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Julian Komar joins this interview to break down how a seasoned German position/swing trader with nearly two decades in the markets builds and executes a growth-stock process in U.S. equities. He explains why he screens weekly, works off daily/weekly charts, and balances life with trading so he can avoid boring trades and stay consistent.
In this piece you’ll learn Julian’s “360-degree” approach—fundamentals (sales/EPS and where the growth truly comes from), story (is there a real, scalable product), and technicals (90% breakouts, with exits around the 20/21MA or EMA8)—plus how he builds a tight watchlist, manages correlation/themes, and keeps time-on-screens low without sacrificing edge. If you’re a newer trader looking for a simple, repeatable momentum framework that fits into real life, this is a clean blueprint you can start applying today.
Julian Komar Playbook & Strategy: How He Actually Trades
What He Trades and Why It Fits His Edge
Julian focuses on liquid growth names because they trend cleanly and reward consistency. He keeps the universe tight, so decisions are faster and discipline stays intact.
- Trade liquid U.S. equities and top ADRs only; minimum average daily dollar volume: $50M.
- Prefer industry leaders with accelerating revenue/EPS and clear product adoption.
- Avoid low-float hype and thin names; if the spread > 0.15% of price, skip.
- Sit in cash when conditions are messy; the default is patience, not prediction.
The 360° Stock Filter (Story + Numbers + Chart)
Before a ticker hits his watchlist, it must clear three gates: the business story, the hard fundamentals, and the technical structure. This keeps the list focused on names that can actually trend.
- Story: one-liner you can explain to a 12-year-old (what’s sold, why it’s winning, how it scales).
- Numbers: quarterly sales growth > 25% YoY or EPS growth > 25% YoY; rising gross margin preferred.
- Ownership: rising institutional sponsorship over the last 2–3 quarters.
- Chart: price above rising 50SMA and 200SMA; tight weekly action with higher lows.
Watchlist Building and Refresh Cycle
Julian treats watchlists like a living organism: prune weak names, upgrade strength, repeat. The routine reduces noise and keeps attention on A+ setups.
- Weekly: run a full screen on Saturday; cap the focus list at 25–40 names.
- Daily: trim anything that loses 50SMA on volume or breaks structure.
- Tag each name by theme (AI, semis, medtech, solar) to manage correlation.
- Pre-plan alerts at base highs, inside-day highs, and key moving averages.
Breakout Entry: Simple, Repeatable, Testable
His bread-and-butter is the classic breakout from a tight base—nothing fancy, just strict rules. The aim is to buy strength, not predict it.
- Enter on a confirmed break above base high with volume ≥ 150% of 20-day average.
- Accept only bases ≥ 5 weeks with two or more tight weekly closes near highs.
- If intraday breakout gives back > 50% of its gain before close, cut to half size.
- No entries within 48 hours of earnings unless the setup is a post-earnings drift.
Alternative Triggers: Power Moves Without the Chase
When clean breakouts are scarce, he uses pullbacks and inside days to join trends without paying up. These setups keep risk tight and decision-making objective.
- EMA8 pullback: buy first touch after a high-volume breakout; risk to day’s low.
- 21EMA catch: add/enter on reclaim of 21EMA after 2–4 red days; must close strong.
- Inside-day break: buy through inside-day high only if daily ATR is contracting.
- Gap-and-go filter: ignore unless opening range breaks up and holds first hour VWAP.
Position Sizing That Survives Cold Streaks
Sizing is built around volatility and account heat, so a random cluster of losers can’t nuke the month. The rules are fixed to remove emotion.
- Risk 0.5%–1.0% of equity per trade; max portfolio heat 3%.
- Stop distance = structural level (e.g., pivot low/21EMA), not a fixed dollar amount.
- If ATR(14) > 6% of price, halve size; if ATR(14) < 2%, full size allowed.
- If you have 3 correlated names in one theme, total theme risk ≤ 1.5%.
Trade Management: Let Winners Breathe, Cut Losers Fast
Julian’s edge compounds when he avoids micromanaging winners and kills laggards early. The rules make that mechanical.
- Initial stop: below pivot/21EMA (daily) or below prior swing low (weekly swing).
- Move stop to breakeven only after +1R close or two higher highs and higher lows.
- Add on strength only: next clean base/inside-day above rising 8/21EMA; never add below 21EMA.
- If a winner closes below 21EMA on above-average volume, reduce by 50%.
Exits: Clear, Binary, Unemotional
There are only a few exit doors, so decisions are fast. That keeps performance consistent through cycles.
- Trend exit: weekly close below 21EMA after a mature trend = full exit.
- Failed breakout: close back into base on elevated volume = full exit next open.
