Table of Contents
Dutch trader Kevin Timmer sits down on Titans of Tomorrow to unpack a decade-plus in the markets—from early penny-stock experiments to building consistency by focusing on the S&P 500. He explains why he prefers simple, rules-based execution around prior-day key levels and shares candid takes on prop firms, instant funding, and aligning incentives with traders. You’ll also hear how living across China, Dubai, and beyond shaped his work ethic and why simplicity beats fancy labels in real trading.
In this piece, you’ll learn Kevin’s day-trading blueprint (mark yesterday’s high/low/close, wait for the reaction on lower timeframes, and use sensible stops), his swing approach (sell options around typical pullback depths in a bull market), and his core principle: pick one instrument, size consistently, and trade at consistent times. We’ll also cover what separates profitable traders—structured lives, emotional control, and data-backed refinement—and why the conventional “challenge” model at prop firms often misaligns incentives compared to instant funding with real risk management.
Kevin Timmer Playbook & Strategy: How He Actually Trades
Core Philosophy: Simplicity Over Hype
Kevin keeps his approach clean and mechanical. The goal is to remove fluff so decisions are repeatable under pressure. Here’s how to strip your trading down to the parts that actually make money.
- Pick one primary market (e.g., a major index or FX pair) and trade it exclusively for 30 sessions before expanding.
- Limit your chart to time, price, volume, and session/previous-day levels—no more than two indicators total.
- Define your edge in two sentences; if you can’t, you don’t have one yet.
- Standardize the playbook: one A-setup, one B-setup, one invalidation rule for each.
- Keep a fixed checklist and do it before every trade; no checklist, no trade.
Market Selection & Session Timing
Edge gets sharper when you specialize. Choose a liquid product and a consistent session so the same behaviors repeat day after day. That makes journaling comparable and disciplined.
- Trade only during your chosen 2–3 hour window (e.g., London open or NY cash open) and avoid everything else.
- If volatility (ATR) drops below your minimum threshold, cut size in half or don’t trade.
- Pre-market: mark prior day’s high/low/close, session open, and any obvious swing highs/lows on the H1/H4.
- No trades the first 5–15 minutes after your session bell; let the first range print.
- Cap total trades per session (max 3) to prevent tilt.
Level-First Price Action: Setups That Repeat
Kevin favors simple, rules-based execution around well-defined levels. You’re not predicting; you’re reacting to price behavior at known reference points.
- A-Setup (Rejection): At a prior-day/SR level, wait for a clear rejection candle + structure shift on the execution TF (M5–M15), then enter on the retest.
- B-Setup (Break-and-Go): Only trade breaks that close beyond the level; enter on the first pullback that holds above/below it.
- Stop goes beyond the invalidation wick/structure (not arbitrary pips/ticks).
- First take-profit at +1R; trail only after +2R using swing-low/high or last M15 close.
- No mid-air entries—if you miss it, you miss it.
Entry & Management Rules
Execution stays consistent, so your data means something. These rules force patience on the way in and protect capital on the way out.
- Risk a fixed fraction of equity per trade (prop: 0.25–0.50%; personal: 0.50–1.00%).
- If the retest doesn’t happen within two candles on your execution TF, cancel the order.
- Move to break-even only after a confirmed structure shift in your favor, not just because you’re +0.8R.
- Maximum two concurrent positions; correlated instruments count as one.
- If price tags your level but volume is below your session average, skip the trade.
Risk, Drawdown & Scaling
Longevity beats any single win. Kevin’s bias is to protect downside first, so he can keep showing up with size when conditions are favorable.
- Daily stop: 1.5–2.0R; once hit, hard stop for the day.
- Weekly max drawdown: 5R; if reached, drop size by 50% the following week.
- Increase size only after two consecutive green weeks and 30 trades of stable expectancy.
- Never widen stops; reduce size or skip the setup if volatility expands.
- Withdraw profits at fixed milestones (e.g., after +8–10R net) to lock results.
Data & Journaling Feedback Loop
Data is how you prove your edge exists. Kevin emphasizes tracking the right fields so you can cut what doesn’t work and press what does.
- Tag every trade by setup (A/B), level type (PDH/PDL/SR), time-of-day, and market regime (trend/range).
- Track expectancy per tag; delete any tag with negative expectancy over 30+ trades.
- Record slippage, spread/fees, and hold time; these hidden costs often flip a “good” idea into a negative one.
- Review weekly: top 3 winning tags, bottom 3 losing tags; cut one loser immediately.
- No system changes until you have a 20-trade sample on the proposed tweak.
Prop-Firm Funding: Align Incentives
Kevin is pro-funding but skeptical of challenge churn. The idea is to trade where rules and payouts mirror real trading incentives, not marketing games.
- Prefer models that route to live capital or have transparent risk and payout terms you can verify.
- Avoid endless challenge rotations; if you fail twice on the same rules, your system doesn’t fit the product.
- Mirror trades across accounts only if the combined risk stays ≤ your personal daily stop.
- Hard rule: never risk more than 60% of any trailing max drawdown in a single day.
- Set a fixed payout cadence (e.g., every 2–4 weeks) and reduce the size 24 hours before payout to protect it.
Psychology & Routine
Consistency off the chart builds consistency on the chart. Kevin stresses structure, discipline, and emotional control—because that’s what survives drawdowns.
- Pre-session routine (20–30 minutes): light movement, screens on, levels marked, checklist completed.
- During session: one page of logs only—no social feeds, no new indicators.
- Post-session: tag outcomes, write one sentence on execution quality, then shut the platform.
