Table of Contents
This interview features Anass, an Astro Accelerated trader, sitting down at Astro’s London setup to unpack his first year in the markets—blown accounts, signal-group traps, and the mindset shift that came with getting funded and finally enforcing risk. Hosted by a mentor from the Astro team, the chat covers how Anass went from overleveraging on small accounts to growing with structure, accountability, and weekly webinars that dig into psychology, fundamentals, and technicals.
In this piece, you’ll learn the exact trader strategy lessons Anass had to absorb the hard way: why account size and proper risk beat “flip-the-account” thinking, how holding trades and respecting leverage can save you from avoidable stop-outs, and how monthly reviews create real accountability. You’ll also see how a funded structure forces discipline, why consistent withdrawals change your relationship with risk, and how a supportive floor-style community accelerates progress—so beginners avoid the same costly loops.
Anass Cheriff Playbook & Strategy: How He Actually Trades
Core Bias: Top-Down, Data-Led
Before any chart work, Anass builds a directional bias from the higher timeframes and the calendar. This section shows how he turns big-picture context into a simple daily plan you can actually execute.
- Start each week by marking monthly/weekly swing highs/lows and trend direction; trade only with that higher-timeframe bias until it clearly breaks.
- Note three macro drivers for the week (rates, jobs, inflation, or key earnings/commodities if they touch your pair) and write one sentence: “If X, I expect risk-on/off and [pair] to [rise/fall].”
- Pre-session, check the day’s tier-1/2 events; if a release can flip the bias, reduce size by 50% until after the print.
- No bias? No trade. If weekly is up and daily is down (or vice-versa), stand aside until alignment returns.
Markets, Sessions, and Instruments
Anass treats time like a filter: trade when flows are thick, rest when they’re random. Use this to focus your energy and avoid death-by-chop.
- Trade a tight roster (e.g., GBPUSD, EURUSD, XAUUSD, NAS100). Know their ADR, typical session volatility, and news sensitivity.
- London open (first 2 hours) and NY open (first 2 hours) are the primary execution windows; close all scalps by NY lunch.
- If ADR is already 80% filled before your session, skip trend continuation and look only for mean-reversion back to VWAP/AVWAP.
- Cap total daily trades to 3 “A” setups or 5 “B” setups; hard stop after 2 consecutive losers.
The A-Setup Checklist (Structure + Liquidity + Timing)
Here’s the exact pattern Anass looks for: a confluence of structure, trapped liquidity, and a time-of-day catalyst. Tick these boxes before you risk a dollar.
- Structure: price retests a higher-timeframe level (HTF S/R, daily swing, or 4H trendline break-retest) aligned with your weekly bias.
- Liquidity: equal highs/lows, prior session high/low, or clear stop pocket gets swept and rejected (wick through, close back in range).
- Timing: entry only during LO/NYO or 15 minutes after a scheduled data release.
- Extra confluence (need 1+): VWAP/previous day’s VWAP touch, 50% of the impulsive leg, or divergence on a single timeframe lower than entry.
- If fewer than 3 confluences, pass. If spread > 20% the target passes.
Entry, Stops, and Targets (Mechanical Rules)
Execution is rules, not vibes. Follow these to turn a good idea into a repeatable trade.
- Entry: place a limit at the rejection block or the 50% pullback of the impulse that caused the sweep; confirm with a strong close back inside the range.
- Stop: always beyond the wick that performed the sweep (or 1×ATR(14, M5) if wider), never inside the structure.
- First target: previous swing or VWAP; second target: session high/low or ADR completion.
- If price moves +1R, move stop to break-even minus fees/spread; at +2R, trail behind last M15 swing.
- Maximum time in trade: 90 minutes for scalps, end-of-session for intraday; if target not hit by then, flatten.
Risk Model and Prop Discipline
Funding rules punish sloppiness. Anass treats risk like oxygen—measured and rationed. Use this block to protect the account and your headspace.
- Risk 0.25–0.5% per A-setup; 0.1–0.25% per B-setup; never exceed 1% daily loss.
- Hard circuit breaker: stop trading immediately at −1R twice in a row or −1.5% on the day.
- Weekly max drawdown 3%: if hit, trade micros only (0.05%) until back above the weekly starting balance.
