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This episode features trader Bernd Skorupinski on the Words of Wisdom podcast with host Riz, recorded at their Dubai office. Bernd’s not just talk—he’s the FTMO record holder (120+ leaderboard appearances) and currently trades a $2M AOOK fund, which is why his perspective on what actually works in markets carries weight for anyone serious about consistent results.
In this piece you’ll learn how Bernd builds a repeatable trading edge (not a one-off “prop firm edge”), why he favors swing execution over screen-glued scalping, and the simple KPIs he uses—think R-multiples, win/loss expectations, and fixed-dollar risk—to keep psychology in check. You’ll also get his take on today’s prop-firm landscape, how to scale risk without blowing your ceiling, and why journaling your losers is the fastest path to real improvement.
Bernd Skorupinski Playbook & Strategy: How He Actually Trades
What He Trades & Why It Works
Bernd is a futures-first swing trader who favors clean, high-quality trends over constant screen time. He looks for technical confirmation and uses cross-asset context to avoid forcing trades. The goal is simple: fewer decisions, higher conviction, and scalable risk.
- Focus on liquid futures (indices, metals, FX futures) with tight spreads and reliable session structure.
- Only trade instruments that trend cleanly on higher timeframes in the current regime; bench anything choppy.
- Require technical confirmation before bias (breaks, retests, or structural shifts); no “gut-feel” entries.
- Use cross-asset checks (e.g., index + rates, metals + USD) to filter out weak ideas.
- If the market doesn’t tick 3+ boxes from your checklist, pass and preserve mental capital.
Timeframe & Entry Blueprint
He executes on the daily chart to reduce noise and decision fatigue. Entries are planned so he can trade the plan, not the mood.
- Primary signal timeframe: daily; intraday only for execution refinement—never for changing the plan.
- Structure first: identify trend direction (HH/HL or LH/LL), mark key swing levels, and supply/demand zones.
- Entry triggers: daily close above/below structure, or a clean retest with rejection wick and tightening range.
- Limit orders for retests; stop orders for breakouts—never chase a candle that’s already extended.
- If entry is missed, skip it; do not “make it work” on a lower timeframe.
Risk & Position Sizing (Fixed-Dollar First)
Bernd scales by dollar risk, not ego. He conditions himself to each risk step so sizing never hijacks execution.
- Choose a fixed dollar-risk per trade that you don’t feel—e.g., $50 → $200 → $500 → $1,000—as a ladder.
- Hold each rung for 3–4 months of live results before stepping up; if you feel “shaky,” step back down.
- Hard stop always on the chart; initial stop sits beyond structure (swing high/low or volatility band).
- 1R is your north star: define it, log it, and never widen a stop to “stay in the trade.”
- Max open risk cap: total portfolio risk ≤ 2–3R across all positions, correlated names count as one.
Trade Management & Exits
He lets the daily do the heavy lifting. Average hold is measured in weeks, not hours, and exits are as rule-based as entries.
- Baseline hold expectation: 20–30+ days if trend continues; no micro-managing on intraday noise.
- Move stop to breakeven only after structure confirms (e.g., higher low forms in an uptrend).
- Scale out into strength at predefined R targets (e.g., 1R, 2R) or at nearby weekly levels.
- Trailing stop: below last confirmed swing (uptrend) or above last swing (downtrend)—update on daily closes.
- If a daily close invalidates structure, exit on the next open—no “hope candle.”
Playbook Setups (Plug-and-Play)
He keeps a small roster of A-setups he knows cold. Each setup has objective triggers and invalidation.
- Break–Retest–Go: break of range → clean retest of the breakout level → rejection wick → enter with stop beyond zone.
- Trend Pullback: in an established trend, 3–5 bar pullback into prior demand/supply → reversal candle → enter with stop past swing.
- Failed Breakout Reversal: false break beyond range, immediate close back inside, follow-through next day → trade back to range mid.
- Only log setups that repeat; purge anything you can’t define in one sentence.
Prop Accounts, Fund Capital & Scaling
He treats prop and fund accounts as execution wrappers for the same system. Payouts and rules are byproducts—not the edge.
- Same strategy across accounts; only risk limits change. If rules force bad behavior, don’t use that account.
- Weekly payout targets are not trading signals; avoid “end-of-cycle” forcing.
