Table of Contents
Waqar sits down with Camille—better known as “Trading Wizard”—a crypto trader who hit multiple seven figures by 18, lost it, and then rebuilt with a rules-first approach. Filmed as a candid deep dive, the interview opens on why most newcomers get wrecked: spraying money across 30 coins, confusing investing with day trading, and outsourcing thinking to influencers. Camille lays out why he commits to a few high-conviction narratives, tracks community momentum, and predefines exits—habits that helped him ride a Base-chain meme coin from microcap to a headline-grabbing multiple.
You’ll learn a beginner-friendly playbook: separate investing from day trading, use ranges and Fibonacci for entries/exits, compare market caps for targets in uncharted territory, and take profits in zones without emotion. Camille also breaks down narrative/Community signals, why staking lockups can be a hidden “100% risk,” and the mindset shift that turned setbacks into skill—anchored by relentless journaling and reading. By the end, you’ll have a clear blueprint to stop guessing, build conviction, and trade crypto like a disciplined operator.
Camille (Trading Wizard) Playbook & Strategy: How He Actually Trades
Market Regime & Narrative Filter
Before clicking buy, he checks whether the market’s story actually supports the trade. You’ll filter noise by aligning with dominant narratives and only acting when liquidity and momentum back the idea.
- Trade with an active, money-flowing narrative (L1/L2 upgrades, new chain catalysts, election/policy tailwinds).
- Require fresh catalysts in the last 7–14 days (token unlocks, listings, protocol launches, partnerships).
- Skip narratives with decaying social traction: if mentions, volume, and unique wallets are trending down for 1–2 weeks, pass.
Portfolio Construction: Conviction Bets, Not 30 Coins
Spraying small sizes across dozens of coins is how you dilute the edge. Build a compact book of high-conviction names you understand cold and size them intentionally.
- Hold 3–7 core positions max; everything else is a trade, not a “hold.”
- Cap any single coin at a pre-set max (e.g., 25–35% of book) unless in a broad risk-on regime with strong confirmations.
- Predefine “rotation rules”: if a higher-conviction setup appears, rotate size from weakest core to the new leader—don’t add net exposure automatically.
Setup: Ranges, Breakers, and Fibonacci Map
He maps price with simple tools that most traders skip using with discipline. You’ll use ranges to spot where price accepts value and Fibs to preplan targets before emotions kick in.
- Define the current range (H/L) and mark midline; only trade when price reclaims or rejects a key boundary with volume.
- Anchor Fibonacci from impulse low→high (uptrends) or high→low (downtrends); treat 38.2/50/61.8 as bid/defend zones, 127.2/161.8 as take-profit zones.
- Trade “breaker” structures: prior resistance reclaimed → long bias; prior support lost → short bias (or exit longs).
Entry Triggers & Invalidations
Guessing is banned—entries fire on triggers, and invalidations are mechanical. This section gives you clean yes/no rules.
- Long trigger: reclaim of range high or key daily level + 15–30 min close above + rising spot volume.
- Short trigger: loss of range, low or key daily level + 15–30 min close below + rising spot volume.
- Invalidation goes just beyond the last structural pivot (not a round number); if hit, flatten—no “give it room” exceptions.
Volatility-Based Position Sizing
Sizing flexes with volatility, so one bad candle can’t nuke the account. Use ATR to normalize risk across coins that move very differently.
- Risk per trade: 0.5–1.0% of equity in chop, 1–2% only in strong trends with confluence.
- Position size = (Risk $) ÷ (Stop distance in $); stop distance = 1.0–1.5× 14-period ATR on your execution timeframe.
- If ATR expands >30% week-over-week, auto-halve size until volatility normalizes.
Risk Rules: Hard Stops, Time Stops, Daily Guardrails
He treats risk like oxygen—quiet, constant, non-negotiable. These rules keep you in the game during cold streaks.
- Every position has a hard stop in the system before entry; no mental stops.
- Time stop: if price hasn’t moved +0.5R within 24–48 hours in a trend market (or one session intraday), exit and recycle capital.
- Daily loss cap = 2–3R; hit it and stop trading for 24 hours—no exceptions.
