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Rapper and rising funded trader Artan sits down in this Words of Rizdom studio interview to talk candidly about discipline, resets, and finding an edge. He’s fresh off a breakout in music yet speaks like a grinder—from overdrafts and dishwashing shifts to passing prop-firm challenges—making his story instantly relatable for new traders who want proof that process beats hype.
In this piece, you’ll learn how Artan turns creative iteration into a trading routine: refining what works, cutting what doesn’t, and staying consistent instead of chasing “one-hit” trades. We’ll break down his risk mindset, how he avoids overthinking and overtrading, and the simple strategy shifts he uses to adapt when conditions change—so you can plug the same principles into your own plan without needing a big account or complex indicators.
Artan Playbook & Strategy: How He Actually Trades
North Star & Market Focus
Artan approaches trading like building a track—simple structure, repeatable hooks, and ruthless edits. He treats markets as a craft he’ll master over a multi-year window, not a sprint, and keeps the playbook tight so it’s easy to execute when emotions spike.
- Pick one primary market session and 1–2 instruments; ignore everything else for 90 days.
- Define one A-setup and one B-setup; if it’s not A or B, you don’t trade it.
- Write your setup in one sentence that includes context, trigger, and invalidation (e.g., “NY open liquidity sweep → 5-min shift → limit at OB; invalidated on close below X”).
- Cap daily trade count (e.g., max 3 executions) to prevent idea-hopping.
- No new strategies mid-week—experiments only on sim or during scheduled R&D windows.
Risk & Capital Rules
After eating a liquidation during the crypto bull run, Artan reframed risk as survival first, growth second. He sizes so a bad sequence can’t knock him out, and he resists the urge to “make it back” in one swing.
- Risk per trade: 0.25%–0.5% of account; never more on prop challenges.
- Daily loss limit: 1R; stop trading for the day at −1.5R hard.
- Weekly loss limit: 3R; halt and review before any new risk.
- Use stop orders—no mental stops; place them at structure, not at round numbers.
- Slippage plan: assume worst-case slip of 0.2R on news/fast candles; size accordingly.
- Never widen stops; if invalidated, exit and re-plan.
Entry & Management
Artan’s biggest edge is doing the same thing, the same way—especially in “stage two” when it feels easy and most traders relax. He prefers partials at logical targets and only moves to break-even when structure confirms, not just because price floats his way.
- Entry only on your predefined trigger (e.g., 5-min shift + retrace); no FOMO market clicks.
- First target at 1R–1.5R; take 50% off, hold the rest to 2R–3R if structure holds.
- Move stop to break-even only after a new swing forms in your favor or VWAP/AVWAP reclaim; never on “feel.”
- If price returns to entry twice without following through, scratch the idea—context likely changed.
- One add-on maximum, and only after partials lock a free-ride.
- Flat before major data unless your setup is the data move and you’ve backtested it.
Prop-Firm Challenge Tactics
He treats verification exactly like the first phase—no victory laps, no “it should be easy” bias. The mission is consistency and risk compression, not hero trades.
- Target 0.5R/day average; pass on compounding steadiness, not spikes.
- Risk is cut in half on verification; protect the pass more than the P&L.
- No trading on day one of a new account—calibrate spreads, fills, and platform first.
- Hard rules: no news straddles, no overnight on indices/FX unless allowed and proven.
- If up 4R on the account, step down to 0.25% risk until passing.
- Document challenge-specific quirks (max daily loss, drawdown, trailing rules) at the top of your journal.
Process & Routine
Artan’s “9-to-5 / 5-to-9” ethos means he manufactures consistency with a repeatable daily loop. He splits the day into prep, execution, and review, just like a studio session: write, record, edit.
- Pre-market (30–45 min): mark HTF levels, overnight ranges, session VWAPs, and the one or two locations you’ll trade from.
- Live (session): follow the checklist aloud; if any box is “no,” you don’t click.
- Post-market (20–30 min): screenshot entries/exits, tag mistakes (process vs. discipline), and write one improvement for tomorrow.
- Weekly “mix & master”: choose one error theme and design a micro-rule to delete it (e.g., “no trades first 5 min after open”).
- Health rules: sleep > 7h, caffeine cutoff 6h before bed, 15-min walk after the session.
Psychology & Decision Filters
He combats overthinking by trusting the written plan and limiting in-session creativity. The mantra: plans are made when rational, trades are taken when emotional—so automate decisions that emotions could hijack.
- If you rewrite the plan mid-session, you’re done for the day.
- Two-question filter before any click: “Is this my A/B setup?” and “Is the invalidation clear?”
- Emotion scale 1–10; at ≥7 (tilt, euphoria, frustration), step away for 10 minutes.
- Use time-outs: after any loss, wait for the next 5- or 15-minute candle close before re-entry.
- Positive bias check: if three green trades in a row, cut next risk by half to avoid overconfidence.
Recovery & Risk-Off Protocols
The early liquidation taught him to respect volatility and accept that flat is a position. When conditions degrade or your execution slips, you slow down, shrink in size, and protect the machine.
- After a −2R day or platform issue, trade SIM the next session before going live.
- “No read” days: if you can’t map context in 10 minutes, observe only—journal flow, don’t trade.
- Spread/latency spike? Switch to limit-only or stand down; slippage ruins edge.
- Rule of three: three process errors in a day trigger a full stop and a written debrief.
- Monthly health check: if variance > plan (e.g., max drawdown breached), cut risk 50% for the next 20 trades.
Iteration & Edge Building
Artan borrows the creative loop from music: test small, keep what works, discard what doesn’t, and come back to the same core rhythm. The edge compounds through edits, not wholesale reinventions.