- Keep a dashboard: account rules, max daily loss, trailing drawdown—never let admin wipe a good trade.
- If a prop’s rules change against your process, withdraw and redeploy capital elsewhere.
Performance KPIs & Review Loop
Metrics keep emotions out and truth in. He tracks edge by R, not by stories.
- Track per-trade R, win rate, average R-win, average R-loss, and expectancy = (Win% × Avg Win R) − (Loss% × Avg Loss R).
- Weekly snapshot: total open R, heat map of correlated exposure, and realized R for the week.
- Monthly audit: top 3 winning setups by R, top 3 losing behaviors, action items for the next month.
- Keep absolute P&L out of the main view; lead with R so sizing upgrades don’t distort your reading of edge.
Psychology You Can Actually Execute
He designs out the need for willpower. Structure, cooldowns, and prewritten responses prevent emotional trades.
- Pre-commit your responses: “If stopped at −1R, I do X; if price reclaims level, I do Y.”
- Use a 24-hour cooldown after a 3R drawdown day or two consecutive losing trades.
- No new positions after your daily max-loss triggers—watchlists only, no exceptions.
- Wins don’t upgrade your size; only data does (see risk ladder).
- Avoid “victory laps”: publishing wins isn’t a process—journaling is.
Journal That Actually Improves You
He journals losers because they teach faster. The journal is a lab, not a scrapbook.
- For every trade, capture: setup tag, screenshot with levels, entry/stop/target, R planned vs. R realized, and the reason for exit.
- Post-trade tag: technical (good/bad), execution (good/bad), psychology (good/bad) → one sentence why.
- Weekly “Loser Clinic”: print 5 biggest losing trades; write the fix in one line each; update the checklist.
- If a mistake repeats twice in a month, add a friction rule (e.g., mandatory 12-hour wait before re-entry on the same instrument).
- Archive best-in-class examples of each A-setup to refresh pattern memory before the week starts.
Weekly Workflow & Prep
Consistency is the real edge. He front-loads decisions on the weekend and executes during the week.
- Weekend: mark weekly levels, build an A/B watchlist (A = trade-ready; B = needs one more daily close).
- Pre-market (15–20 min): check overnight moves against your plan; no plan change without a daily close.
- Midweek review: if you’re net −2R by Wednesday, tighten risk (half size) and only take A-setups.
- Friday rule: avoid new positions 2–3 hours before the close unless they’re end-of-week structure closes per plan.
- End-of-week: log R, update stats, promote/demote tickers on the watchlist based on behavior.
Size Risk in Dollars, Not Ego—Build a Calm Risk Ladder
Bernd Skorupinski treats position size like a training plan, not a flex. He fixes a dollar amount per trade that feels emotionally neutral, then ladders up only after months of steady execution. That means your first goal isn’t bigger wins—it’s zero nerves when you click buy or sell. If a new size makes your heart rate jump, he scales back immediately and protects the process. The point is to keep decision quality flat while capital grows.
Start with a 1R dollar risk you genuinely don’t feel, then earn each step: $50 → $100 → $200 → $500. Bernd uses hard stops beyond structure and never widens them to “give it room.” He caps total open risk at 2–3R, counting correlated positions as one. When drawdowns hit, he reduces risk one rung and rebuilds confidence before pressing again. Over time, this unemotional ladder lets the strategy breathe while your psychology stays calm.
Trade the Mechanics, Not Your Hunch—Let Structure Trigger Entries
Bernd Skorupinski builds his bias from market structure, then lets the daily close do the talking. He maps trend first—higher highs and higher lows or the reverse—then marks breakup points, retests, and swing levels before the session even starts. If the candle doesn’t close where it needs to, there’s no trade, because rules outrank intuition. He’d rather miss a move than chase a half-signal and pay for it later. That discipline turns “maybe” into a clean yes or no.
Mechanically, Bernd prefers break–retest–go or trend pullbacks that print a rejection and confirm on the next close. He places the stop beyond the structure, not a random number, and refuses to move it wider once the trade is live. If the structure breaks, he exits on the next open and resets without drama. No lower-timeframe tinkering to rescue a weak setup, and no adding size because a candle “looks good.” The edge is the checklist, and the checklist is what gets executed.
