Table of Contents
This episode features Trader Mayne—joining from Vancouver—breaking down how a professional approaches the current crypto bull market, what separates a real trader from a bull-market tourist, and why volatility is the product we’re all actually trading. You’ll hear his straight-talk on risk, taking profits before euphoria fades, and why lessons from FX still apply when crypto is “cooking.” We also touch on the macro backdrop (ETFs, policy shifts) and how that fuels sustained flows into Bitcoin and majors.
In this piece, you’ll learn a simple, beginner-friendly framework for positioning in a hot market: focus on majors (BTC, ETH, SOL), apply your existing FX price-action rules to crypto, and let volatility do the heavy lifting—while still banking profits so gains don’t “round trip.” We’ll cover practical cross-market checks (e.g., BTC vs. ETH leadership), how to spot liquidity sweeps for entries, and how to treat meme-coin speculation as a lottery ticket—fun, but never the plan. By the end, you’ll have a clear, repeatable strategy you can start using today without adding complexity or abandoning discipline.
Trader Mayne Playbook & Strategy: How He Actually Trades
Core Philosophy: Trade Structure, Not Stories
Before anything else, Mayne treats price like a language: read structure, wait for clarity, then act. He focuses on majors and high-liquidity pairs/assets where levels are respected and fills are clean. The aim is simple—capitalize on volatility using repeatable rules, not predictions.
- Identify market state first: trending (HH/HL or LH/LL) vs. ranging (equal highs/lows).
- If trending up: look to buy higher lows at defined points of interest (POIs). If trending down: sell lower highs at POIs.
- Ignore narratives; trade levels, sessions, and structure.
- No setup, no trade—do not force action to meet quotas.
Higher-Timeframe Map → Lower-Timeframe Execution
He builds a top-down map so intraday decisions align with the broader flow. The higher timeframe sets the bias and POIs; the lower timeframe supplies the trigger. This prevents “micro-noise” from steering you off course.
- Mark HTF (daily/4H) key levels: range highs/lows, weekly opens, prior week’s high/low.
- Define bias: above HTF mid/previous high = bullish lean; below = bearish lean.
- Pre-select POIs on HTF (order blocks, breaker blocks, fair value gaps).
- Drop to 15m/5m only at an HTF POI to hunt entries.
Sessions and Timing: London & New York Do the Heavy Lifting
Volatility clusters around London and New York. Many times, it sets up those windows to catch liquidity events and avoid dead zones. You don’t need to trade all day—trade when the market is most generous.
- Focus execution during the London open (first 2–3 hours) and New York open (first 2–3 hours).
- Avoid mid-session chop unless price is retesting a clearly defined POI.
- Note prior day’s high/low and prior session’s high/low; expect sweeps around opens.
- If a clean move happened in London, look for continuation/mean reversion in NY only if the structure supports it.
The Signature Setup: Liquidity Sweep → Structure Break → Optimal Pullback
The bread-and-butter pattern is a stop-hunt (sweep) into a POI, a fast rejection, and then a structure break that confirms intent. The pullback into the POI/imbalance offers the entry with tight risk.
- Wait for price to sweep external liquidity (equal highs/lows, prior day high/low).
- Demand a market structure shift in your direction (break of the opposing swing).
- Enter the pullback into the POI (OB/Breaker/FVG) that caused the shift.
- Invalidation is the low/high of the impulse leg that broke the structure (place a stop just beyond).
- If there’s no clear structure break after the sweep, skip it—fakeouts are common.
Price Levels That Matter: Prior Highs/Lows, Weekly Open, Round Numbers
He treats certain levels as magnets or barriers where fuel is stored. This keeps your chart clean and your attention on areas where decisions happen.
- Anchor your chart with: prior day high/low, prior week high/low, weekly open, session highs/lows.
- Mark round numbers and HTF midpoints of ranges (e.g., 50% of a weekly range).
- Expect reaction first time back to a freshly formed HTF imbalance (FVG).
- Remove clutter—five powerful levels beat fifty random lines.
Entry Triggers: Confirmation Beats Guessing
Rather than knife-catching, he waits for proof that the other side is trapped. That confirmation unlocks asymmetric entries with small stops.
- Let price tag/sweep the level, then wait for a lower-TF displacement and close beyond a key swing.
- Place limit orders at the origin of displacement (OB/FVG) only after the break confirms.
- If the first pullback misses you, do not chase; either set a second, smaller limit or wait for a new setup.
- Cancel the idea if price trades back through your POI with momentum.
