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In this interview, host Riz sits down in Dubai with trader Chaudry Isar—a 27-year-old managing roughly $6M of his own capital—to unpack how he went from an architecture degree to audited track records, investor backing, and plans to formalize a hedge-fund structure. You’ll hear why he targets steady, “boring” returns, how institutional habits shaped his approach, and what it actually looks like to operate with real size outside the prop-firm bubble.
You’ll learn the core of Isar’s strategy: realistic monthly targets, small per-trade risk, and an institutional-style pipeline (strategy → research → risk → execution) that keeps decision-making disciplined and scalable. We’ll also break down how audited performance and credentials can unlock investor capital, why collaboration beats retail infighting, and the mindset shift that turns “never blew an account” into consistent growth rather than fear-based stagnation.
Chaudry Isar Playbook & Strategy: How He Actually Trades
Core Philosophy: Consistency Over Hype
This is the backbone of how Chaudry Isar operates: focus on repeatable edges, protect downside first, and let compounding do the heavy lifting. The bullets below translate that mindset into concrete rules you can apply straight away.
- Risk 0.25%–0.50% of account equity per trade; never exceed 1.00% under any circumstance.
- Daily max drawdown: stop trading for the day at −1.00% equity; weekly at −2.50%.
- Aim for 1.5R–3R average reward-to-risk; pass on setups that can’t deliver at least 1.2R after costs/slippage.
- No “make-back” trades: if you hit the daily loss limit, you’re done.
- Trade fewer, better: cap at 2–4 quality setups per session.
Markets, Timeframes, and Sessions
He treats instruments as pipelines: only trade what you can read cleanly, during hours that actually move. The bullets outline how to pick your battlefield and when to be there.
- Specialize in 2–4 instruments (e.g., majors/US indices/metal) with tight spreads and reliable liquidity.
- Top-down view: Higher-timeframe bias (4H/D1) → execution on M15–H1.
- Active windows: first 2 hours of London and first 90 minutes of New York; avoid low-vol lunch hours.
- Stand down on illiquid Fridays after New York morning unless carrying a swing with structure behind it.
Setup Criteria (The A+ Trade)
Chaudry’s entries are built from alignment: market structure + momentum + location. Use this short checklist before you even think about clicking buy/sell.
- Structure: trade only in the direction of the latest confirmed swing (HH/HL for longs, LH/LL for shorts).
- Location: enter at fresh levels—prior day high/low, session high/low, VWAP bands, HTF supply/demand, or 50%–61.8% pullbacks.
- Momentum: require a clean impulse + shallow pullback, or a strong rejection wick at your level.
- Confluence: need at least 2 of (HTF level, session level, trendline break/retest, divergence resolving).
- No trade if the stop must sit beyond a recent extreme by >1.2× ATR(14) of the execution timeframe.
Risk & Position Sizing
This is where most traders leak capital. His method sizes from the stop, not the other way around, and respects aggregate risk across open positions.
- Position size = (Account Equity × Risk%) ÷ Stop Distance (in ticks/pips/points).
- Place initial stop beyond the invalidation level, not “where it feels right.”
- Hard rule: never exceed 1.50% aggregate open risk across correlated positions.
- Move stop to breakeven only after partials at ≥1R and a structure break in your favor—never earlier.
- Trail only behind confirmed swing points or a rolling ATR stop (e.g., 2× ATR(14)); do not trail on noise.
Execution: Entries, Exits, and Partials
The edge is won in execution—precise, repeatable, boring. These rules aim to remove hesitation and second-guessing.
- Use limit orders at pre-plotted levels; market orders only on breakout retests with momentum confirmation.
- Partial out 25%–33% at +1R, another 25% around +2R, and let the runner aim for structure/HTF target.
- If price tags your level and immediately stalls (no continuation in 3–5 bars), scratch to −0.2R/flat.
- One add-on max per original idea, only after a confirmed higher low/lower high in trend direction.
- Never widen a stop; either you’re right or you’re out.
Playbook Patterns (Examples You Can Clone)
He keeps a tight catalog of “done-for-you” patterns so decisions are fast. Pick a few and master them before adding more.
- Break-and-Retest: HTF level breaks, first clean pullback to retest, enter on rejection; target prior swing.
- Session Sweep & Reversal: London/NY sweeps the session high/low into HTF level, rejection wick + structure flip.
- Pullback to VWAP/MA Cluster: Trend intact; first pullback to VWAP with MA confluence and momentum resume.
- Range Fader to Expansion: Fade edges of a well-defined range until HTF bias triggers a directional break.
Pre-Market Routine
The work is front-loaded: build bias, mark levels, define risk. This keeps you from improvising once the bell rings.
