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This interview features Camille—often introduced as “Mr. Trading Wizard”—on the Words of Rizdom podcast, recorded while both host and guest were in Dubai. Camille’s path runs from knocking doors in Amsterdam at 16 to flipping early stock wins into crypto, then surviving a brutal Luna/UST wipeout and rebuilding as a disciplined day trader. Why he matters: he’s candid about both outsized gains and seven-figure losses, and he explains the pivot that saved his career—moving from Fibonacci-only trend tactics to range trading inspired by Trader SC and Trader XO—plus the mindset that keeps him consistent.
In this piece, you’ll learn Camille’s actionable playbook: earn outside income first, cap size early (think sub-$1k) and prove you can compound before scaling; become a servant to your system so emotions don’t hijack trades; and adapt tactics to regime shifts—trend, range, bear—so you’re not shorting a chop or longing a breakdown. You’ll also see how he gamifies learning, uses journaling intentionally (without letting past streaks tilt the next decision), and treats big losses as paid tuition rather than a finish line. If you’re a newer trader hunting for a simple, repeatable strategy and the mindset to stick with it, Camille’s story is a fast track to what actually moves the needle.
Camille Playbook & Strategy: How He Actually Trades
Market Regime First, Always
Before hunting entries, Camille tags the market environment: trending, ranging, or fading/mean-reverting. This matters because his tactic and risk settings change with the backdrop—he doesn’t force trend tools in a chop or range tools in a one-way melt.
- Label the day in pre-market: trend, range, or fade based on overnight high/low breaks on the first 60–90 minutes.
- If the price holds between the Asian range high/low for 60 minutes after the cash open, treat it as a range; if it expands and holds a new bracket, treat it as a trend.
- Stand down if your label flips more than once in the first hour; reassess at the next session pivot.
The Range-First Play (His Default)
When conditions are sideways, Camille’s A-setup is playing the edges of a clearly defined box. The goal is small, repeatable wins off well-tested boundaries, not home runs.
- Draw the session range using the first 60–90 minutes; mark the midline (50%).
- Only trade at the extremes (top/bottom 10–15% of the box) or at the midline after a clean break-and-retest.
- Confirm with a 3-point checklist: liquidity sweep, failed follow-through (one candle closes back inside), delta/volume stall on your trigger timeframe.
- Entry rule at the top of the range: short on a close back inside + next candle trades below the trigger low; stop goes 2–3 ticks/pips beyond the sweep high.
- Entry rule at the bottom of the range: mirror long; stop 2–3 ticks/pips beyond the sweep low.
- First take-profit at midline, second at opposite edge, then flatten; if the midline rejects, trail to breakeven and exit on loss of momentum.
Trend-Day Breaker (His Alternate)
If the market is driving one way and holding, Camille abandons fade attempts and rides with the tape. He wants alignment across timeframes before pressing.
- Define a trend day when the session prints higher highs and higher lows (or lower lows/higher highs for downtrends) with pullbacks capped at ~38–50% of the last impulse.
- Enter on a break-and-retest of VWAP or prior swing with a strong impulse candle (body > prior two average bodies).
- Risk per trade ≤ 0.5R of daily max; add only after price closes beyond the last add level and risk stays within the original day’s cap.
- Trail under/over the last higher low/lower high; exit on first close against VWAP and structure.
Risk, Sizing, and Daily Guardrails
Camille treats capital like oxygen—he caps damage early so he can come back tomorrow. The structure below prevents one day from nuking the week.
- Daily loss cap: -2R hard stop. Hit it and power down—no exceptions.
- First 30 trading days on a new instrument/approach: position size ≤ $1,000 notional risk or ≤ 0.25–0.5% of account, whichever is smaller.
- Two consecutive losers? Cut risk by 50% for the next trade; three in a row? Take a mandatory break until the next session.
- Never widen stops; only move to breakeven after the first partial is banked or when structure shifts in your favor.
Entries: Timing the Trigger
He wants confluence and a clear “tell” from price/flow before committing. These triggers keep you from guessing.
- Only pull the trigger if you have 2 of 3: structure level (range edge/VWAP/swing), rejection wick, and volume/delta divergence on your execution timeframe.
- Use a one-bar confirmation: enter on the break of the confirming candle’s high/low, not at market during indecision.
