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Today’s interview features Jesse Rogers—better known as Casper SMC—sitting down in Miami to unpack how he trades, why ICT concepts stuck, and what he’s built after eight years of reps in the markets. He’s not just another chart whisperer; he’s an educator who’s helped hundreds of traders get funded and who treats simplicity, time, and liquidity as the backbone of execution. If you’ve wondered how to condense a chaotic “school of thought” into something you can actually pull the trigger on, this is the conversation.
In this piece, you’ll learn the exact pillars Casper leans on—session-based liquidity, opening price, and lower-timeframe confirmation on M1—to time entries, size risk, and actually hold winners. We’ll translate his take on journaling, scaling risk with a buffer, and flipping bias fast when price proves you wrong, into clear rules you can use today—especially if you’re navigating prop-firm constraints or shifting from backtesting to live execution.
Jesse Rogers (Casper SMC) Playbook & Strategy: How He Actually Trades
The Core Edge (In Plain English)
Jesse Rogers—aka Casper SMC—runs a simplified, rules-driven version of ICT concepts. His edge centers on clear higher-timeframe bias, session liquidity, and laser-focused execution on the one-minute chart. Below are the exact guardrails he uses so you can replicate the decision-making without guesswork.
- Define bias first, trade second: no entry hunting until directional context is set.
- If bias isn’t crystal clear on HTF, you don’t trade; confusion = capital preservation.
- Your goal is repeatability under time pressure, not theoretical perfection.
Top-Down Clarity: HTF → MTF → LTF
Before he touches the trigger, Jesse stacks confluence from higher to lower timeframes. This tightens selection and keeps you from forcing trades when conditions aren’t aligned.
- HTF (Daily/4H): mark the directional bias, key S/R, and obvious liquidity pools; write the single sentence “long above ___, short below ___.”
- MTF (1H/15M): refine the “where” with fresh imbalances, clean highs/lows, and the most recent displacement leg.
- LTF (M1/M5 for context): entries only when LTF aligns with HTF+MTF narrative; if alignment breaks, stand down.
Session & Time Anchors That Matter
Time structures Jesse’s day and removes “feel.” He uses session highs/lows and a fixed opening price line as a premium/discount anchor.
- Plot the 7:30 opening price as a horizontal “time-value” line; prefer longs above it in a bullish day and shorts below it in a bearish day.
- Track London high/low; look for New York interactions that sweep one side, then reverse with intent.
- If price is chopping around the opening line with no displacement, no trade—wait for a clean break and retest.
The Entry: One-Minute Execution (Yes, M1)
Jesse enters on M1 because it gives precision without losing the higher-timeframe story. He’s not guessing; he’s waiting for micro-structure to confirm the macro narrative.
- Required: a market structure shift (MSS) or sweep-then-shift in your trade direction.
- Prefer entries off fresh M1 imbalances aligned with HTF/MTF bias; avoid stale or already “filled” gaps.
- If a nearby M5 level (e.g., FVG or swing) is cleaner, you can anchor stop beyond that higher level for protection.
- No LTF confirmation = no touch. Missed move? Let it go—next.
Risk That Breathes With Your Week
Static 1% risk isn’t sacred. Jesse scales risk with context so he can push when he’s hot and protect when he’s not.
- Early in the year or after a reset: build a buffer with conservative risk (e.g., 0.25%–0.5% per idea).
- Weekly governor: if realized P/L ≈ 3× your average R per trade, shift to defend the week—cut new risk and let existing winners work.
- Drawdown protocol: immediately halve risk and reduce frequency; your job is to stop the bleed, not “win it back.”
- Aggressive early entries (pre-confirmation) get reduced size; you can add only after confirmation prints.
Stops, Targets, and Letting Winners Run
The edge compounds when winners stretch. Jesse uses structure for stops and lets trend days pay.
- Place stops beyond logical invalidation (swing high/low or higher-timeframe level taken by a decisive break).
- First scale at the next clean liquidity pool; trail behind fresh structure only after displacement continues.
- Never hard-cap a runner on trend days; switch from fixed TP to structure-based trailing once 1R–2R is banked.