- Climax: > 3 ATRs in 5 sessions with a gap up and reversal = take 50% the same day.
- Time stop: if the price goes nowhere for 10 trading days after entry, exit, and recycle.
Earnings, News, and Event Risk
Catalysts can turbocharge or torpedo a trade. Julian treats them as scheduled weather—plan or stand aside.
- No new entries within 5 sessions of earnings unless a post-earnings pattern forms.
- If holding through earnings, cut size in half and cap single-name risk at 0.5%.
- Avoid names with binary FDA/trial catalysts unless the risk is pre-defined and tiny.
- For macro prints (CPI/Fed), avoid fresh adds the day before; use alerts, not screens.
Theme and Correlation Control
Winning themes are great—until they aren’t. He caps theme exposure so one rug-pull doesn’t hit every position.
- Maximum 2 active positions in the same theme unless both are > +2R.
- If the index sector ETF breaks 21EMA on volume, trim all positions in that sector by 25%–50%.
- Rotate from lagging theme leaders into new relative-strength leaders on weekly charts.
- Track a rolling 20-day correlation matrix; if average rho > 0.65, cut exposure.
Intraday Execution Without Becoming a Day Trader
Julian places decisions on the higher timeframes but executes with intraday precision. This avoids slippage and emotional churn.
- Use a 30-minute opening range to confirm breakouts; enter on range break + volume surge.
- If the first hour is a wide whipsaw, wait for the 2-hour high to break before entry.
- Use limit-if-touched orders at pre-planned levels; avoid market orders on thin names.
- Never move a stop farther away intraday—only tighter.
Daily and Weekly Routine
Consistency in routine beats brilliance in bursts. The schedule keeps him objective and ready.
- Weekends: full screen, rank A/B/C, annotate weekly charts, set alerts.
- Evenings: 20–30 minutes updating notes, tagging patterns, and moving alerts.
- Mornings: check gaps vs plan; if a name gaps 2× ATR beyond entry, skip and re-plan.
- Fridays: audit heat, theme exposure, and whether to reduce before the weekend risk.
Journal and Metrics That Actually Drive Improvement
He tracks what he can control: setup quality, execution, and risk. This turns the process into a feedback loop.
- Log pre-trade grade (A/B/C), thesis, entry trigger, and exact stop math.
- Record R multiple, MAE/MFE, days in trade, and whether exit matched rules.
- Review the top 20 winners and losers each quarter; keep only the patterns that pay.
- Kill any rule with a 30-trade sample producing negative expectancy.
Psychology: Calm By Design, Not Willpower
Discipline is baked into the structure, so emotions have fewer chances to hijack decisions. The best edge is being able to do the same thing next week.
- Limit screens: no more than 60 minutes on non-trading days; alerts do the work.
- Pre-commit to skip days after 3 consecutive losses or when sleep < 6 hours.
- If you feel FOMO, size 50% or skip; if you feel fear, halve risk and widen stop only if structure allows.
- Celebrate rule-following, not P&L; tag rule-compliant trades green regardless of outcome.
The One-Pager Checklist (Run This Before Any Buy)
This keeps every trade aligned with the playbook. If any box is blank, the trade waits.
- Story clear? Numbers accelerating? Leaders only?
- Above rising 50/200SMAs, tight base ≥ 5 weeks, volume pattern constructive?
- Entry trigger defined (breakout/inside-day/EMA8/21EMA)? Stop level printed?
- Position size set by risk and ATR? Theme exposure within limits?
- Upcoming earnings/news accounted for? Alerts placed? Plan written in a journal?
Size Risk First, Then Trade: Stop-Driven Position Sizing Rules
Julian Komar starts every trade where most people finish—by setting the stop and letting it dictate size. He treats the stop as a structural line in the sand, not a guess, placing it below the pivot or key moving average and calculating shares from the distance to that level. Before any order goes in, he decides the fixed percent of equity he’s willing to risk, then works backward so one loser can’t derail the week. If the stop required by the structure is too wide for his risk cap, Julian simply passes and looks for a cleaner setup.
He also scales position size with volatility, so the account’s heat stays stable across different names. When ATR expands, he cuts size; when it contracts, he allows a fuller allocation—but never beyond his max risk per trade or total portfolio heat. Correlated names get treated as one bet, keeping total exposure in a single theme on a short leash. The result is simple: Julian Komar makes size a math problem, not a mood, so he can show up tomorrow with the same confidence he had today.
Trade the Breakout Mechanics, Not Your Predictions or Opinions
Julian Komar treats breakouts like a checklist, not a forecast. He waits for the price to clear a well-defined base high and only takes it when volume expands meaningfully, because confirmation beats conviction. If the setup isn’t tight on the weekly and constructive on the daily, he passes—no “maybe” entries. He’ll use the opening range or a clear intraday pivot to validate strength, but he never front-runs the level just because a headline feels bullish.