- Scale size only after three consecutive green weeks with a max drawdown < half your average weekly gain.
Playbook for News Days
News doesn’t mean gamble; it means plan. This is how to be the adult in the room when numbers drop.
- 60–30–15 rule: mark key levels 60m before, build scenarios 30m before, place alerts 15m before.
- No initial prints: let the first 1–2 candles close; trade the first pullback toward VWAP with structure, not the spike.
- If the release flips your weekly bias, stand down for the day; don’t chase a regime change without a new HTF structure.
Trade Management and Scaling
Managing winners is where consistency is built. Keep it boring, keep it paid.
- On momentum breaks, scale in once only: add 50% of initial size on a clean retest that holds above/below VWAP; trail the composite position behind M15 swings.
- Take 50% at +1.5R, 25% at +3R, leave 25% to run to session extreme/ADR; never let a +2R trade close red.
- If the NY session reverses the London move against you and HTF bias hasn’t changed, close the remainder at VWAP and call it.
Journaling That Actually Improves P&L
Anass treats the journal like a lab notebook, not a diary. Keep only the fields you’ll use to decide what to cut or double down on.
- Record: bias statement, setup tag (e.g., “HTF retest + liquidity sweep + LO”), risk %, R multiple, session, news context, screenshots before/after.
- Tag outcomes by process (A-setup followed? Y/N) before you tag by P&L. If process = N, the result doesn’t count toward your win rate.
- Weekly: drop trades into a table by setup tag; cut the bottom 25% by expectancy, double exposure for the top 25% within risk caps.
Daily Routine and Mindset
The routine keeps emotions small and execution tight. Copy the cadence, and your trading day becomes lighter and clearer.
- Pre-market (20 minutes): bias sentence, level marking, alert setting, and one “if-then” for each key news item.
- During market: alarms only, no social feeds; one page with HTF, execution TF, and DOM/spread—nothing else.
- Post-market (15 minutes): tag trades, export screenshots, and write one improvement you’ll test tomorrow.
Cash Flow and Withdrawals
Getting paid changes behavior—in a good way. Lock in the habit early so you keep trading like a pro, not a hopeful.
- Withdraw a fixed % of equity growth weekly or biweekly (e.g., 30–50% of gains) while you’re in a consistency phase.
- Use a two-bucket system: “base” never decreases from withdrawals; “growth” is the only bucket you pull from.
- If equity drops 3% from the prior week’s close, pause withdrawals until you’re back above the base.
When Not to Trade
Skipping is a skill. Anass protects his edge by avoiding conditions that dissolve structure.
- No trades in the last hour of Friday or the first hour after the Sunday open.
- Skip days when the instrument has printed >120% ADR before your session unless you’re fading into a clear level with tight risk.
- If you slept poorly, missed your prep, or feel the urge to “make it back,” size to 0.05% or take the day off.
Quick Templates You Can Copy Tomorrow
Turn the playbook into muscle memory with short, reusable checklists.
- Pre-LO/NYO: “Bias aligned? Levels marked? News risk sized down? Alerts set? Max daily loss visible on screen?”
- Entry: “Sweep + rejection? Confluence ≥3? Spread acceptable? Stop beyond structure? R≥2 after costs?”
- Management: “+1R to BE? Partial at +1.5R? Trail M15 swing? Time stop hit? Record screenshots?”
Size Risk by Volatility: Let ADR and drawdown set position.
Anass Cheriff keeps it simple: position size follows the instrument’s daily movement, not your mood. He looks at Average Daily Range first, then sizes so a normal swing can’t wipe out the day. If GBPUSD is stretching 90 pips and your stop needs 30, he scales down until a full stop still keeps daily loss inside guardrails. It’s the opposite of “feeling confident” sizing—Anass lets volatility do the math.
He also ties size to max drawdown, so a bad week can’t snowball. If he’s near his weekly pain line, he halves his risk automatically and only restores it after a green day. That way, variance hits the throttle, not the account. The result is boring on purpose: fewer panic exits, steadier compounding, and more mental capacity to execute the next trade.
Diversify Smart: Underlying, Strategy, and Duration—Not Just More Trades.