- If your stop would exceed 1R of your plan, skip the trade—a bad location is not fixed by hope.
- No same-bar flip: if stopped out on a setup at a level, do not re-enter on the very next bar.
Exits: Banking Wins Without Second-Guessing
Camille’s exits are pre-mapped, so emotions don’t hijack good trades. He partials early, then lets structure do the rest.
- Scale 30–50% at 1R or midline (for range plays) to pay yourself and remove pressure.
- Move stop to entry only after the first partial or a higher-low/lower-high print in your favor.
- Hard exit if price closes beyond your invalidation (range re-entry against you, VWAP reclaim against trend).
- On a strong trend, use a structure trail: last swing low/high; exit on first close across the trail.
The Journal Loop (How He Improves)
He doesn’t worship long diaries—he captures the few things that move P&L. This loop turns screenshots into upgrades.
- Log only the A/B/C setup tag, R multiple planned vs. realized, reason for entry, and reason for exit with two screenshots (entry and exit).
- Track three metrics weekly: Win rate by setup, Avg R per setup, Drawdown days. Kill any setup with <35% win and <0.3R expectancy after 30 samples.
- Tag errors (early entry, chasing, stop move); if an error repeats 2+ times in a week, add a pre-trade checklist item to block it.
Psychology You Can Actually Use
Mindset is a system, not a speech. Camille builds habits that make the right decision the default, especially after a big win or loss.
- Post-win rule: next trade must be A-setup only with half size; skip if it’s not crystal clear.
- Post-loss rule: 3-minute reset (stand up, water, breathing) before any re-scan; no revenge trades in the next 15 minutes.
- Cap screen time: if you’ve taken three decisions (win or lose) in the first two hours, step away until the next session window.
Scaling Without Breaking the Edge
He scales like an engineer—slowly, measured, and only when the data says the edge survives a bigger size. Growth follows proof, not vibes.
- Double size only after 20–30 trades of the same setup with expectancy ≥ 0.5R and max drawdown ≤ 3R.
- When sizing up, halve the number of simultaneous positions for two weeks to protect focus.
- Withdraw a small fixed percent of profits monthly to de-risk and keep your decision-making calm.
Tools, Timeframes, and Chart Hygiene
The chart is clean by design—levels, VWAP, and price/volume tell most of the story. Less noise = faster reads and fewer fake signals.
- Keep two timeframes: context (H1/M15) and execution (M3–M5). No more than three indicators on the execution chart.
- Core tools: session highs/lows, VWAP, volume/delta (or a basic tape proxy), and midline for ranges.
- Mark levels before the open; do not add new levels mid-session unless a clear new range forms and holds for ≥ 30 minutes.
Weekly Review & Reset
Consistency comes from structured reflection and a clean slate each week. Camille protects focus by pruning and planning.
- Sunday 45-minute review: export screenshots into three folders—A wins, A losses, errors—and write one process tweak for the coming week.
- Archive any chart layout changes; lock the template for the week to avoid tinkering during live trading.
- Set a weekly goal you control (e.g., “0 revenge trades,” “journal within 5 minutes of exit”), not a P&L number.
Size Positions by Volatility: Fixed R Risk, Dynamic Notional Exposure
Camille keeps it simple: every trade risks the same “R” (a fixed dollar amount), but the number of contracts or shares flexes with volatility. When markets are jumpy, he sizes down; when they’re calm, he sizes up—so one wild candle doesn’t hijack his day. Camille’s point is that consistency comes from controlling downside first, not from guessing which trade will moon. He’d rather let volatility dictate notional exposure than let emotions creep his size higher after a win.
In practice, Camille reads a recent range or an ATR-style measure to set stop distance, then backs into position size so the stop equals 1R. If the stop needs to be wider, he reduces the quantity; if tighter, he increases—either way, the cash risk stays constant. He also caps daily loss (e.g., -2R) so three bad prints can’t spiral into a disaster. The result is a smoother equity curve where skill—not luck—determines how much he makes when he’s right.
Trade the Regime, Not Your Bias: Trend, Range, or Fade
Camille starts each session by labeling the market: trend, range, or fade—then trades only the playbook that fits. He treats this as a traffic light system: green to press with structure on a trend day, yellow to fade extremes inside a range, red to stop forcing views when conditions flip. Camille’s point is simple: your edge lives in adapting, not in being “right” about direction. If the environment changes, he changes with it—no ego, no debates.
