Table of Contents
Twin dentists Hassan and Hannan sit down to unpack how they went from fresh UK graduates to running a fast-scaling dental group with record months, multiple brands, and a billion-pound exit target on the whiteboard. The vibe is high-energy and no-fluff: sales, team building, branding, and “turn your business into a machine” execution. You’ll hear how they used visualization (a daily-revenue lock-screen), early-adopter content plays, and mentors to compress years of trial-and-error into a few relentless seasons. It’s dentistry, sure—but the mindset is pure trader: clear targets, controlled risk, rapid feedback, and scaled edges.
In this piece, you’ll learn the exact strategy behind their lead-gen funnels, objection-handling scripts, and omnipresent branding that turns cold traffic into high-ticket patients—plus how they structure teams, KPIs, and incentives so the “machine” runs without them. We’ll translate their playbook into trader-friendly lessons: building a repeatable edge, sticking to process under pressure, and thinking in systems that print outcomes. If you want a clear, beginner-friendly blueprint for turning hustle into a scalable strategy, you’re in the right place.
Hassan Playbook & Strategy: How He Actually Trades
Market Prep & Bias
Before risking a cent, Hassan builds a clean, simple view of where the market wants to move today. He defines the higher-timeframe trend, maps the most likely path for price, and decides exactly what would invalidate that idea. This turns a chaotic chart into a plan with clear yes/no checkpoints.
- Define the daily bias by checking whether price is making higher highs/lows (bullish) or lower highs/lows (bearish); trade only in that direction until invalidated.
- Draw two key HTF zones only: the nearest supply above and demand below; ignore everything else to reduce noise.
- Mark the session range from the prior day (high/low) and weekly open; plan trades around breaks/retakes of these levels.
- Set a single invalidation line (structure break against your bias). If price closes beyond it, stand down until a fresh setup prints.
The A+ Setup Criteria
Hassan doesn’t chase every wiggle; he waits for a narrow set of repeatable triggers. By filtering aggressively, he protects his attention and keeps his win rate steady. If a chart doesn’t meet these rules, it’s an automatic pass.
- Only trade when HTF bias, intraday structure, and a catalyst (session open or news) align in the same direction.
- Entry patterns allowed: break-and-retest of HTF level, pullback to a 50–61.8% retrace inside trend, or sweep of prior high/low followed by strong rejection.
- Require confluence of at least two: level, session timing, liquidity sweep, or momentum push (impulsive candles with rising volume or range).
- Skip setups within 30 minutes before major scheduled news; re-evaluate 5–10 minutes after the release once the first impulse resolves.
- If spread > 20% of stop size or ATR is compressed vs its 20-day average, pass the trade.
Risk & Position Sizing
Staying in the game is the edge. Hassan caps downside tightly so a bad day never becomes a bad month. Position sizing is formulaic—no feelings, just math.
- Risk a fixed 0.5R–1.0R per trade (R = % of account); default 0.7% risk unless volatility is extreme.
- Daily loss limit = 2R; hit it and stop trading for the session—no exceptions.
- Max open risk at any moment = 1.5R across all positions; if adding, trail earlier stops so total risk never exceeds the cap.
- Trade only 1–3 uncorrelated instruments simultaneously; if USD is the driver, avoid stacking USD-heavy pairs.
- Size using distance to invalidation, not a fixed lot size: Position = (Account × Risk%) ÷ Stop(pips) × PipValue.
Entry Execution
Entries are timed, not guessed. Hassan waits for the market to come to his level and then asks for proof. That proof is a clean shift in structure on the execution timeframe.
- Use a two-timeframe trigger: plan on 1H/4H, execute on 5–15m.
- For break-and-retest: require a close beyond the level, then a retest that holds; enter on the first bullish/bearish continuation candle.
- For liquidity sweeps: wait for a sweep of prior high/low and a swift reclaim (close back inside range); enter on the retest of the reclaimed level.
- If price misses the entry by >25% of your intended stop or runs 1R without you, cancel the idea—no chasing.
- Hard stop goes a few ticks beyond the invalidation wick/structure, never inside the noise.