Risk Sizing and Loss Limits: Survive First, Thrive Second
Account longevity is the real edge. Mayne caps damage per day and per trade, so variance never becomes ruin. Small, consistent bites compound faster than hero trades.
- Risk 0.25%–1.0% per trade; cap daily loss at 1–2R or a fixed account % (whichever comes first).
- Hard stop always in the book; never “mental stop” it.
- Reduce risk size after a losing day; increase only after logging multiple clean wins.
- If two consecutive setups fail, stop trading that session—conditions aren’t aligned.
Take-Profit Logic: Pay Yourself Before the Round Trip
The job isn’t to top-tick; it’s to get paid. He scales out into liquidity, moves stops with structure, and leaves a runner only when the tape stays compliant.
- TP1 at 1R–1.5R or first opposing structure (e.g., prior swing).
- Move stop to break-even after TP1 only if displacement persists; otherwise, keep a partial protective stop.
- TP2 at the next liquidity pocket (prior day high/low, session high/low, range boundary).
- Trail the runner behind 15m/5m swing structure; exit on a clean counter break.
Trend vs. Range: Same Tools, Different Expectations
He uses the same concepts in all markets, just with different targets and patience profiles. Knowing which environment you’re in changes everything from entry aggression to take-profit distance.
- In trends, favor continuation entries at HL/LH into POIs; let winners run further.
- In ranges, fade extremes after sweeps; keep targets modest (mid-range, opposite edge).
- If mid-range churn dominates, step aside—wait for a sweep or expansion.
- Re-label bias the moment the HTF breaks in the opposite direction.
BTC First, Alts Second: Flow Follows the Leader
Leadership and liquidity matter. He uses BTC and ETH to gauge risk-on/risk-off conditions before touching high-beta alts.
- Only rotate to alts when BTC is trending clean and dominance/ETH pairings confirm.
- If BTC ranges violently or dumps, de-risk alts—beta cuts both ways.
- Use BTC/ETH key levels to time alt entries; align direction across majors.
- Avoid illiquid alts; if you must, halve size and double selectivity.
News, Narrative, and Event Risk: Respect the Calendar
Even price-action traders plan around catalysts. Volatility from events can supercharge or invalidate setups—position accordingly.
- Note major releases (CPI/Fed for FX indices; ETF flows/halts, exchange news for crypto).
- Flatten or reduce size into binary events unless already 2R+ in profit.
- After an event spike, re-map the structure before taking a new risk.
- If spreads or funding blow out, assume conditions are abnormal—tighten rules.
Execution Hygiene: Fewer, Cleaner Trades
Discipline scales your edge. He treats each day like a business: prepared plan, measured risk, data-driven reviews.
- Pre-plan 2–3 A-setups per session with levels, triggers, and invalidations.
- One chart, one idea—close extra tabs; no doomscrolling while in a trade.
- If you hesitate twice on an entry, skip it—hesitation = uncertainty.
- Log slippage, spread, and fill quality to refine broker/exchange selection.
Journaling and Metrics: Turn Trades Into Data
You improve what you measure. Mayne tracks what actually pays and prunes everything else, iterating his playbook a notch at a time.
- Tag each trade: setup type (sweep → break → pullback), session, pair, HTF bias, R multiple.
- Review weekly: win rate, average R, drawdown days, best/worst pairs, best session.
- Cut setups with low expectancy; double down on the ones with positive R×frequency.
- Screenshot entries/exits and annotate mistakes—then write the fix as a rule.
Size Risk First: Let Position Sizing Protect You From Volatility
Trader Mayne starts with risk, not prediction—because staying solvent is the only edge that compounds. He fixes a small, consistent percent of account risk per trade, then lets volatility dictate stop distance and position size. That keeps dollar risk constant while sizing flexes, so one spiky candle doesn’t wreck the week. For Trader Mayne, “respecting variance” is non-negotiable: if structure isn’t clean, size shrinks before opinions grow.
When conditions heat up, Trader Mayne tightens the throttle and caps daily pain with a hard stop on losses. A-setups scale only after price proves intent; B-setups get half-size or pass entirely. Losers are cut exactly where the trade idea breaks—no widen-and-hope—while winners pay early at 1R and trail behind fresh structure. The math is boring by design: consistent risk, mechanical exits, and zero heroics.
Trade the Mechanics, Not Predictions: Structure, Levels, and Session Timing
Trader Mayne treats price like a machine: it sweeps, reacts, and trends in repeatable ways, and he trades those mechanics instead of guessing headlines. He starts with a higher-timeframe map—prior day/week highs and lows, weekly open, obvious range boundaries—so every intraday decision has context. If structure is bullish, he waits for a sweep of lows and a clear shift in market structure before pulling the trigger; if it’s bearish, the mirror image applies. No bet is placed because he “thinks” BTC or ETH should move; the setup must show displacement first.