Take-Profit Engine: Zones, Scaling, Re-Entry
Profits are taken in zones you draw before the trade. This removes “hope” and lets you reload if the trend continues.
- TP1 at +1R to pay fees and reduce risk; move stop to break-even only after a clean close beyond the entry structure.
- TP2/TP3 at Fib 127.2/161.8 or prior weekly levels; leave a 10–20% runner while trend structure holds.
- If stopped on the runner but structure reclaims, re-enter on the same trigger—don’t chase mid-move.
Market-Cap & Liquidity Targeting
Targets aren’t dreams—they’re math. Map upside using market-cap peers and respect liquidity so you can actually exit.
- Compare fully diluted valuation vs. narrative leaders; if your coin would exceed the leader’s FDV to hit the target, trim earlier.
- Avoid entries where 24h spot volume < 20× your intended position—no liquidity, no trade.
- Scale down size on microcaps; max 0.5–1.0% risk per idea regardless of conviction.
“Investing vs. Trading” Fence
Blurring styles is how people blow up. Keep a strict wall between long-term theses and short-term trades.
- Long-term basket: DCA only on a weekly structure; never add to it from trading P&L mid-drawdown.
- Trading book: flat every invalidation, even if you love the project; no averaging down.
- Separate journals and sizing frameworks; do not mix rules or capital between the two.
Social & Community Momentum (With Safeguards)
Narrative coins can run on community fuel, but that fuel burns both ways. Here’s how to use it without getting trapped.
- Require alignment: rising mentions + on-chain new addresses + volume uptick within the last 3–5 days.
- Fade complacency: if price grinds up while mentions and unique wallets stall for a week, tighten stops or scale out.
- Never buy purely on influencers; social is a filter, price/volume is the trigger.
Staking, Lockups, and Hidden Risks
Yields can disguise risk you don’t see until it’s too late. Treat lockups as illiquidity and price it into your plan.
- If staking/lockups prevent fast exits, cut gross exposure by 30–50% vs. a freely tradable coin.
- Before staking, simulate exit cost: estimate slippage at your size using recent order book depth and reduce position accordingly.
- If unlocks are scheduled within your planned holding window, scale into strength and be flat before the unlock event.
Execution Checklist (Run This Before Every Trade)
Consistency beats brilliance when the market is loud. This is the 60-second routine that keeps your edge sharp.
- Regime: trend, chop, or transition? If chop, halve in size, or stand down.
- Narrative: active catalyst in the last 7–14 days? If no, pass.
- Levels: range mapped, Fib anchored, TP zones drawn, stop placed?
- Volatility: ATR-adjusted size computed?
- Liquidity: volume and depth sufficient for your size?
- Journaling: hypothesis, trigger, invalidation, and management plan written down pre-entry.
Post-Trade Review & Iteration
Edge compounds when you close the loop. You’ll mine each trade for lessons and feed them back into your system.
- Tag every trade (setup, regime, narrative, result) and review weekly: keep what prints >55% win rate and >1.5R expectancy.
- Kill or rewrite any tag with three consecutive -1R outcomes in the same market condition.
- Convert insights into rule updates immediately and commit to them for the next 20 trades before reevaluating.
Size Risk First: Define R, Daily Loss Cap, and Max Position
Camille starts every trade by fixing the loss before chasing the win. He defines a single R value in dollars, then backs into position size from the stop distance so each setup risks the same slice of equity. That consistency means a big candle can’t randomly rewrite its month. He also caps any single position, so “conviction” never becomes a margin call.
Daily guardrails keep Camille unemotional when markets get loud. He sets a firm daily loss cap—hit it, and he’s done for the day—so no spiral-chasing. If volatility spikes, he auto-scales size down; if structure cleans up, he scales back toward normal. The math is simple, the discipline is hard, and that’s exactly why Camille treats it like a ritual.
Let Volatility Set Size: ATR-Based Entries, Stops, and Scaling
Camille sizes trades by what the market is actually doing, not what he hopes it will do. He uses Average True Range to translate chaos into numbers, so a jumpy coin gets a small size while a steady one earns a larger size. When ATR expands, risk per trade shrinks; when ATR contracts, he allows size to normalize. This keeps his P&L distribution consistent instead of being hostage to a single outlier move. Camille treats ATR like a thermostat for exposure—always on, always adjusting.