- Mark HTF bias (4H/D1) and 3–5 key levels (prior day high/low, weekly open, HTF supply/demand, VWAP bands).
- Set alerts 5–10 ticks/pips before your level; no chart-staring.
- Define A+/A setups for the session and pre-write entry, stop, partials, and invalidation.
- Check the economic calendar and earnings; stand down 5–10 minutes before tier-1 releases unless it’s a planned event trade.
Post-Market Review
The review is where the curve bends up. Keep it short, strict, and numbers-driven.
- Log every trade with screenshots: before, during, after; tag by setup type and quality (A+/A/B).
- Track metrics weekly: win rate, average R, expectancy, time-in-trade, heat taken, and slippage.
- Identify your top 2 edges and double down; cut the bottom 10% patterns for the next week.
- Write one line: “If I repeated one behavior today to make more R next week, it would be ___.”
News, Events, and Volatility
He treats news as volatility regimes, not coin flips. These rules reduce randomness and keep you out of avoidable churn.
- Stand aside during the first 1–2 minutes of tier-1 releases; trade only the retest/second move with structure.
- Widen stops only if your setup requires it and size down accordingly; never keep size and widen.
- On “event weeks” (major central bank/CPI), cut risk per trade by 25% and reduce the number of intraday attempts.
Psychology & Tempo Control
Discipline isn’t affirmations; it’s rules that remove room for tilt. This is how he keeps tempo steady through green and red streaks.
- After 2 consecutive losses in a session, take a 20-minute break; after 3, stop for the day.
- After a +3R day, cap new risk at 0.25% per trade to avoid giving it back.
- No P&L on screen during execution; show it only in the journal.
- Pre-commit to a maximum of 90 minutes of active decision time per session to prevent overtrading.
Capital Scaling & Withdrawals
Growth is systematized: scale in steps, not feelings, and pay yourself so you actually realize returns.
- Scale size after two consecutive profitable months with ≥30 trades and positive expectancy; increase risk per trade by 0.10% steps only.
- If monthly drawdown hits −4%, revert to prior size and run a 10-trade “re-qualify” at half risk.
- Withdraw 20%–30% of net new equity each quarter; keep buffers for platform/infra/black-swan contingencies.
Portfolio Construction for Swing + Intraday
He blends swing structure with intraday precision, avoiding accidental over-correlation. Use these constraints to keep risk clean.
- Max 3 simultaneous positions; max 2 in correlated assets (e.g., USD majors or US indices).
- If a swing is active, intraday trades must align with the swing bias or be run at half risk.
- Cap sector/theme exposure: no more than 1.0% aggregate risk to a single macro theme (e.g., “strong USD” basket).
Tech Stack & Chart Hygiene
Keep tools simple and standardized so patterns jump out. Less busywork means better decisions.
- Use a minimal template: price, VWAP, or a single MA (e.g., 20/50), ATR(14), and session markers; no indicator stacks.
- Color-code levels by timeframe (D1/4H/1H) and keep only the last two sessions’ levels on execution charts.
- Maintain one playbook workspace per instrument; hide non-session instruments during execution hours.
- Automate screenshots and alerts; manual tasks create fatigue and errors.
Rules for “No Trade” Days
Not trading is a position. These criteria keep you from forcing it when conditions aren’t paying.
- Skip the session if HTF bias is unclear and the last two sessions were choppy with overlapping ranges.
- Stand down after holidays or ahead of major policy days unless you have a prepared event setup.
- If the spread/volatility ratio is poor (e.g., stop < 1.2× spread), pass—edge won’t survive costs.
Fast Start: 7-Day Implementation Sprint
Turn the playbook into muscle memory with a short, strict sprint. This is how to feel the benefits quickly.
- Days 1–2: Choose 2 instruments, define A+ setups, build templates, and set risk caps.
- Days 3–5: Trade only A+ setups during your single chosen session window; log religiously.
- Days 6–7: Audit stats, prune one pattern, write a one-page “next week rules” sheet, and pre-mark levels.
Size Risk First: Fixed Percent per Trade, Hard Daily Limits
Chaudry Isar starts with risk, not the chart. He commits to a small, fixed percentage per trade so one loser never dents the week. That consistency keeps emotions out of sizing and makes results comparable across different markets. If the setup can’t justify the risk with clean invalidation and at least 1.5R potential, he skips it.
Daily and weekly loss limits are his circuit breakers. Once tripped, he stops trading—no “win it back” moves, no exceptions. That rule protects mental capital and prevents a bad day from becoming a bad month. With risk capped before the open, Chaudry Isar can execute the plan with calm, repeatable precision.
