Table of Contents
This interview brings together three proven voices—Boris Schlossberg, Brad Jelinek, and Andrew Aziz—to show what trading for a living actually looks like day to day. On one screen, you’ll hear Boris hammer the power of focusing on one instrument, trading continuation vs. reversal, and using rules-based execution; Brad walks through adapting to volatility regimes and balancing intraday “income trading” with longer-term asset building; Andrew keeps it brutally practical with simulator-first learning and strict session rules to avoid overtrading.
In this piece you’ll learn a simple, repeatable playbook: pick your market and master its intraday patterns (Boris), align your tactics with the tape—busy vs. quiet—and hedge your own style with smart asset exposure (Brad), then pressure-test everything in a sim and time-box your sessions so you stop revenge trades before they start (Andrew). It’s beginner-friendly, immediately actionable, and designed to help you trade smaller, steadier, and longer.
Boris Schlossberg Playbook & Strategy: How He Actually Trades
Core Edge & Philosophy
Boris keeps it brutally simple: every trade is either a continuation or a reversal, and intraday action behaves like an auction where price tests the day’s extremes. The job isn’t to predict—it’s to identify which of the two is likely right now and execute with small, repeatable edges.
- Treat the market as an auction: anchor your read to the current session’s high and low; all decisions reference those levels.
- Categorize every setup before entry: “continuation” (through the extreme) or “reversal” (rejecting the extreme). No third bucket.
- Benchmark expectations to a small edge: build around a realistic 5% “business margin,” not lottery outcomes.
- Optimize for survival first: design rules that keep you trading for decades, not days.
Volatility & Market Selection
He adapts his activity to volatility: trade more when intraday movement is rich, throttle back when it compresses. Pick instruments whose pace fits your temperament so you can execute consistently.
- If the index is averaging ~1% hourly swings, prioritize intraday plays; if ranges shrink, reduce frequency and risk.
- Reassess weekly: is the tape trending, choppy, or dead? Adjust target R, stops, and profit-taking windows accordingly.
- Don’t marry a market; explore broadly until you find one whose behavior you genuinely like, then narrow focus.
Setup 1 — Continuation Through the Day’s Extreme
This is the cleanest auction outcome: value shifts and price accepts beyond the session’s high/low. The objective is to buy strength above the high or sell weakness below the low after a controlled pullback.
- Mark the initial balance (first 60–90 minutes) high/low; trade only in the direction of the first clean break-and-hold.
- Trigger: candle closes beyond the extreme and the next pullback holds above/below that line; enter on reclaim of the pullback high/low.
- Invalidations: two consecutive closes back inside the prior range or a failed retest of the extreme—exit immediately.
- Risk: initial stop 0.6–0.8× ATR(5m) beyond the extreme or below/above the breakout bar.
- Management: scale ½ at +1R, trail remainder behind 5-minute higher lows/lower highs; stand down after two failed continuations in a row.
Setup 2 — Reversal From the Day’s Extreme
Sometimes the auction can’t accept a new value and the price snaps back. Fade only when you see rejection plus a second failure to take out the extreme—then target the opposite side of the developing range.
- Confirmation: impulse probe beyond the extreme → rejection wick → re-entry inside the prior range → second failure to break.
- Entry: Place a stop order through the rejection bar’s opposite end once the price is firmly back inside the range.
- Risk: stop 0.5–0.7× ATR(5m) beyond the session extreme.
- Targets: first scale at VWAP or mid-range; runner aims for the opposite extreme if tempo remains.
- No trade if the first probe had low momentum (thin rejection); wait for a continuation setup instead.
Execution Tempo & Trade Duration
Boris favors fast feedback and short holds. Expect quick in-and-out decision cycles and let the market prove you right fast—or get out.
- Typical hold: ~10 minutes on index futures; if nothing happens by then, your read is likely wrong—reduce or exit.
- Cap attempts: max two entries per idea (continuation or reversal) per session.
- Daily rhythm: focus on your highest-liquidity windows; if your first three trades are net -2R, cut size to ½ for the rest of the day.
Risk, Sizing, and Daily Loss Protocol
The strategy assumes a modest but durable edge, so risk must be small and consistent. Aim to keep yourself in the game through losing streaks without crippling your capital or confidence.
- Per-trade risk: 0.25%–0.5% of account; never exceed 1R on any single attempt.
- Session guardrails: stop trading at -3R or two category misreads in a row (e.g., you called continuation but it was reversal).