Trade Management
Once in, Hassan manages by rules, not vibes. He pays himself when the market offers it and protects capital when the story changes.
- Move stop to breakeven at +1R only after a structure shift in your favor (e.g., new HL/LH printed on execution TF).
- Scale partials: take 30–50% at +1R to +1.5R, another 30% near the next HTF level, let the remainder trail.
- Use structure-based trailing: trail under/over swing lows/highs on the execution TF; never trail tick-for-tick.
- If a candle closes beyond your invalidation micro-level or key session level flips against you, exit—don’t wait for the hard stop.
- Maximum hold time for an intraday trade: end of session; if still open, close at market unless it’s a pre-planned swing with HTF targets.
Targets & Exits
Targets are planned before entry so emotions don’t decide profits. Hassan anchors exits to real levels that other participants care about.
- First target = opposing side of the current intraday range (prior high/low or VWAP band).
- Final target = next HTF supply/demand zone or measured move equal to the last clear leg (AB = CD projection).
- If momentum expands and HTF space is clean, allow a runner with a structure-trail to capture trend days.
- Never widen stops to “make room”; reduce size or re-enter only if a fresh setup appears per rules.
News & Session Framework
Time of day is an edge. Hassan aligns entries with liquidity windows and steps aside when randomness is highest.
- Preferred sessions: first 90 minutes of London and New York; avoid the dead mid-session unless a catalyst is active.
- Stand down 30 minutes before red-flag events; trade the second impulse only after the first swing completes and structure resets.
- If a red-flag release is directly against your bias, do not pre-position; wait for the reclaim or a full invalidation before acting.
Playbook Instruments & Volatility
Not all markets trade the same. Hassan focuses on instruments where his patterns are clean and spread/volatility are reasonable.
- Maintain a small universe (e.g., 4–6 instruments) with documented behaviors and typical session rhythms.
- Only trade when 14-day ATR is above its 50-day average (trend potential) or when a major level is in play (range/mean-revert plan).
- If ATR collapses or spreads widen abnormally, shift to simulation/journaling rather than forcing trades.
Journal, Metrics, and Review
Progress is measured. Hassan treats his journal like a performance lab—tight feedback loops, no ego.
- Log every trade: screenshot of HTF plan, execution TF entry/exit, reasoning, and whether rules were followed (Y/N).
- Track KPIs weekly: win rate, average R, expectancy (E = Win% × AvgWin − Loss% × AvgLoss), rule-adherence %, and max adverse excursion.
- Tag mistakes (e.g., “chased,” “early BE,” “news fade”) and impose a one-week corrective constraint if the tag appears 3+ times.
- Run a weekly replay session: rebuild the best and worst trades candle-by-candle; note what would have made entries/exits cleaner.
Psychology & Routine
Consistency comes from routine. Hassan builds a simple pre-market ritual and a hard shutdown to protect his edge and his energy.
- Pre-market checklist (10 minutes): hydrate, clear desk, update levels, write bias in one sentence, set alerts, visualize invalidation.
- During trading: hide P&L, show only R-based metrics, and use an audible timer to prevent over-monitoring between candles.
- Post-market: mark adherence (green/orange/red), save charts, and plan one improvement for the next session.
- If two red adherence days occur back-to-back, drop size to 0.25R for 3 sessions and trade only the single best setup.
Scaling & Capital Allocation
Scaling is earned by data. Hassan increases size only when the process proves it can handle more risk without breaking.
- Bump risk by +0.25R only after 30 consecutive trades with: rule-adherence ≥ 85%, drawdown < 5R, and expectancy ≥ 0.3R.
- Keep a hard equity stop: if peak-to-trough drawdown hits 8R, cut size by half and rebuild over the next 20 trades.
- Withdrawals happen monthly, not daily; keep trading equity stable to avoid emotional swings tied to cash movements.
System Health: What to Do When Nothing’s Working
Every strategy has seasons. Hassan treats drawdowns as diagnostics, not identity threats.
- If three losing days occur in a row with rule-adherence ≥ 85%, assume market regime changed; pause one session and re-test entries on replay.
- If losses come with rule breaks, stop live trading immediately; run two sessions in sim focused on the broken rule only.