Entries and exits follow the same logic. He positions stops just beyond the structure using a 1.0–1.5× ATR buffer, so noise doesn’t tag him out, but regime shifts do. Initial size comes from risk-in-dollars divided by that ATR stop distance, then he scales in only after structure confirms and ATR stops tightening. If week-over-week ATR jumps meaningfully, he automatically halves size and waits for conditions to calm before pressing.
Diversify By Strategy, Underlying, and Timeframe—Not Just Tickers
Camille doesn’t diversify by holding ten versions of the same trade; he diversifies by how the P&L is earned. He mixes mean-reversion with momentum and breakout structures so one regime’s pain can be another’s gain. He also spreads exposure across uncorrelated underlyings—majors, select alt narratives, and occasionally stables for yield—so a single chain hiccup can’t sink the book. Time diversification matters too: Camille runs intraday rotations alongside swing positions and a small longer-term basket, each with distinct rules. The goal is not “more symbols,” it’s “multiple edges that win in different weather.”
He keeps correlations on a short leash by capping aggregate exposure to any one narrative or beta driver. If two coins move 0.9 together, he treats them as one and sizes them accordingly. Entries are staggered across timeframes to avoid stacking the same risk window; a swing add never lands at the same level as the day-trade breakout. When volatility compresses across the board, Camille cuts strategies that rely on expansion and leans into range tactics until conditions shift. This way, his portfolio behaves like a team—different roles, clear responsibilities, and no duplication.
Trade Rules Over Predictions: Levels, Triggers, and Mechanical Exits
Camille builds the trade plan before he cares about any narrative. He marks the range high/low, the midline, and a few daily/weekly levels, then waits for the price to interact—no level, no trade. A valid long requires a reclaim and close above a key level with rising volume; a valid short requires a clean loss and close below with expansion. If the trigger doesn’t print, he does nothing, because “almost” setups cost real money.
Once in, Camille manages by rules, not vibes. Stops live just beyond the last structural pivot, and they do not move unless the structure changes in his favor. He scales out at pre-drawn targets—first at +1R, then at major levels or Fib extensions—and only trails once the market proves momentum. If momentum stalls or a level is reclaimed against him, he exits without debate and looks for the next A+ trigger. The edge isn’t the prediction; it’s the repeatable process that turns good locations into clean trades.
Choose Defined Risk When Uncertain; Reserve Undefined Risk For A+ Setups
When the read is murky, Camille defaults to defined-risk structures so the max loss is known before the first tick. He’ll choose tight invalidations, shallow targets, and a smaller size rather than “letting it work,” because uncertain tape doesn’t deserve breathing room. If liquidity is thin or ATR is surging, he narrows the leash even more and treats the trade like a probe. Camille would rather scratch ten small, defined-risk attempts than wear one oversized, open-ended drawdown.
Undefined risk is earned, not assumed, and Camille only uses it when the setup quality is undeniable. That means multi-timeframe confluence, clear catalysts, and price acceptance above or below critical levels with volume. Even then, he scales in with structure and requires the market to pay him quickly; if momentum hesitates, he cuts back to defined-risk behavior. By gating undefined risk to his very best reads, Camille keeps the downside contained while still giving himself room to press real edge.
Camille’s core lesson is ruthless focus: stop spraying into 30 coins and make a few high-conviction bets you actually understand, sized and managed by hard rules. He’s lived both sides of the curve—multiple seven figures early, then a reset—which is why his process now puts mechanics over prediction: narrative alignment, clear levels, volume-confirmed triggers, pre-drawn profit zones, and strict invalidations. The result is a playbook that keeps him calm in chaos and lets the math—not the mood—drive decisions.
He treats capital like oxygen and tuition. Start small, protect the downside, and pay yourself on a schedule so the market never owns your emotions; if you can’t turn 1K into 10K with discipline, more size won’t fix the edge. Losses are “college fees,” but only if you document them, adjust, and come back with a tighter system. When all of those lines up—conviction, structure, liquidity—he’s willing to press, as he did publicly on a Base-chain meme that ran from microcap to a career-defining exit.