- Scale down after a red day: next session starts at 50% size until you print +2R net.
- Weekly max drawdown: if down -8R on the week, stand down for 24 hours and review playbook tags.
Personality Fit & Feedback Loop
This playbook is fractal across timeframes, but you must match cadence to your temperament. Fast traders need frequent reps; slower traders can apply the same logic on higher timeframes.
- Choose your speed: if you prefer quick feedback, work the 1–5m charts; if you hate pace, bump to 30–240m and widen stops proportionally.
- Collect a meaningful sample: target 80–120 trades per week at micro-size to validate tweaks before scaling.
- Tag every trade by type (C or R), context (trend/range), and outcome (rule-compliant or discretionary); only scale a tag after 40+ occurrences with positive expectancy.
Instruments & Adaptation
Index futures are his prime vehicle for pace; the same continuation/reversal logic works in FX, but holds lengthen and patience becomes mandatory. Adjust expectations to the market’s natural tempo.
- Index futures: expect multiple high-quality signals most days; keep hold times short and recycle risk.
- FX: identical structure, slower clock—cut frequency, wider stops, and tolerate longer consolidations.
- Regime shifts: when realized volatility contracts for multiple sessions, reduce trade count and focus on the first breakout from balance.
Building Durable Habits
The aim is longevity: realistic expectations, disciplined categorization, and strict session rules. Keep the playbook tight and execution even tighter.
- Start each day by marking overnight high/low, cash-session high/low, and prior day’s extremes—then pre-write both C and R plans for each side.
- Hard rules beat vibes: if a setup violates your predefined invalidation, flatten—no “just in case” holds.
- Review nightly: export trades by tag, calculate win rate, avg R, and expectancy for C vs. R; keep only what’s printing.
Brad Jelinek Playbook & Strategy: How He Actually Trades
Core Edge & Philosophy
Brad treats the market like a repeatable game of context + execution. He focuses on a small set of liquid futures, reads the session structure, then presses only when the tape confirms his bias. The aim is steady compounding from disciplined, rules-first trades.
- Define bias before the bell: “trend, range, or unknown,” and stick with it for the first 60–90 minutes unless invalidated.
- Trade a narrow universe (e.g., ES/NQ/CL/ZB) and learn their personalities; skip anything you don’t truly know.
- Categorize setups into two buckets only: momentum-through (continuation) and mean-reversion (response). No third category.
- Only take trades that align with the session context and current volatility regime.
Markets, Sessions, and Volatility
He builds timing edges from the calendar and the clock. Knowing when a market tends to move—and when it tends to stall—helps him size properly and avoid boring trades.
- Focus sessions with historical impulse: equity index futures around cash open (first 90 minutes), crude around inventory and pit sessions, rates around key data drops.
- Pre-label the day’s expected range using a 10-day realized volatility bracket; cut size by 50% when realized vol is in the bottom quartile.
- Stand aside for five minutes after any tier-1 economic release unless already in with defined risk.
- If ATR(5m) falls below your minimum threshold, switch to mean-reversion plays or reduce frequency.
Setup 1 — Opening Drive Pullback (Continuation)
This is Brad’s go-to when the market trends out of the gate. The idea is to join strength/weakness after the first controlled pullback, not chase the first burst.
- Bias: identify an opening drive via higher highs/lows (or lower highs/lows) across the first 15–30 minutes with rising cumulative delta.
- Entry: wait for a 38–50% pullback of the opening leg; buy stop above the pullback high (sell stop below for shorts).
- Invalidation: a close back through the prior swing low/high on your trigger timeframe (1–5 minutes).
- Initial stop: 0.6–0.8× ATR(5m) beyond the swing.
- Management: scale 1/2 at +1R, move stop to breakeven on remainder, and trail behind structure (last higher low/lower high).
- Daily guardrail: if two opening drives fail, you stop trading that setup for the session.
Setup 2 — VWAP Reversion (Response)
When the drive fails or range develops, he leans on reversion to value. VWAP acts as the “fair price” magnet if extremes can’t hold.
- Context: the market makes two failed attempts to hold outside the initial balance and stalls at extension bands.
- Entry long: tag an extension (e.g., ±1.5–2.0 SD from VWAP), print rejection, then buy through the rejection bar high back toward VWAP.
- Entry short: mirror rules on the other side.
- Initial stop: 0.5× ATR(5m) beyond the extreme wick; if stopped once, allow only one re-entry per side.