Anass Cheriff doesn’t “diversify” by opening five correlated positions and calling it a day. He splits exposure across different underlyings and different kinds of edges—trend continuation on majors, mean-reversion on gold or indices, and a news-reaction play only when the calendar lines up. If GBP and EUR are marching to the same macro drum, he treats them as one bucket, not two “different” trades. The point is to lower portfolio variance, not just multiply ticket count.
He also staggers duration, so he’s not all-in on the same time horizon. One position can be a quick London-session momentum trade, while another is a higher-timeframe swing that only adds on clean retests. When correlations spike, Anass Cheriff drops to his most uncorrelated setup and cuts the rest. That mix—underlying, strategy type, and time-in-trade—keeps the equity curve steadier and prevents one bad theme from wrecking the week.
Trade Mechanics Over Predictions: Rules, Triggers, and Time-of-Day Edges.
Anass Cheriff doesn’t try to “guess the candle”; he builds mechanical triggers that fire only in his chosen windows. He marks levels pre-session, then waits for a sweep-and-reject or a clean break-and-retest—no signal, no trade. London open and New York open are his prime hours because liquidity forms predictable patterns there. If the setup appears outside those windows, he either cuts size or passes entirely.
His rule set is ruthlessly simple: confluence ≥3 or stand down, stop beyond structure, and first target at VWAP or the last swing. He moves to break-even after +1R and trails behind the most recent M15 pivot only once momentum confirms. If spread or slippage makes the R multiple unattractive, Anass Cheriff simply doesn’t engage. The mechanics decide entries and exits; predictions are just background noise.
Define Risk First: Stops, Max Daily Loss, and Circuit Breakers.
Anass Cheriff starts every session by fixing the maximum he’s willing to lose before touching the chart. He places stops beyond structure—not inside it—so one wick can’t take him out, and he sizes the position to that stop, not the other way around. A firm daily max loss caps damage; hit it and he’s done, even if the next candle looks perfect. This pre-commitment keeps him from moving stops or chasing “almost there” trades.
He adds circuit breakers that trigger on behavior, not just P&LL. Two consecutive full-stop losses? He cuts the size in half and trades only A-setups for the rest of the day. Break-even after +1R and partials at predefined levels prevent winners from flipping red. If volatility spikes or spreads widen, he widens stops only if the R multiple still works; otherwise, he sits out and preserves the account.
Build Repeatability: Pre-Plan Scenarios, Execute Checklists, Journal Expectancy.
Anass Cheriff treats trading like a factory line: same inputs, same sequence, fewer surprises. Before the session, he writes two or three “if-then” scenarios for each key level so the decision is made before the candle forms. He then runs a short pre-trade checklist—bias aligned, confluence ≥3, spread acceptable, R≥2—so entries feel like approvals, not guesses. That routine trims hesitation and kills the urge to improvise mid-move.
After the trade, Anass Cheriff journals only what improves expectancy: setup tag, time window, R multiple, and whether he followed the checklist. He groups results by setup each week, cuts the bottom quartile, and nudges size into the top edges within strict risk caps. Screenshots before and after become a visual library to spot drift fast. Over time, the loop—plan, checklist, journal—turns craft into process and process into consistency.
In the end, Anass Cheriff’s edge isn’t a secret indicator—it’s adult risk management wrapped in simple routines. He learned the hard way that “flipping” tiny accounts and chasing signals just compounds bad behavior. What actually moved the needle was sizing to volatility, placing stops beyond real structure, and setting hard daily/weekly loss limits he refuses to argue with. Add a narrow execution window (London/NY opens), clear confluence rules, and prewritten “if-then” scenarios, and suddenly the game shifts from guessing candles to running a process.
The other pillar is accountability. Funding targets, monthly reviews, and a supportive floor-style community forced Anass to show up with preparation instead of hope. He journals by setup, not feelings, cuts the lowest-expectancy plays, and nudges size only after consistency proves it. When volatility or correlation spikes, he trims exposure and diversifies by underlying, strategy type, and duration—not by adding more of the same risk. Put together, the lessons are blunt but liberating: protect the account first, trade only when your edge is present, and let a boring, repeatable process do the heavy lifting.
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