Once in, Julian Komar manages the trade by rules that protect the edge. If a breakout gives back more than half the move the same day, he trims or exits to avoid the classic fake-out bleed. Add-ons only happen on secondary setups—inside-day breaks or a clean pullback to the 8/21 EMA—never below those moving averages. Earnings within a few sessions? He either reduces or waits for the post-earnings pattern to form. The whole point is simple: obey the mechanics, ignore the opinion, and let the market vote with price and volume.
Allocate by Volatility: ATR-Guided Entries, Adds, and Exits
Julian Komar sizes and times trades by what the market is actually doing—volatility—not by what he hopes it will do. He uses ATR to translate noise into numbers: wider ATR means smaller size and looser stops; tighter ATR allows fuller size with tighter risk. If ATR spikes after entry, he treats it as a weather change and cuts exposure to keep portfolio heat constant. He also prefers to enter or add when ATR is contracting into a breakout, because lower realized volatility often precedes cleaner expansion.
Once in the trade, Julian Komar lets ATR shape the path forward. Add-ons only trigger when price respects the 8/21 EMA and ATR remains stable or compressing, which helps avoid pyramiding into chaos. If the stock runs multiple ATRs in a few sessions and starts to reverse, he takes partials or trails tighter because expansion has likely matured. And if ATR stays elevated while price goes sideways, he abandons the trade sooner—volatility without progress is a tax he refuses to pay.
Diversify by Theme, Strategy, and Timeframe to Control Correlation
Julian Komar treats correlation like hidden leverage and breaks it up on purpose. He spreads exposure across different industry themes so one headline can’t drag the whole book, and he caps how many positions he’ll hold inside any single theme. When themes are hot, he staggers entries across timeframes—one weekly swing, one daily trend, maybe a shorter hold—so exits don’t all trigger at once. If the sector ETF slips below a key moving average on volume, he scales down across related names rather than waiting for pain to concentrate.
He also diversifies by tactic, not just ticker, mixing classic breakouts with pullback entries and post-earnings consolidations. Julian Komar watches a simple rolling correlation read on his positions; if it climbs, he trims the most overlapping names first. He avoids owning three look-alike charts from the same theme unless the gains already cushion the risk. Cash is his favorite hedge, and he isn’t shy about using it when themes sync up in the wrong direction.
Process Discipline Over Outcome: Routine, Checklists, and Journal Feedback
Julian Komar builds discipline into the calendar so he doesn’t have to manufacture willpower on the fly. Weekends are for full scans, tagging A/B/C setups, and writing a simple “why/where/how much” plan for each candidate. Before the bell, he runs a short checklist—trend, trigger, stop, size, catalyst—and if any box is blank, the trade waits. After the close, he audits entries and exits against the plan, grading rule-following instead of P&L.
In his journal, Julian Komar tracks the data that actually improves execution: R-multiples, MAE/MFE, days-in-trade, and whether the exit matched rules. He runs quick post-mortems on both winners and losers to see if the setup or the execution carried the result, then adjusts only one rule at a time to isolate the impact. He also pre-commits behavior limits—pause after three consecutive losses, reduce size after poor sleep, avoid ads before macro prints—so emotions don’t negotiate in real time. Over months, this loop turns discipline into muscle memory and makes consistency a byproduct of the process.
In the end, Julian Komar’s playbook comes down to removing guesswork and protecting capital so the next opportunity is always tradable. He starts with risk, fixes the stop where the structure says it belongs, and lets that distance decide size—never the other way around. He buys strength only when price and volume confirm, favors clean weekly bases refined on the daily, and uses simple guides like the 8/21 EMA to keep adds and exits objective. Volatility sets the tempo: when ATR-like expansion shows up, he cuts size and loosens the leash; when things compress, he allows fuller allocations but still caps portfolio heat. He treats correlation as hidden leverage, limits theme exposure, and isn’t shy about holding cash when the tape gets messy.
Equally important, Julian Komar builds discipline into his calendar so consistency isn’t a mood. Weekly screens feed a tight, ranked watchlist; premarket checklists gate every entry; and post-close reviews grade rule-following instead of P&L. He avoids the boredom trade by giving himself non-market outlets and waits for the market to invite him in, not the other way around. Earnings and binary catalysts are planned for—either reduced or skipped—so surprises don’t rewrite the rules mid-trade. Put together, it’s a simple, repeatable framework: size by risk, execute by mechanics, allocate by volatility, diversify by theme and tactic, and let the routine do the heavy lifting day after day.