Volatility-Smart Allocation: Scale Positions When Range Expands, De-Risk When Contracts
Bernd Skorupinski treats volatility like a speed limit for size. When daily ranges widen and the tape is moving cleanly, he allows full unit risk; when ranges compress or whipsaw, he cuts risk in half or parks the setup entirely. He’ll often anchor this to a simple ATR or average true range-of-range, so the numbers—not the mood—govern exposure. If ATR is rising and the structure is intact, he’ll press; if ATR is falling and candles overlap, he tightens or stands down. The aim is to keep the portfolio’s “heat” steady even as markets breathe in and out.
Practically, Bernd sizes entries with stops beyond structure and then multiplies by a volatility factor: >1.0 when ranges expand, <1.0 when they contract. He avoids stacking multiple positions that are all being driven by the same volatility event—correlation can turn a normal swing into a portfolio punch. When the market shifts from expansion to contraction, he takes partials sooner, trails tighter, and stops re-entries unless a fresh daily close resets the trend. If a spike day blows through levels, he waits for a new daily bar to reframe risk rather than forcing an intraday rescue. Volatility sets the tempo; his rules decide whether to dance or sit out.
Diversify by Underlying, Strategy, and Duration—Cut Correlated Heat Fast
Bernd Skorupinski thinks of risk like a soundboard: if two sliders move together, he pulls one down. He spreads exposure across different underlyings (indices, metals, FX futures), different setup types (break–retest, trend pullback, failed breakout), and different holding periods, so a single macro shove can’t knock everything over. If three trades are all driven by the same USD move or rates impulse, he counts them as one and sizes the basket—not each position—as the risk unit. That keeps a winning day from turning into a correlated drawdown because everything shared the same driver. When the tape gets one-factor heavy, he prunes positions until the portfolio breathes again.
In practice, Bernd limits concurrent positions to one per theme and caps total correlated heat at 2–3R. He staggers entry timing and targets—one swing with a wider trail, one shorter hold with take-profits at 1–2R—to avoid synchronized exits. If two charts are basically duplicates, he picks the cleaner one and deletes the rest from the watchlist. He won’t “diversify” by adding near-identical trades across multiple tickers; he diversifies by behavior and time-in-trade. The rule is simple: if correlation creeps up, scale down or rotate instruments until each position is earning its own keep.
Defined Risk Only: Prewrite Exits, Trail With Structure, Kill Hope
Bernd Skorupinski shows up with the exit already written. Before entry, he defines the invalidation level on the chart, the first target in R-multiples, and the trailing plan if the trend continues. Once the trade is live, he refuses to widen stops or “give it a little room”—the line is the line. If the daily close breaks structure, he’s out on the next open, no debates, no DMs to his future self. Hope is not a method, and he treats it like a disallowed indicator.
For winners, Bernd trails behind confirmed swings and only moves to breakeven after a fresh higher low (or lower high) forms. He scales partials at predefined levels (1R, 2R, key weekly zones) and lets the rest ride with the trend, accepting that not every move will top-tick. Re-entries require a brand-new trigger; he doesn’t average down or “revenge add.” If emotions spike—big green or big red—he switches to the script, not the screen. The rule is simple: protect 1R, harvest trend, and never negotiate with a chart.
In the end, Bernd Skorupinski’s message is disarmingly simple: build an edge you can actually execute, then protect it with rules that don’t bend. He frames everything around structure on higher timeframes, fixed-dollar risk, and prewritten exits—no chasing candles, no widening stops, no “gut” overrides. The risk ladder grows only when your psychology is truly calm at the current size, and correlation gets treated like fire: one theme equals one risk unit, period. He journals relentlessly, audits in R-multiples, and lets volatility dictate how hard to press or when to stand down. That’s how he scales without letting size hijack the process.
For traders, the takeaways are brutally practical: define invalidation before entry, trail behind swings on the daily, and cap total open heat so one macro shove can’t nuke the book. If structure breaks, exit next open; if a setup isn’t A-grade, pass and preserve mental capital. Diversify by behavior and duration, not by ticker symbols that move together. Use a simple volatility read to expand or contract size, and review weekly in R so growth doesn’t distort your read of edge. Above all, do the boring work—planning, journaling, and consistency—because that’s the real “secret sauce” Bernd actually uses.
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