- Re-enable live risk at half-size once you complete 10 sim trades with 90% adherence and positive expectancy.
Hanan Playbook & Strategy: How He Actually Trades
Core Philosophy & Edge
Hanan treats trading like running a high-performance clinic: standardized procedures, strict hygiene around risk, and zero heroics. The edge comes from doing boring things exceptionally well—clean context, precise entries, and disciplined exits. This section explains the mindset and why systemizing tiny decisions compounds results.
- Trade a documented playbook of 2–3 setups only; if a chart doesn’t match, pass in under 10 seconds.
- Prioritize repeatability over brilliance: the same checklist every session, same risk math, same review cadence.
- Build edges from time and level: session liquidity windows + high-timeframe (HTF) levels that others see.
- Never trade to “make back” losses or to hit a daily income number; process KPIs > P&L.
Bias Building (Top-Down in 3 Minutes)
You don’t need a PhD to establish a bias. Hanan compresses the top-down read into a quick scan that isolates where price has room to travel today. The goal is to avoid fighting the tape and to define exactly what would change your mind.
- Start on daily: mark structure (HH/HL = up; LH/LL = down). If mixed, go neutral and reduce size by 50%.
- On 4H/1H, mark only the nearest supply above and demand below; avoid clutter.
- Draw prior day’s high/low and weekly open; note which side currently holds.
- Write a one-sentence bias: “Bullish while above X; invalid if 1H closes below Y.”
The A-Setup (When He Actually Pulls the Trigger)
Hanan only engages when multiple pieces click. These are the criteria that transform “interesting” into “tradeable.” Read this before every session to stay selective.
- Require 3 of 4: HTF bias align, session timing, key level in play, and momentum confirmation.
- Valid entries: (1) break-and-retest of HTF level, (2) pullback after impulse to fair-value zone, (3) liquidity sweep and reclaim of prior swing.
- If spread > 20% of planned stop or ATR(14) < ATR(50), skip—structure won’t pay.
- No trades within 30 minutes before high-impact data; re-assess after the first post-news leg completes.
Execution Timeframes & Triggers
This is where patience meets precision. Hanan plans on higher timeframes and executes on a smaller one only when price “confirms” the idea. The bullets below set the exact handshake between plan and trigger.
- Plan on 1H/4H; execute on 5–15m.
- For break-retests: demand a close through the level, then a retest that holds; enter on the first continuation candle with tight stop beyond the structure.
- For sweeps: wait for a wick through the prior high/low and a close back inside; enter on the retest of the reclaimed level.
- If price runs +1R without tagging entry, cancel the order—no chasing partial credit.
Risk & Sizing Rules
Capital protection is Hanan’s first KPI. He sizes positions by stop distance and caps total risk so a rough session can’t spiral. Use these rules to remove emotion from sizing.
- Fixed risk per trade: 0.6–0.8% of equity (default 0.7%).
- Daily loss limit: −2R max; hit it and stop for the day, even if a “perfect” setup appears.
- Max portfolio risk at once: 1.5R across all positions; trail earlier stops before adding.
- Position size = (Account × Risk%) ÷ Stop(pips) × PipValue; never round up beyond 5% of calculated size.
Management & Partial Taking
Once in the trade, Hanan takes heat like a pro: small, planned, and short. He pays himself early enough to de-risk, but leaves a runner for trend days. The bullets codify the dance between defense and opportunity.
- Move stop to breakeven only after a clear micro structure shift (new HL in longs / LH in shorts) or at +1R—whichever comes later.
- Take 40–50% at +1R to +1.3R; bank another 30% at next HTF level; let the rest trail.
- Trail with structure, not ticks: under/over swing pivots on execution TF.
- Exit early if the level that justified the trade flips against you on a closing basis.
Targets That Other Traders Respect
Hanan sets exits where participation spikes—places others must act. Planning targets before entry makes decisions automatic when candles get fast.
- First target: opposite side of the day’s range (yesterday’s H/L, session VWAP band, or opening range edge).
- Final target: next HTF supply/demand or a measured move (project prior impulse leg).
- If fresh space above/below and momentum expands, convert to runner with structure trail; otherwise flatten into the level.