Let Volatility Decide: ATR-Based Stops, Dynamic Position Sizing, Fewer Trades
Chaudry Isar lets the market’s own movement set his boundaries. Instead of a fixed pip stop, he anchors risk to volatility—typically a multiple of ATR—so his stop sits beyond normal noise and his target is sized to real range. Position size then flows from the stop distance: bigger ATR means smaller size; quieter markets allow slightly larger size for the same risk percent.
He also trades less when the tape is wild and only takes A-setups when range compresses. On major event weeks, Chaudry Isar trims risk and waits for the post-news retest rather than guessing the spike. The result is a smoother equity curve: the same risk percent per trade, but dynamically right-sized positions and fewer, cleaner entries when volatility is elevated.
Diversify Smart: Mix Underlyings, Strategies, and Holding Durations for Resilience
Chaudry Isar spreads exposure across uncorrelated underlyings, so one theme can’t sink the boat. He pairs a core market (like a major FX pair or index future) with a second or third instrument that doesn’t move in lockstep. Within each market, he runs both mean-reversion and trend-continuation plays to avoid being boxed into a single regime. The mix cuts variance and keeps the opportunity set alive when one edge cools off.
He also diversifies by time: quick intraday plays alongside selective 4H/D1 swings that align with the higher-timeframe bias. Risk caps apply across the portfolio, with aggregate open risk and correlation checks before any additions. If two trades are driven by the same macro theme, he sizes them as one idea, not two. That’s how Chaudry Isar keeps resilience front and center while still compounding steadily.
Trade Mechanics Over Predictions: Rules-Driven Entries, Defined Risk, Preplanned Exits
Chaudry Isar doesn’t try to be right about the future; he tries to be consistent about the process. He builds trade plans like checklists: higher-timeframe bias, level, trigger, stop, partials, and exit conditions before entry. If one checkbox fails, no trade. Defined risk means the stop sits at the invalidation point, not where it “feels” comfortable, and he never widens it once in.
Execution is equally mechanical. Chaudry Isar places limit orders at pre-plotted levels or takes a breakout retest only with momentum confirmation, then manages with partials at +1R and +2R while letting a runner target structure. If momentum stalls right after entry, he scratches small rather than hope. He logs each step with screenshots so the next day’s decision is sharper, not noisier. The result is profits driven by repeatable mechanics—not lucky predictions.
Discipline That Scales: Journals, Post-Trade Reviews, Weekly Expectancy Scorecards
Chaudry Isar treats journaling like a performance lab, not homework. He captures the full trade story—context, hypothesis, risk, execution, emotions—in screenshots and one-liners he can scan in seconds. Each trade gets tagged by setup type and quality so he can sort winners by cause, not luck. At week’s end, he calculates expectancy per setup and time window, then prunes anything that drags the average. The goal isn’t more trades; it’s more R per hour.
He also runs a simple scoreboard: hit rate, average R, max adverse excursion, and time-in-trade, reviewed every Friday. If a metric slips—say, heat taken creeps up—Chaudry Isar imposes a corrective rule for the next ten trades at half risk. Green weeks don’t loosen rules; they trigger “give-back protection” with smaller size and tighter play selection. Over quarters, that discipline compounds because the playbook evolves with data, not ego.
In the end, Chaudry Isar’s edge isn’t a magic indicator—it’s a system that starts and ends with risk. He sizes trades as a fixed fraction of equity, anchors stops beyond normal volatility, and refuses to widen risk once he’s in. His day is gated by hard loss limits, and entries are preplanned around “AAA” setups where higher-timeframe structure, location, and momentum line up. That keeps him out of the noise, lets reward-to-risk stay realistic, and preserves the mental capital to execute again tomorrow.
He treats markets like pipelines: a small roster of liquid instruments, a clean top-down bias, and precise execution windows when range and liquidity are most favorable. Mechanics beat predictions—limit orders at plotted levels, partials at +1R and +2R, scratch fast if momentum dies. He diversifies the idea, not just the ticker: mixing underlyings, strategy types, and holding durations while enforcing aggregate risk caps across correlated themes. Journals, screenshots, and weekly expectancy scorecards turn trading into an iterative lab, pruning weak patterns and scaling the ones that actually pay.
The same discipline shows up in how he’s built real capital. Chaudry Isar focuses on audited results, steady compounding, and repeatable playbooks rather than flashy calls, which is exactly how a 27-year-old ends up confidently managing multi-million personal capital. If you take one thing from his approach, make it this: define risk first, let volatility set your boundaries, and run a tight feedback loop that promotes what works and cuts what doesn’t. The rest—consistency, scale, and staying power—flows from those habits.