- Targets: first scale at VWAP, second at opposite side of the balance if tempo persists.
- No trade if VWAP is steeply sloped and price is accepting new value away from it.
Risk, Sizing, and Daily Protocols
Brad survives by capping downside and letting frequency do the heavy lifting. The program is built around small, repeatable R and strict daily breaks.
- Per-trade risk: 0.25%–0.40% of account; hard max 0.5% for A+ news-driven momentum only.
- Max open risk: never exceed 1.0% across all positions; flat during high-impact data if risk would breach limits.
- Daily stop: -3R or three consecutive rule violations—keyboard aside for the day.
- After a -2R start, size down 50% for the next two valid trades; restore only after a net +1R.
Trade Management and Exits
He enters with a plan for both success and failure. Trade life is short unless momentum proves exceptional.
- Pre-write exits: target levels (structure/VWAP/IB edges) and time stops (e.g., “if not +0.5R in 10 minutes, reduce by 50%”).
- Use mechanical scales: take 1/2 at +1R to pay risk, then trail the rest by the last structure or a fixed 1× ATR(5m).
- If price chops and your trail is hit twice within 30 minutes, stop trading that instrument for one hour.
- Never widen stops; only move to breakeven or tighter based on rules.
Preparation: Levels, Scenarios, Triggers
Brad’s edge starts before the bell. He wants a simple map: where you’re wrong, where you’ll get in, and where you’ll get paid.
- Mark prior day high/low, overnight high/low, initial balance, VWAP, quarter/half/three-quarter range levels.
- Write two scenarios per instrument: “trend” and “range,” each with an entry trigger, stop location, and two targets.
- Define a “no-trade zone” around the middle 20% of the expected range unless there’s a fresh catalyst.
- Tag the first clean test of each key level; skip third tests unless velocity increases.
Execution Discipline and Session Flow
He keeps tight routines to protect decision quality. Fewer, better decisions beat constant tinkering.
- Limit attempts: max two trades per idea per side; if both fail, abandon the idea for the session.
- Enforce a 3-minute cool-off after any loss before evaluating the next trigger.
- Keep DOM and footprint visible during entries; hide P&L during management to avoid emotional nudges.
- Use a hotkey to flatten everything instantly; practice it daily in sim so it’s automatic.
Journal, Metrics, and Iteration
Data closes the loop. Brad reviews tags and expectancy to prune what doesn’t pay and size what does.
- Tag every trade with setup (ODP/VWAP), context (trend/range), volatility quartile, and rule-compliance (Y/N).
- Weekly metrics: win rate, average R, and expectancy by tag; cut the bottom decile of tags each month.
- Maintain a “three tweaks only” rule per quarter (one entry tweak, one risk tweak, one management tweak).
- Scale size only after 40+ occurrences of a tag with positive expectancy and a drawdown profile you can tolerate.
Instrument Nuances: Indices, Crude, and Rates
Different tapes require different pacing. Brad adapts the same playbook to each instrument’s tempo.
- Indices (ES/NQ): emphasize Opening Drive Pullback during expansionary days; switch to VWAP reversion when IB holds.
- Crude Oil (CL): expect fake-outs near inventory and pit reopen—use half size until post-event direction is clear.
- Rates (ZB/ZN): respect data windows; widen stops modestly and let mean-reversion do more work on low-vol sessions.
- If an instrument prints three low-quality rotations in a row (thin structure, low delta follow-through), move capital to your next-best market.
Psychology and Energy Management
Consistency beats intensity. Brad designs his day to avoid decision fatigue and revenge impulses.
- Time-box active windows (e.g., open + first 90 minutes, power hour); outside them, only trade tier-1 catalysts.
- Use a “two strike” emotional rule: after two frustration impulses caught in review, the next session starts at half size.
- Pre-trade checklist (15 seconds): bias noted, setup named, risk defined, exit plan written—then and only then, execute.
- End-of-day reset: write two lines—“What I did right” and “What I’ll do differently tomorrow”—and leave the desk.
Andrew Aziz Playbook & Strategy: How He Actually Trades
Core Edge & Philosophy
Andrew keeps his playbook tight: trade the open, focus on high-volume stocks in play, and execute a few repeatable patterns with fixed risk. The goal is consistency—fast feedback, quick exits when wrong, and aggressive scaling only when the tape confirms.
- Define bias pre-market from gappers and catalysts; trade only names “in play” with outsized volume and clean levels.