Session timing is his second edge, and Trader Mayne concentrates firepower around London and New York opens when liquidity is moving. He expects to stop hunts into those windows, so he lets the sweep happen, then hunts the confirmation candle that closes beyond a key swing. Entries come on the first clean pullback into the origin of displacement; if it doesn’t return, he refuses to chase. The result is a simple loop: map the levels, wait for the session sweep, demand structure confirmation, and execute only when the tape proves it.
Diversify By Underlying, Strategy, and Duration To Smooth Equity Curves
Trader Mayne spreads risk across majors first, alts second, and only when Bitcoin leadership confirms risk-on. He avoids overexposure by capping correlated bets: if BTC, ETH, and SOL are all the same idea, he sizes the basket as one trade, not three. He mixes mean-reversion fades at range edges with trend-continuation entries at higher-low/lower-high pullbacks, so not all setups win or lose together. Timeframes are staggered—HTF swing, intraday continuation, and quick scalp—each with separate stop logic and targets.
He enforces rules to keep the mix disciplined. No more than one high-beta alt position if BTC is choppy; if BTC breaks structure, alts get cut first. Only rotate to alts when BTC is cleanly trending and ETH strength confirms; otherwise stick to majors. At any moment, at least one position should be in “pay me now” mode (1R scale-out), while another is allowed to run behind structure. By diversifying what he trades, how he trades it, and how long he holds, Trader Mayne turns lumpy P&L into steadier, compounding returns.
Use Volatility-Based Allocation: Scale In Winners, Cut Losers Without Mercy
Trader Mayne sizes with volatility, so the market’s “speed” determines how hard he presses the throttle. When ATR expands and the structure is clean, he allows winners to earn more size by pyramiding only after fresh displacement confirms trend continuation. If volatility contracts or chops, he reduces exposure automatically—no ego debates—so a slow tape can’t grind his P&L. Losers are exited at the invalidation level without negotiation, and he never widens stops because that would increase risk as volatility rises.
To keep the math honest, Trader Mayne links add-ons to objective triggers: new 5m/15m structure breaks, fresh fair-value gaps, or breaks of prior session highs/lows. Each add-on inherits a trail behind the most recent swing, and partial profits are taken at 1R–2R before any scaling occurs. If a pyramid leg fails to hold the structure, he removes the add-on immediately and keeps the core only if the higher timeframe is still intact. The result is simple: volatility grants permission to size winners, not to tolerate losers, and the account grows by rewarding proof, not hope.
Defined Versus Undefined Risk: Clear Rules, Hard Stops, Automated Exits
Trader Mayne treats undefined risk like a live wire—touch it and you’re done. Every trade starts with a hard stop placed where the idea is objectively wrong, never beyond “I’ll see how it feels.” If slippage or spread risk widens, he reduces the size up front so the dollar loss remains capped. He prewrites exit conditions—invalidating wick, break of structure, or close beyond a key swing—so emotion never negotiates with the stop. Options or leveraged positions follow the same logic: maximum loss is fixed before entry, not discovered after.
Automation backs the discipline. Trader Mayne uses bracket orders, partial take-profits at 1R–2R, and trailing stops anchored to fresh structure so winners pay while risk shrinks. If price reclaims the invalidation level after a stop-out, he treats it as a new setup, not a revenge trade. No averaging down losers, no “one more tick,” and no moving stops to “give it room.” By enforcing defined risk on every position and mechanizing exits, he turns uncertainty into a bounded cost—and lets skill work on the upside.
In the end, Trader Mayne’s edge isn’t a secret indicator—it’s a system that keeps him solvent, selective, and scalable. He starts with risk, fixes the loss before the trade, and lets volatility decide size so one candle never dictates his month. The higher timeframe draws the map, London/New York provides the fuel, and entries only happen after a sweep-and-shift confirms intent. When the tape behaves, he pays himself early and lets a runner trail structure; when it doesn’t, he cuts quickly and moves on.
He diversifies the right way—by underlying, strategy type, and holding duration—so not all bets rhyme. BTC and ETH lead the show; alts wait their turn. Scaling is earned through fresh displacement, never feelings, and undefined risk is simply off the menu. Most importantly, he treats the process like a business: a few A-setups, clean execution windows, strict journaling, and zero heroics. Do that long enough, and the compounding takes care of itself.