- If price returns through your opening line against bias with momentum, flatten—narrative likely flipped.
A-Setups vs B-Setups (Positioning Rules)
Not every trade is created equal. Jesse grades setups so that sizing and expectations match quality.
- A-Setup: HTF bias + MTF level + M1 sweep-and-shift + session alignment (e.g., New York takes London low, shifts up). Risk-filled planned size.
- B-Setup: bias is okay, but confluence is lighter (e.g., only opening line + minor M1 shift). Risk half size or pass.
- If spread/volatility compresses or liquidity looks thin, downgrade quality and size—execution risk is higher.
Playbook Triggers You Can Use Today
Here’s how to turn the ideas into immediate rules you can test tomorrow morning.
- Long Trigger: HTF bullish; New York sweeps London low; price reclaims 7:30 opening line; M1 prints MSS up—enter on first M1 FVG with stop below sweep low.
- Short Trigger: HTF bearish; New York sweeps London high; price rejects below 7:30 line; M1 MSS down—enter on first M1 FVG with stop above sweep high.
- No-Trade Day: opening line whipsaw, no displacement, repeated failure to hold session levels—close platform after two clean passes.
Journaling That Actually Improves You
Jesse leans on journaling more than backtesting when learning discretion. The journal makes intuition visible and accountable.
- For every trade, record: bias sentence, session context, opening-line relation, exact entry trigger, stop logic, management actions, and emotion rating (1–5).
- Weekly, calculate: win rate, average R, realized R, and “plan adherence %.” Promote setups with high adherence + positive R; cut the rest.
- Screenshot the M15/5/1 at entry and exit with annotations; note what would have kept you in longer or out entirely.
Prop & Futures Practicalities
Funding rules and intraday margins change how you size and pace. Jesse adapts the same framework to stay compliant and consistent.
- Respect daily loss limits by pre-defining a hard daily max (e.g., −2R) and the weekly governor.
- If contract sizing forces wider stops, scale down contracts rather than widening stops beyond the structure.
- During news or thin liquidity windows, either sit out or use “feeler” risk only; no hero trades.
Daily Routine Template
Consistency beats inspiration. Jesse runs a tight loop, so each day looks similar and decisions compound.
- Pre-NY open: mark HTF bias, session levels, and 7:30 opening line; write the one-sentence plan (long above ___ / short below ___).
- During session: wait for sweep-and-shift + displacement; execute only if story aligns across HTF→MTF→M1.
- Post-session: journal metrics, annotate charts, tag the setup (A or B), and decide tomorrow’s default risk from today’s result.
Size Risk Like a Pro: Percent, Volatility, and Weekly Governors
Jesse Rogers makes risk the first decision, not the last. He starts by fixing a base percent per trade—small enough to survive a cold streak—then adjusts that stake by current volatility so a choppy day doesn’t bully his stop. If realized P/L is soft early in the week, he dials down; if he’s in sync and compounding clean R, he permits slight scaling while keeping risk asymmetry intact.
The “weekly governor” is Jesse’s kill-switch for dumb losses: once the account hits a predefined gain or drawdown mark, he reduces or freezes new risk to defend the week. He also sizes lighter on early entries before confirmation and only adds after structure breaks in his favor. When volatility spikes, he narrows frequency instead of widening stops beyond structure. The result is a position size that breathes with the market while keeping Jesse in the game when it matters most.
Diversify Smart: Underlying, Strategy Type, and Trade Duration Mix
Jesse Rogers avoids single-thread risk by spreading bets across what moves differently. He wants exposure across a few uncorrelated underlyings, not five clones that all dump on the same macro headline. Then he diversifies by strategy—trend-follow for clean momentum days, mean-reversion for fades around levels, and a breakout/imbalance play when displacement appears. Finally, he staggers duration: intraday scalps for frequent reps and feedback, plus selective multi-session swings when higher-timeframe structure is undeniable.