- Specialize in the first 90 minutes; avoid midday chop unless there’s a fresh catalyst.
- Use a small, fixed dollar risk per trade; measure outcomes in R to keep sizing and emotions stable.
- Take the A+ setup or pass; two valid attempts per idea, then move on.
Markets, Sessions, and Tools
He targets U.S. equities during the morning session, where liquidity and momentum are best. A simple toolkit—level-2, time & sales, and VWAP—keeps decisions fast.
- Focus on the opening drive (9:30–11:00 ET); trade power hour only if a fresh catalyst appears.
- Use VWAP and pre-market high/low as primary reference levels; add whole/half-dollar levels for tape reactions.
- Confirm entries with time & sales speed and clean prints at your trigger; skip if the tape is sluggish or spready.
- Avoid thin names: minimum 1M pre-market volume or 20M average daily volume, tight spreads, and reliable fills.
Setup 1 — Opening Range Breakout (1-min / 5-min ORB)
This is Andrew’s bread and butter: let the opening range form, then join the break in the direction of strength with tight, predefined risk. It works because the open concentrates liquidity and forces quick resolution.
- Trade only stocks with strong pre-market trend and news; prefer a clean pre-market flag into the bell.
- Trigger long: break of the 1-min/5-min opening range high with confirmation from rising volume and tape speed (mirror for shorts).
- Invalidation: a close back inside the opening range or a heavy reversal wick immediately after entry.
- Stop: below the opening range (or the trigger candle low) by a buffer of 0.1–0.2× ATR(1m).
- Management: scale 1/3 at +1R, 1/3 at +2R, trail the rest with 1-min higher lows (or a VWAP loss) and never widen the initial stop.
- Guardrail: if the first two ORBs fail on the day, stand down from ORBs and shift to VWAP setups only.
Setup 2 — VWAP Trend Pullback
When momentum holds above (or below) VWAP after the open, Andrew buys the first clean pullback to trend support. This captures continuity without chasing.
- Context: stock breaks pre-market high on the open, pulls back to VWAP or rising 9/20-EMA cluster, and prints a higher low.
- Entry: reclaim of VWAP (or the pullback pivot) with increasing tape speed; avoid entries into nearby whole-number resistance.
- Stop: under the pullback low by a small buffer (0.1–0.2× ATR(1m)).
- Targets: prior high for first scale, then measured move equal to the opening leg; trail the runner using the 9-EMA or last pivot.
- No trade if VWAP is flat and price acceptance is inside a tight range—switch to reversion rules instead.
Setup 3 — Reversal at Key Level (ABCD / Double Failure)
If the opening drive exhausts and a well-defined level rejects twice, he fades with tight risk. The reversal aims for the nearest value area—often VWAP or the opposite side of the range.
- Look for a double top/bottom or ABCD structure with shrinking momentum into the second test.
- Entry: take the break of the reversal trigger (e.g., neckline/ABCD C-point) after confirmation with a rejection wick at the level.
- Stop: beyond the rejection wick; reduce size vs. trend setups to account for higher variance.
- Targets: VWAP first, opposite side of range second; if VWAP holds against you, exit—no adding.
- Avoid countertrend trades on fresh, high-volume news unless a clear exhaustion signal appears.
Risk, Sizing, and Daily Protocol
The engine is fixed dollar risk and has strict daily boundaries. This keeps account swings controlled and decision quality high.
- Per-trade risk: 0.25%–0.5% of account; never exceed 1R on any single attempt.
- Daily max loss: -3R; daily goal lock: if +4R net, scale down to half size or stop trading.
- Max open risk: 2R across all concurrent positions; stagger entries to avoid correlated losses.
- After two consecutive losing trades, take a 5-minute reset; after three, pause until the next top-of-hour window.
Trade Management & Exits
Andrew plans to exit before entry to stay mechanical. Partial profits reduce risk-of-ruin while letting a runner capture trend.
- Predefine two targets and one trail; update only if the market structure changes in your favor.
- Move stop to breakeven after the first scale or once price holds beyond the opening range for a full 1-min candle.
- Use time stops: if a trade isn’t +0.5R within 10 minutes during the open, trim by half.
- Never add to losers; add only on structured pullbacks that keep original invalidation intact.
Pre-Market Routine & Watchlist
Preparation drives selectivity. He curates a short list of gappers with clean catalysts and levels, so execution is fast.
- Scan for >2% gappers with fresh news, >1M pre-market volume, and orderly pre-market structure (no erratic wicks).