- Backtest one change at a time over 100 trade samples; never stack tweaks.
- Maintain a “cut list” of patterns that consistently underperform and ban them for 30 days.
- Track expectancy by setup (win-rate, avg R, max adverse excursion); size flows to the highest-expectancy setup.
- Create a “stage two” checklist to prevent drifting when things feel easy.
- Quarterly: prune indicators; if it didn’t drive a rule or a result, remove it.
Size Small, Survive Long: Risk First, Returns Second
Artan makes it simple: your first job is to stay in the game. He treats risk like oxygen, budgeting it so even a cold streak can’t kill the account. That means tiny size until the playbook proves itself, then gradual bumps only when the data justifies it. He’d rather string steady base hits than swing for home runs that wreck psychology and equity.
In practice, Artan caps risk per trade and per day, then shuts it down when limits are hit—no “one more” revenge click. He sizes off structure and recent volatility, not the PnL he wants, so stops sit where the trade thesis actually breaks. If the setup isn’t crystal clear with an obvious invalidation, he passes and protects mental capital. Over months, this discipline compounds—small, controlled bets create the runway for real growth.
Let Volatility Dictate Size: ATR and Session-Based Positioning
Artan builds position size around what the market is actually doing, not what he hopes it will do. He checks the current ATR and recent session ranges to decide if today earns full risk, half risk, or sit-out mode. When London or New York is running hot, he tightens location, widens stop to structure, and cuts size so the same thesis only risks a fixed R. If the tape’s sleepy, Artan avoids forcing moves; he either scales down to “probe size” or waits for the session that historically pays his setups.
He also tailors entries to session character—breakouts in one window, mean-revert tags in another—so size aligns with expected path and noise. Artan won’t let a big ATR day trick him into oversized dreams; it’s the opposite—bigger ranges mean smaller units with the same risk per idea. When volatility compresses, he allows modest size increases only after confirming that fills, slippage, and follow-through remain clean. The result is consistent risk across wildly different days, keeping Artan in control while everyone else chases candles.
Diversify By Underlying, Strategy, and Duration — Not Just Tickers
Artan’s diversification isn’t “five tech names equals safe.” He splits risk across uncorrelated underlyings (index, FX pair, commodity), across different strategy types (breakout vs. fade), and across holding durations (scalp, intraday swing, multi-day) so one bad regime can’t nuke everything. If indices are choppy, he might rotate attention to a clean-trending FX pair; if breakouts stall, he lets the mean-reversion setup take the wheel. The point is simple: when one lane is cold, another lane is still allowed to pay.
He also controls calendar clustering—no stacking three trades that all hinge on the same data print or session open. Artan caps correlation by rule: no more than two positions that move off the same driver, and never both the breakout and the fade on the same instrument. Duration is intentional too—pair a fast scalp with a slower swing to smooth equity and mindset. This way, even when a theme misfires, Artan’s book stays balanced enough to keep executing the next A-setup.
Trade Mechanics Over Predictions: Triggers, Invalidation, and Repeatable Execution
Artan doesn’t try to be a fortune-teller; he’s a mechanic. He shows up with a checklist: context, trigger, entry, invalidation, and targets. If any line fails, no trade—simple as that. His trigger isn’t a hunch; it’s a specific event (e.g., session liquidity sweep → five-minute shift → pullback to location) that either prints or doesn’t. Artan treats invalidation like a smoke alarm: once it rings, he’s out, no questions, no “just in case.”
Execution is deliberately boring because boredom is scalable. Artan clicks only at pre-marked prices, places hard stops at the structure break, and preloads partials at objective levels so emotions can’t improvise. He journals slippage, follow-through, and adverse excursion to refine the mechanics—tighten if churny, loosen if trendy, but never abandon the blueprint. The edge isn’t prediction; it’s pressing the same buttons the same way, so outcomes reflect the system, not the mood.
Tight Daily Process: Pre-Plan, Three Trades Max, Journal Improvements
Artan runs a strict daily loop, so discipline doesn’t rely on willpower. Before the session, he marks levels, defines his A/B setups for the day, and writes the exact conditions that qualify a trade. During live hours, he limits himself to three quality shots—if a setup isn’t clean enough to deserve one of those, it doesn’t get clicked. Stops and targets are preloaded, so he can execute without negotiating with emotions.
After the close, Artan journals what actually happened—context, trigger, execution, slippage, and whether he followed the checklist. He highlights one mistake pattern and writes a tiny rule to kill it tomorrow (e.g., “no trades first five minutes after open”). Wins get dissected too, so the playbook tightens rather than drifts. Over weeks, this pre-plan → three trades max → journal cycle compounds into consistency you can scale.
In the end, Artan’s edge isn’t a magic indicator—it’s a stack of boring, repeatable habits done on purpose. He treats risk like a budget, not a feeling; size flows from structure and volatility, not from hope; and every trade begins with a written trigger and an unbreakable invalidation. When a day runs hot, he shrinks units to keep R constant; when the tape is dead, he either uses probe size or stands down entirely. That discipline lets him survive the cold streaks that wipe out most new traders and compound when conditions finally align.
He diversifies on three axes—underlying, strategy type, and holding duration—so a single regime shift can’t torch the whole book. The daily loop is simple and strict: pre-plan levels and setups, cap the number of shots, and journal what actually happened to kill one mistake at a time. Prop-firm phases get treated like any other account—no hero trades, half risk on verification, and zero improvisation around news rules. Most of all, Artan brings his musician mindset to markets: iterate, cut what doesn’t work, keep what does, and return tomorrow with a tighter track. If you copy anything, copy that—because the strategy is only as strong as the process that runs it.
