’s hit, removing the “one more trade” spiral. Weekly circuit breakers stop digging altogether and force review before size or frequency returns.
She treats R like a unit of business risk, not a vibe. If the day tags her limit, she’s done; if the week hits the breaker, she shifts to journaling and drills. Winners can scale, but only after the account proves it over a batch of trades at its current size. That structure keeps Alyse Amores consistent when markets get loud and helps her compound without blowing up.
Allocate by Volatility: Scale Positions to ADR and Post-News Regime
Alyse Amores sizes trades to the market she actually gets, not the market she hopes for. She looks at Average Daily Range to decide whether risk should be normal, halved, or pressed, so a sleepy day doesn’t get oversized and a wild day doesn’t blow through stops. If ADR is compressed, she tightens targets and cuts risk; if ADR expands, she expects more distance and allows runners to reach the next liquidity pool. The idea is simple: volatility sets the playing field—your position size and take-profit plan should match it.
After major releases, Alyse Amores treats the first post-news minutes like a different regime. She reduces initial risk, waits for the first clean close to reveal direction, and only scales once structure confirms. If spreads or slippage spike, she trims size again and demands clearer confirmation. By letting ADR and post-news conditions dictate size and timing, she protects capital on the chaotic prints and captures more when volatility finally pays.
Diversify Edge: Underlying, Strategy Template, and Holding Duration Buckets
Alyse Amores doesn’t diversify randomly; she diversifies the edge itself. She splits her playbook across a couple of uncorrelated underlyings, a few repeatable strategy templates, and multiple holding durations so one bad regime can’t wreck the week. If Gold is choppy, US30 trend-continuation can still pay; if liquidity-sweep fades aren’t printing, a session-open reclaim might. By tagging each trade with its bucket, Alyse Amores knows exactly which lever to dial down—or up—without guessing.
She also caps exposure per bucket to avoid silent concentration risk. No single underlying, template, or duration gets more than a pre-set slice of daily risk, and she rotates to the bucket with the cleanest structure instead of forcing the same setup everywhere. Review days compare bucket performance head-to-head, cutting the lowest expectancy slice until it’s reworked. The result is simple: steady participation, fewer cold streaks, and a portfolio of tactics that compound even when one lane goes dark.
Trade Mechanics Over Predictions: Liquidity Sweep, Structure Shift, Confirmation Entry
Alyse Amores doesn’t predict; she executes mechanics in a fixed order. First, she wants a liquidity sweep—price runs prior highs or lows to clean stops—because that’s where fuel sits.
Second, Alyse Amores waits for a structure shift in her direction, not a feeling—think a decisive break of the micro swing and a close that sticks. Third, she takes a confirmation entry only at her zone: an engulfing close, a clean retest, or a reclaim of the session open with momentum.
Stops go beyond the sweep wick, not “just below the level,” and targets map to the next liquidity pool instead of arbitrary round numbers. If confirmation prints outside her timing window, she passes, because late confirmations are disguised chases.
Process Discipline: Written Scenarios, Timed Exits, Stop After Two Fails
Alyse Amores runs her day from a script, not a mood. Before the bell, she writes two if/then scenarios with levels, invalidation, and triggers, then sets alerts so she isn’t glued to every tick. That pre-commitment keeps her from improvising when price fakes or spikes. With a plan on paper, Alyse Amores only acts when conditions match the script.
She also puts a clock on every idea. If a trade stagnates past her time stop, she exits and frees capital, instead of waiting for “hope” to pay. And if two confirmed setups fail in a session, Alyse Amores stops trading for the day—no exceptions, no revenge swing. Those guardrails turn process into performance by saving energy, preserving confidence, and keeping the equity curve smooth.
In the end, Alyse Amores makes trading look less like guessing and more like running a tight operation. She leads with fixed-R risk, caps the day and the week, and refuses to let one session define her equity curve. Volatility sets her dial: ADR and post-news behavior decide whether she halves size, presses winners, or simply stands aside. Her edge is spread across a few clean lanes—underlyings, templates, and holding durations—so a cold patch in one bucket doesn’t sink the ship. And when it’s time to execute, Alyse hunts for the same sequence every day: liquidity taken, structure shifting, then a confirmation entry with stops placed beyond the sweep, not “just below the level.”
What ties it together is discipline you can measure. She writes scenarios before the open, sets alerts, and uses time-based exits so capital isn’t trapped in hope. Two confirmed fails and she’s done for the day; a weekly drawdown trips a review, not a bigger swing. Orders are split for cleaner fills and partials, runners aim for the next real liquidity pool, and journaling tracks expectancy by bucket so the weakest slice gets fixed or cut. If you boil it down, Alyse Amores’ lesson is simple and powerful: trade the market you’re given, protect the downside with non-negotiables, and let a small, repeatable edge compound without drama.