- Mark pre-market high/low, overnight levels, whole/half-dollar magnets, and nearby daily levels that can stall moves.
- Write two scenarios per ticker: trend (ORB/VWAP) and reversion (ABCD/VWAP touch), each with trigger, stop, and targets.
- Trim the list to 3–6 tickers by 9:25 ET; if a name loses volume/structure, drop it immediately.
Journal, Tags, and Metrics
The review loop decides what scales and what gets cut. Simple tags make performance obvious and help enforce discipline.
- Tag every trade by setup (1m ORB, 5m ORB, VWAP pullback, reversal), catalyst (earnings/news), and volatility bucket.
- Track win rate, average R, and drawdown by tag; size up only after 40+ occurrences with positive expectancy.
- Record rule compliance as a binary field; any tag <80% compliance gets zero size increase, regardless of P&L.
- Weekly prune: remove the bottom 10% of tags by expectancy; replace with nothing until discipline stabilizes.
Psychology, Energy, and Environment
He designs the day to reduce noise and protect focus. A controlled environment prevents revenge trades and preserves the edge.
- Time-box trading to defined windows; outside them, only trade tier-1 catalysts with reduced size.
- Hide P&L during active trading; show it only at the session end.
- Keep a one-page checklist: bias noted, setup named, risk set, exit plan written—then execute without hesitation.
- End each day with two quick lines: what worked, what to fix; carry only one intentional tweak into tomorrow.
Size Risk First, Trade Second: Fixed R Stops and Daily Limits
Boris Schlossberg, Brad Jelinek, and Andrew Aziz all hammer the same non-negotiable: decide your risk before you touch the keyboard. A fixed-R stop pins every trade to a known dollar loss, which keeps emotions in check and makes results comparable from session to session. Boris treats stop distance as a function of current volatility, then sizes the position so one stop equals the same R every time. Brad adds a hard daily loss limit, so even a string of losers can’t spiral into account damage. Andrew simplifies it further by using a single dollar risk per trade at the open, where speed matters most.
When the stop is fixed and the loss per day is capped, execution gets cleaner, because the worst-case is always known. Brad Jelinek’s routine is to scale down after an early drawdown, while Andrew Aziz pauses after consecutive losses to reset focus. Boris Schlossberg keeps the per-trade risk small enough that ten trades won’t threaten the week, letting the edge play out over many iterations. The shared play is simple: protect capital first, then let the wins take care of themselves.
Let Volatility Dictate Tactics: Expand in Trends, Revert in Balance
Boris Schlossberg reads volatility like a traffic signal—when ranges expand and momentum is clean, he presses continuation trades; when ranges shrink, he waits for rejection at the edges and fades back to value. Brad Jelinek does the same with session structure: if the opening drive holds, he looks to add on pullbacks; if the drive fizzles, he flips to VWAP reversion with tighter targets. Andrew Aziz keeps it simple at the open—fast tape means ORB and trend pullbacks; slow tape means smaller size and quick scalps back to VWAP. The point is the same across all three: volatility tells you whether to ride the wave or trade the bounce.
In practice, that means widening stops and stretching targets when ATR is elevated, then tightening everything and reducing frequency when realized volatility compresses. Boris Schlossberg treats chop as a signal to stand down from breakouts and wait for a second failure at the extreme. Brad Jelinek tracks range retention—if initial balance holds, he reverts; if it expands, he pushes trend. Andrew Aziz time-boxes: if the opening volatility fades, he stops forcing it and preserves mental capital for the next clean burst.
One Playbook, Many Markets: Diversify by Underlying, Strategy, and Duration
Boris Schlossberg keeps the core playbook constant—continuation or reversal—but spreads it across different underlyings so no single market decides his day. Brad Jelinek echoes that by running indices, crude, and rates with the same rules, letting the strongest tape get his risk while the rest idle. Andrew Aziz does it inside equities by rotating tickers “in play,” so the setup stays the same even as the symbols change. This lowers correlation in outcomes and keeps you from over-betting one flavor of risk.
Boris Schlossberg diversifies by strategy bucket, too, pairing breakout continuation with a separate mean-reversion plan when ranges hold. Brad Jelinek diversifies by duration—quick intraday hits at the open, then slower reversion trades when the pace cools. Andrew Aziz scales this idea through time-boxed sessions, focusing on ORB and VWAP pullbacks early and stepping aside when the edge isn’t present. One playbook, many outlets: same triggers and invalidations, but varied markets, tactics, and timeframes to keep the equity curve steadier.