- If you break a rule, stop trading for the day; the consequence must be immediate and non-negotiable.
- Sleep, diet, and training are part of the system—track them alongside P&L.
Swing Trades & Options (Only If You Keep It Simple)
Options are a tool, not an edge. If you use them, keep risk defined and the logic identical to your underlying chart.
- Trade liquid underlyings only; minimum open interest and tight spreads are mandatory.
- Use options to express your chart view with defined risk (debit strategies) around your key levels.
- No earnings or binary catalysts unless that’s explicitly your playbook.
- Position size from the premium at risk, not the notional value.
- Exit rules must mirror your underlying plan: level invalidation first, then time decay.
Size Like a Pro: Fixed R Risk and Volatility-Based Position Adjustments
Kevin Timmer treats sizing like a system inside the system, starting with a fixed-R risk per trade so every outcome is measurable. He sets risk before bias—define the stop by structure, then back into size so the dollar loss equals the preset R. When volatility expands, he cuts contracts or lots to keep the same R; when it contracts, he allows slightly larger size without moving the stop. This keeps expectancy stable and stops emotions from sneaking in through position size.
He caps total daily loss in R, so one sloppy session can’t nuke the week, and he never widens stops to “save” a position. If ATR or spread blows out beyond his thresholds, Kevin scales down or stands aside rather than forcing normal size in abnormal conditions. He sizes less on B-setups than A-setups to reward quality and protect the edge. Over time, this creates a smooth equity curve where wins and losses are proportional, not random.
Trade What’s Repeatable: Mechanics Over Prediction at Key Session Levels
Kevin Timmer focuses on behaviors he can verify, not calls he can brag about. He marks prior day high/low/close and obvious H1/H4 swing points, then waits for the price to interact during his chosen session window. If a clean rejection or break-and-retest prints on M5–M15, he executes; if not, he passes without regret. Prediction is irrelevant—mechanics decide.
At the level, Kevin lets structure define entry, stop, and first target so the trade is the same every day. No mid-air chases, no “it looks strong” impulses, and no trades in the first few minutes until the initial range is set. If volume and volatility don’t meet his minimums, he stands down regardless of the chart pattern. Repeatable process first, outcome second.
Diversify Smart: Underlying, Strategy, and Timeframe to Smooth Equity Curve
Kevin Timmer treats diversification as risk engineering, not a scavenger hunt for tickers. He builds uncorrelated “buckets” by mixing underlying (index vs. FX), strategy type (level rejection vs. break-and-go), and timeframe/duration (intraday scalp vs. swing). Each bucket has a defined risk cap, so no single theme can hijack P&L. If correlations spike, he cuts exposure across buckets, not just within one position.
Kevin keeps the execution language identical across buckets so the process stays simple while outcomes diversify. He avoids stacking trades that respond to the same catalyst window, even if they’re different tickers. Swing positions are sized from premium-at-risk or structural stops so they don’t distort the intraday book. The goal is one clean process expressed through several independent edges, producing a steadier equity curve without diluting discipline.
Define Your Risk: Hard Stops, No Averaging Down, Rule-Based Exits
Kevin Timmer starts every trade by deciding exactly where he’s wrong, and he places the stop there without negotiation. He refuses to average down because it destroys the math of fixed-R risk and invites tilt. If spread or liquidity makes that structural stop impractical, Kevin passes on the trade—he won’t “make it work” with guesswork. His first target is predefined, and he scales or holds only if the structure continues to confirm.
Once in, Kevin follows a simple flow: accept the stop or work the plan—nothing in between. If the price invalidates the setup, he exits immediately instead of hoping for a reversal. If price moves in his favor and confirms a shift, he may move to break-even or trail behind swing structures, but only according to the same rules he uses every day. For Kevin Timmer, discipline around exits is the edge that protects the account while the winners take care of the equity curve.
Daily Process Discipline: Pre-Market Prep, Trade Caps, Post-Session Review
Kevin Timmer treats routine like risk management—you either run the day or the day runs you. Before the bell, he marks yesterday’s high/low/close, identifies obvious H1/H4 swing points, and writes a one-line bias with an “if/then” trigger. He limits himself to a tight trading window and caps total trades to avoid revenge and drift. If the first minutes are messy, he waits; patience is part of the plan, not an optional virtue.
During the session, Kevin logs entries in real time and rejects any trade that fails the checklist, no matter how tempting. After the close, he tags each trade by setup, time, and level type, then reviews whether he followed the rules, not just whether he made money. If a rule breaks, he shuts it down for the day and documents the error like a coach reviewing film. The result is simple: a repeatable day that compounds skill, not noise.
Kevin Timmer’s core lesson is that durable trading comes from simple, testable mechanics executed with strict risk. He builds the day around prior-day levels and clear session windows, sizes every idea to a fixed R, and refuses to average down or widen stops. Prediction never leads—structure does—so entries are taken only on clean rejections or break-and-retests, with targets and exits prewritten before the click. The paycheck is protected by hard daily and weekly loss limits, smaller size for B-setups, and a bias to sit out when volatility or liquidity breaks his thresholds.
Equally important, Kevin treats routine and data as non-negotiable parts of edge. A short pre-market checklist frames the hunt, real-time notes keep emotions honest, and post-session tags (setup, level type, time, regime) reveal which behaviors actually pay. He scales responsibly—only after stable expectancy—and diversifies by underlying, strategy type, and duration without changing the execution language. On funding, he favors structures that mirror real risk and real payouts over challenge churn. Put together, his playbook is the opposite of hype: one instrument, a few repeatable patterns, disciplined risk, and a feedback loop that steadily prunes the noise.