On a confirmed trend day, Camille buys break-and-retests with higher lows (or shorts lower highs), while on a range day, he sells sweeps at the top and buys sweeps at the bottom with fast partials at midline. If momentum stalls and the tape mean-reverts, he uses a fade play, but only at pre-defined levels and only with tight risk. The rule is never to apply range tactics to a runaway trend or chase breakouts in a sideways chop. Camille resets the label at key session pivots, accepting that the first hour can be noisy and that standing down beats fighting the regime.
Diversify by Underlying, Strategy, and Timeframe to Smooth Equity Curve
Camille spreads his risk across different products, playbooks, and holding periods so no single idea can sink the week. He sees diversification as a volatility damper: rotate between a range play in BTC, a trend continuation in ES, and a quick fade on gold rather than tripling down on one narrative. By mixing assets with distinct personalities and correlations, Camille reduces equity-curve whiplash and avoids getting trapped by a single market’s funk.
He also diversifies by strategy and timeframe—pairing intraday range fades with swing continuation setups and occasional news-driven momentum breaks. If one approach stalls, another often fires, keeping P&L distribution healthier. Camille caps exposure per bucket (underlying, strategy, duration) and refuses to let any single bucket exceed a set share of daily risk. The aim isn’t to be everywhere; it’s to be robust—so execution quality, not luck, drives the monthly outcome.
Mechanics Over Prediction: Entry Triggers, Exit Rules, Automatic Partials
Camille argues that prediction is optional, but mechanics are mandatory. He pre-maps entries at levels, waits for a confirming candle or flow tell, and refuses to chase. Once in, Camille follows a fixed exit ladder: partial at 1R or midline, trail behind structure, and hard-out at invalidation. The goal is to let the plan run the trade so emotions don’t.
He also automates as much as possible: bracket orders with stop and target, one-click partials, and alerts at key levels. If momentum dries up or VWAP flips against him, Camille exits without debate—no “it might bounce.” By making mechanics the boss, he turns each trade into a repeatable process, not a fresh guess.
Prefer Defined Risk, Pre-Set Daily Max Loss, Stop After -2R
Camille keeps survivability front and center: he prefers trades with tight, explicit invalidation and uses a firm daily circuit breaker. Every idea is sized so the stop equals a fixed R, and if the day hits -2R, he shuts it down—no “one more” to make it back. Camille won’t widen stops, add to losers, or average in undefined risk; if the thesis breaks, he’s out and onto the next clean look.
He also caps the number of concurrent positions and total exposure so a news shock can’t wipe the slate. After a stop day, Camille runs a reset routine—walk, water, journal the top mistake—and returns fresh for the next session. The message is simple: defined risk creates freedom to execute, and the -2R hard stop protects the edge from your worst day.
Camille’s story is a trader’s arc in fast-forward: early wins in stocks, a humbling wipeout during the Luna/UST chaos, then a rebuild grounded in process over ego. What ultimately flipped the switch for him wasn’t a secret indicator—it was reframing the entire job around regimes and repeatable mechanics. He labels the day first (trend, range, or fade), picks the playbook that belongs in that environment, and refuses to mix tools across regimes. That shift, along with his move into range trading—after studying how pros framed highs, lows, and midlines—turned randomness into structure. The headline lesson: you don’t beat markets with opinions; you survive and compound with rules that fit the tape in front of you.
From there, Camille’s operating system is all about durability. He risks a fixed R per trade and lets volatility set the position size, so a wider stop doesn’t balloon his dollar loss. He prefers defined risk with tight invalidations, pays himself quickly on partials, and enforces a daily circuit breaker so a bad morning can’t nuke the week. Mechanics outrank prediction: bracket orders, one-bar confirmations, break-and-retest over chasing, and hard exits when structure flips. He journals the few variables that matter—setup tag, planned vs. realized R, the reason in and out—and prunes anything that can’t prove expectancy over a meaningful sample. Mix in diversification by underlying, strategy, and timeframe, plus simple psychology guardrails after big wins or losses, and you get the real “secret sauce” Camille actually uses: a small set of rules executed the same way, every day, no matter how loud the market gets.