Mechanics Over Predictions: Predefine Triggers, Invalidations, Targets, and Exits
Boris Schlossberg doesn’t guess—he executes. Before the bell, he writes the exact trigger that gets him in, the invalidation that kicks him out, and the first and second targets that pay him for being right. When the price hits the trigger, he pulls it without debate; when it tags the invalidation, he’s flat and moving on. The discipline removes wiggle room, so the outcome is tied to process, not feelings about where the market “should” go.
Brad Jelinek treats mechanics like a checklist: name the setup, mark the level, set the stop, publish the scale-out plan, then trade the plan. Andrew Aziz is the same at the open—he’ll take a 1-minute ORB only if the range, volume, and tape speed match his written criteria, otherwise he stands down. All three show that predictions are optional, but mechanics are mandatory; the edge lives in predefined actions executed fast. If the plan keeps you safe when wrong and pays when right, you don’t need to be a genius—you just need to follow it.
Opening Edge Mastery: ORB, VWAP Pullbacks, Two Attempts Then Stop
Andrew Aziz lives at the open because that’s where edge concentrates—he’ll take a clean 1-minute or 5-minute ORB only when volume and tape speed confirm, then manage with partials and a tight trail. Brad Jelinek rides the same window with a different flavor: if the opening drive holds, he buys the first pullback toward VWAP or a rising EMA cluster; if it fizzles, he flips to a quick reversion back to value. Boris Schlossberg keeps the rules even simpler: identify continuation through the opening extremes or a sharp rejection back inside range, then execute without hesitation and without widening stops.
The shared glue is discipline. Andrew Aziz gives each idea two valid attempts—if both fail, he stops forcing ORBs and waits for a VWAP setup or a fresh catalyst. Brad Jelinek caps early damage with fixed-R risk and a daily limit, which protects him from revenge trades when the first burst is a head fake. Boris Schlossberg treats the open as “prove it or I’m flat,” letting the market confirm acceptance or rejection before committing size. Master the first 90 minutes with this trifecta—ORB when momentum is clean, VWAP pullback when trend persists, and hard stop after two tries—and the rest of the session becomes optional.
In the end, Boris Schlossberg, Brad Jelinek, and Andrew Aziz are telling the same truth in three accents: protect capital first, then let a small, repeatable edge do the compounding. Boris strips the game to continuation vs. reversal and refuses to predict; Brad wraps that simplicity in session structure and volatility awareness; Andrew turns it into clean morning executions with fixed dollar risk and fast feedback. All three keep losses tiny, make decisions from predefined triggers and invalidations, and let the market prove them right quickly—or send them flat without drama.
The shared playbook is brutally practical: size risk before you trade, let volatility pick the tactic (expand in trend, revert in balance), diversify by underlying and timeframe so no single tape owns your day, and run mechanics instead of opinions. When the open is hot, Andrew’s ORBs and VWAP pullbacks shine; when the drive stalls, Brad’s reversion rules take over; when levels matter most, Boris’s continuation/reversal read keeps you on the right side of acceptance or rejection. If you adopt just these habits—fixed R, two attempts per idea, daily loss cap, written exits, and a short review loop—you’ll trade smaller, steadier, and longer, which is the only edge that actually scales.
Related posts:
- Boris Schlossberg Trader Strategy: Survive Prop, Size Right, Trade What’s There
- Boris Schlossberg Trader Strategy: Live Scalping, Prop Discipline, and Risk Done Right
- Trader Strategy Spotlight: Dr. Andrew Aziz on Discipline, Losses, and Everest
- Trader Strategy Masterclass: What Top Traders Actually Do
- Trader Strategy Masterclass with Chris Tubby
- Banned Prop-Firm Trader Strategy: How Andrew Scaled to $6.7M
- Trader Strategy Playbook: Andrew O’Connell’s Verified Path to Big Years
- Andrew Mitchem Trader Strategy: How to Pass Prop Firm Evaluations Without Blowing Up
- Trader Strategy Spotlight: Trader Nick on Building Real, Steady Edges
- Trader Mindset Meets Market Edge: Rob Lipsett’s Strategy Every Trader Can Steal
- Trader Strategy Playbook: James Bentley’s Keep-It-Simple Approach for the Everyday Trader
- Trader Strategy Playbook: Ross Maxwell on Edge, Risk, and Scaling as a Trader