Sessions, Timing, and Catalysts
Time of day is an input, not trivia. Hanan aligns with liquidity windows and avoids hours that produce chop. This keeps him patient and focused when it actually matters.
- Preferred windows: London first 90 minutes and New York first 90 minutes.
- Do not initiate new risk in the 15 minutes around key opens unless the plan explicitly expects an opening drive.
- For red-flag news: never pre-position; trade the second move after structure re-sets.
Instrument Universe & Volatility Filters
Edge is instrument-specific. Hanan works a small universe he knows deeply, adapting size to volatility so his stops make statistical sense.
- Trade 4–6 core markets; document spread behavior, average swing sizes, and cleanest session times for each.
- Only trade when ATR(14) ≥ ATR(50) or a major HTF level is in play; otherwise journal, don’t force.
- If spreads widen or liquidity thins, reduce size by 50% or stand down.
Pre-Market Routine (10 Minutes)
Routines are cheap edge. This checklist removes ambiguity and ensures you begin each session with intent rather than hope.
- Hydrate, clear desk, and silence notifications.
- Update HTF levels, yesterday’s range, and weekly open; set two price alerts per market (at level and invalidation).
- Write the bias in one sentence; visualize invalidation and the A-setup you’ll accept.
During-Market Discipline
Once the bell rings, Hanan trades the plan, not the P&L. These rules keep him from improvising when emotions would like to take the wheel.
- Hide account currency; display R-based metrics only.
- One trade idea per instrument at a time; no stacking correlated bets.
- If the market drifts into mid-session chop, step away for 30–60 minutes; protect focus.
Post-Market Review & Metrics
Improvement is measured, not imagined. Hanan’s review loop catches leaks early and turns them into upgrades for tomorrow’s plan.
- Journal every trade with screenshots (HTF plan + execution), rule tags (followed/broken), and emotions in one sentence.
- Weekly KPIs: win rate, average R, expectancy, rule-adherence %, max adverse excursion, and “chase” frequency.
- If a rule is broken 3+ times in a week, trade next week at half size with a hard cap of one setup/day.
Drawdown Protocols
Drawdowns happen; disasters are optional. Hanan uses a decision tree to recover without gambling his way back.
- If three losing days with ≥85% rule-adherence: assume regime shift; pause one session and replay the week to re-tune triggers.
- If losses involve rule breaks: stop live trading immediately; complete 10 sim trades focused on the broken rule at ≥90% adherence.
- Restore live risk gradually: half size for 20 trades; only scale when expectancy and adherence meet thresholds.
Scaling the Account
Size is a privilege earned by data. Hanan scales only when the system proves it can handle more load without degrading.
- Increase risk by +0.25R after 30 trades with: adherence ≥85%, drawdown <5R, expectancy ≥0.3R.
- If equity drawdown reaches 8R, cut size by half and rebuild; no “one big trade” exceptions.
- Keep withdrawals scheduled monthly to maintain consistent trading equity and emotional stability.
Psychology You Can Actually Use
Mindset isn’t magic; it’s environment design. Hanan engineers small defaults that make the right choice easier in the moment.
- Use a visible timer (e.g., 5–15m) to break the habit of over-monitoring between candles.
- Pre-commit to a single improvement focus each day (e.g., “no early breakevens”) and mark it green/orange/red post-session.
- If two orange/red days in a row on the same behavior, take a mandatory “rules-only, half-size” day before resuming normal risk.
Size Risk First: Fixed R, Daily Loss Cap, No Exceptions
Hassan and Hanan start every trade by locking in the loss they can live with, not the profit they hope for. They define a fixed R per position so position size is derived from stop distance, never the other way around. If spreads widen or ATR explodes, they reduce size and keep the same R—discipline beats bravado. A two-R daily loss cap ends the session immediately, protecting the next day’s opportunity set.
They don’t average losers, they don’t nudge stops “for room,” and they don’t chase after missing the entry. Hassan and Hanan treat risk as a system, not a feeling: max open risk is capped, correlated bets are avoided, and P&L is hidden during execution. By paying themselves at +1R and trailing only after structure shifts, they let math—not hope—govern the trade’s lifecycle. That’s how the twins keep losers small, winners honest, and equity curves steady.