Rogers sets caps so one theme can’t hijack the book: no more than a set percentage in any one ticker, setup, or timeframe. He tracks realized correlation in his journal; if two players keep winning or losing together, one gets benched to reduce overlap. Volatility regime decides the mix—on choppy weeks, he leans mechanical, quick-duration plays; on smooth trend weeks, he lets winners breathe and trims the number of simultaneous ideas. The goal is simple: more independent edges firing, fewer ways to blow up on a single story.
Trade the Mechanics, Not Your Opinions: Triggers, Timing, and Tactics
Jesse Rogers keeps his bias in the back seat and lets mechanics drive. He waits for the price to tag a mapped level, prints a clear shift in structure, and then uses the first fair-value gap or retest as the actual trigger. If the trigger doesn’t print, he doesn’t “will” the trade into existence—no trigger, no entry. Timing is built around sessions and the opening price line: he wants displacement first, then the pullback, not the other way around.
Rogers treats tactics like a checklist: location, shift, entry, stop, and management—executed in that order. He sizes lighter on pre-confirmation “feeler” entries and only adds after the market proves the idea with continuation. If momentum stalls or price loses the opening line against his bias, he cuts fast and waits for the next clean sequence. The win isn’t predicting; it’s repeatedly executing the same mechanical sequence until the market pays.
Define Your Risk Upfront: Stops, Targets, and Asymmetric Reward Practices
Jesse Rogers starts by writing the invalidation before thinking about profit. His stop lives beyond a logical break—swing high/low or a higher-timeframe level taken with decisive displacement—not where it “feels” right. First target is the nearest clean liquidity pool; second target trails behind fresh structure only after the move shows continuation. He refuses to widen stops mid-trade; if the idea is wrong, he’s out and resets.
Rogers builds asymmetry on purpose: partial at 1R–2R to pay risk, then let the runner hunt session extremes when trend conditions are obvious. If price reclaims the opening line against his bias with momentum, he flattens—story changed, capital protected. He scales out into strength rather than guessing tops, moving the stop under/over new swings as displacement prints. The result is a rule set where loss is small and known, while winners have room to stretch.
Daily Process Discipline: Prep, Execute, Journal, Review, Adjust, Repeat
Jesse Rogers treats each trading day like a controlled loop. Before the open, he marks higher-timeframe bias, session levels, and the opening price line, then writes a one-sentence plan so there’s zero ambiguity once candles start printing. During live action, he only pulls the trigger when the mechanical sequence appears—location, shift, entry—otherwise, he waits and preserves energy. If he takes a trade, he logs intent and risk on the spo, so post-session review isn’t guesswork.
After the close, Jesse Rogers journals charts with annotations, calculates win rate and realized R, and tags each trade as an A or B setup to refine sizing. He notes whether he followed the plan and what would have kept him in a winner longer or out of a loser entirely. The next morning’s plan is influenced by yesterday’s metrics—if discipline slipped, he cuts risk; if adherence and R were strong, he maintains or gently scales. The routine is simple by design: make the right actions automatic and let consistency compound.
In the end, Jesse Rogers’ message is refreshingly simple: build a repeatable edge, protect it with rules, and let time do the compounding. He anchors every day with a clear higher-timeframe bias, session levels, and a single opening price line, so there’s no ambiguity once the one-minute prints start to move. Entries are earned, not guessed—think sweep-and-shift, displacement first, pullback second, and a stop tucked beyond true invalidation rather than where it “feels” safe. Risk breathes with conditions through his weekly governor and volatility-aware sizing, so hot streaks aren’t squandered and cold streaks don’t spiral. When momentum flips or the opening line is reclaimed against his idea, he’s out—story changed, capital defended.
Just as importantly, Jesse Rogers diversifies the way most traders don’t: across underlyings, strategy types, and time horizons, so one theme can’t sink the whole book. He prioritizes mechanics over opinions, journals with ruthless specificity, and promotes only the setups that show adherence and positive R over time. Targets are pragmatic—pay risk at the first logical pool, then trail structure to let trend days pay for the week. The playbook is built for real life: precise M1 execution, defined risk, session timing, and a daily loop of prep → execute → journal → adjust. Follow it closely and you get what Jesse actually does: fewer ways to be wrong, more chances to let the market do the heavy lifting.