Trade Volatility: Adjust Position to ATR, Avoid Dead, Illiquid Sessions
Hassan and Hanan treat volatility like the market’s speed limit and set their risk accordingly. When ATR expands, they widen stops to the relevant structure and scale position down so R stays constant; when ATR contracts, they either reduce targets or skip the trade. They prefer the first 90 minutes of London and New York, when liquidity is deepest and slippage is lowest. If the spread grows beyond a sensible fraction of the planned stop, they simply pass.
Both Hassan and Hanan time entries around catalysts, not boredom candles. They avoid mid-session chop unless a high-timeframe level is being tested or reclaimed. Around major releases, they don’t pre-position; they trade the second move after structure resets. This way, volatility becomes a tool rather than a trap, and their best trades happen when the market is actually paying.
Diversify Smartly: Underlying, Strategy, and Holding Duration Drive Resilience
Hassan and Hanan don’t stack five trades that live or die on the same macro driver. They spread exposure across uncorrelated underlyings, so a single dollar or oil impulse can’t wreck the day. They rotate between a small set of playbooks—break-retest, sweep-and-reclaim, momentum pullback—matching each to the market regime. They also stagger holding time: quick intraday clips, session holds, and occasional swing runners when the higher-timeframe path is clean.
When correlations spike, Hassan and Hanan cut back to the single best idea instead of faking diversification. Max open risk stays capped, and they avoid doubling up on highly correlated pairs or indices. If volatility compresses, they focus on the instrument with the clearest level and timing confluence, not the longest watchlist. This blend of underlying, setup, and duration keeps their equity curve resilient even when one lane goes cold.
Mechanics Over Prediction: Level, Timing, Confirmation Before Every Entry
Hassan and Hanan don’t play fortune teller—they play engineer. They start with visible higher-timeframe levels that other participants also see, then wait for the right session window when liquidity is highest. Only after price proves intent with a clean close through the level and a disciplined retest do they consider pulling the trigger. If any piece is missing—level, timing, or confirmation—they simply pass and protect focus.
This checklist keeps Hassan and Hanan from marrying a bias or chasing headlines. When the market respects the level at the right time and prints confirmation, they execute; if structure wobbles or spreads distort the setup, they cancel the idea without drama. The goal is repeatable mechanics, not clever predictions, so every trade looks like the last good one. That’s how they convert chaos into a process—and process into P&L.
Defined Risk Only: Preplanned Stops, Partial Takes, Trailing Exits Lock Gains
Hassan and Hanan never click buy or sell without a stop already parked at structural invalidation. Position size is calculated from that stop distance so each trade risks the same R, regardless of mood or market noise. As price moves, they pay themselves early—first partial around +1R to de-risk, then scale further at the next obvious higher-timeframe level. This turns open profit into booked progress and removes the urge to fiddle with winners.
After banking partials, Hassan and Hanan trail based on structure, not ticks or emotions. If a higher low forms in a long (or lower high in a short), the stop slides under or over that pivot and the runner hunts the next target. If the level that justified the trade flips against them on a closing basis, they’re out immediately—no widening stops “for room.” Defined risk is their operating system: losers stay small, winners compound, and the equity curve stays smooth.
Hassan and Hanan leave you with a simple blueprint: protect downside first, let upside take care of itself. Fixed-R risk, a hard daily loss cap, and preplanned stops mean bad days stay small and recoverable. They treat volatility like an input, not a surprise—ATR sets the throttle on position size, session timing filters the noise, and spreads are a go/no-go switch. When markets go quiet or correlations spike, they don’t force trades; they narrow to the single best idea and wait for the tape to speak.
Their edge is mechanical, not mystical. Start with widely visible levels, align with the right window of liquidity, and only act on confirmation that proves intent. Diversify by underlying, setup, and holding time so one narrative can’t torpedo the day. Pay yourself on the way, trail behind real structure, and exit the moment the reason for the trade flips. Wrap it in tight routines and honest journaling, and you’ve got the Hassan and Hanan operating system: small, controlled losses; scalable winners; and a process you can repeat tomorrow.
