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In this interview, world-champion scalper Fabio Valentini sits down on Titans of Tomorrow to unpack the futures game he’s refined in the Robins World Cup. Fabio is known for attacking the NASDAQ during New York hours, executing hundreds of trades per quarter, and keeping drawdown tight with a data-first approach. He doesn’t “catch falling knives”—he rides pressure with the tape, leaning on footprint and volume to time entries, and he’s built a reputation for turning small per-trade risk into outsized quarterly returns with strict discipline.
You’ll learn exactly how Fabio builds a daily bias (price structure first, order-flow confirmation second), why VWAP bands and standard-deviation probabilities set his profit decisions, and how he compounds intraday gains to scale risk without jeopardizing the base of the day. He lays out beginner-friendly rules you can copy now: start tiny (≈0.25% risk), cap yourself at three stop-losses if the environment isn’t right, avoid reversals until you’re green, trail aggressively when volume flips, and keep your focus narrow (15-minute for bias, 1-minute for staging, 15-second for execution). It’s a practical, model-driven trader strategy you can plug into your own playbook today.
Fabio Valentini Playbook & Strategy: How He Actually Trades
What He Trades & When He Shows Up
Fabio is a futures scalper first, with a bias toward the NASDAQ during New York hours when liquidity and pace suit his tape-reading edge. He wants tight spreads, clear auction behavior, and enough volatility to compound small risk quickly. Here’s how he defines his lane and avoids random markets.
- Primary instruments: NASDAQ futures (NQ/MNQ); secondary: ES when NQ structure is messy; occasional Gold only with A-quality confluence.
- Sessions: Focus on NY cash open through first 2–3 hours; step back mid-day unless a clean A setup forms; return for final hour only if structure is intact.
- No-trade environments: Inside-day chop around prior VA, overlapping VWAPs, or news-driven whips without absorption footprints.
- News filter: Stand aside 2–5 minutes pre/post Tier-1 releases; trade only if post-news structure re-establishes (fresh swing high/low plus order-flow alignment).
The Prep: Bias First, Order Flow Second
He starts top-down and then drills into the tape. The idea is simple: get a directional lean from structure, then only execute when the tape proves it. This keeps prediction out and lets the market “invite” him in.
- Pre-market map (30–45 min): Mark prior day H/L/Close, ON H/L, weekly H/L, gaps, untested single prints, HVNs/LVNs, and session VWAP/AVWAPs.
- Directional lean: Bullish above prior day VAH and rising VWAP with higher lows on 15m; bearish below VAL with lower highs. No lean = no risk.
- Trigger locations: First pullback to VWAP/AVWAP or prior range edge; avoid mid-range initiations.
- Confirm with order flow: Enter only when footprint shows absorption/iceberg + delta shift or stacked imbalances in lean direction.
A/B/C Setups & Dynamic Risk
Not all trades deserve the same ammo. Fabio classifies setups by confluence and tapes risk up or down accordingly. This keeps him aggressive when he should be—and tiny when he shouldn’t.
- A setup (full confluence): Structure + VWAP/AVWAP level + imbalance/absorption + momentum shift. Risk up to the day’s max per-trade cap.
- B setup (good, not perfect): Structure + 1 tape signal (imbalances OR delta shift). Risk half of A.
- C setup (scout): Structure only, tape pending. Risk one-quarter of A, reduce size, quick scratch if tape doesn’t show.
- Daily drawdown stop: Hard max loss for the day; stop trading when hit.
- Green-light scale: Increase risk tiers only after net P&L is positive for the session; scale back to C risk after any sequence of two losses.
Entries That Don’t Chase
He doesn’t guess tops/bottoms; he trades pressure. The entry rule is to let buyers or sellers reveal themselves in the footprint, then ride behind them with defined risk.
- Pullback only: Enter on a pullback to VWAP band, prior micro-balance edge, or failed auction retest—not at the breakout tick.
- Footprint cue: Look for 2–3 stacked buy (or sell) imbalances, absorption against the level, and delta flip through zero.
- Stop placement: 1–2 ticks beyond the absorption node/failed auction; never beyond structural invalidation.
- Invalidation clock: If the footprint loses pressure within 2–3 bars after entry, scratch to breakeven or small loss; don’t “hope.”
Trade Management: Turn Small Risk into Real Risk
Management is where the edge compounds. Fabio moves from defense to offense fast: partials at logical targets and a trailing stop that follows real liquidity, not arbitrary points.
- First scale: At +1R or first opposing imbalance; pay yourself to remove emotional load.
- Trail logic: Trail to the last absorption or to VWAP band after +1.5R; never re-widen a stop.
- Let runners breathe: Hold a final clip to the next HTF level (prior day H/L, ON extremes, LVN/HVN).
- Abort signals: Aggressive unwind on delta divergence + opposite stacked imbalances or a clean VWAP reclaim against your bias.
The VWAP/AVWAP Play
VWAP and anchored VWAP are his “gravity lines.” They show where institutions re-balance risk. Fabio uses them to define fair value, fades, and continuation—without guessing.
- Trend day: Buy pullbacks to rising VWAP/AVWAP; sell rallies to falling VWAP/AVWAP; no countertrend until VWAP is reclaimed.
- Range day: Fade second touch of outer VWAP bands only with absorption; target the mid-VWAP.
- Anchor choice: Anchor to significant events: cash open, prior day close, or a major break.
- No-touch rule: Skip if price ping-pongs mid-VWAP with no imbalance print—wait for a band or structural edge.
Risk Per Trade & Daily Pacing
He treats risk like fuel. Start small, earn the right to size up, and stop when the dashboard flashes red. This keeps the account curve smooth and the mind clear.
- Starter risk: ~0.25% per trade on the account (micro if needed).
- Heat limits: Max 3 consecutive stop-outs before a 30-minute reset; if still off rhythm, call the day.
- Profit lock: After +2R net on the day, cut size by 50% unless an A setup appears; protect the green.
- Weekly guardrail: If down 2 days in a row, halve the size for the rest of the week.
Playbook Patterns He Repeats
He doesn’t reinvent the wheel every session. A small menu of repeatable patterns removes decision fatigue and tightens execution.
- VWAP pullback continuation: Trend, pullback to VWAP/AVWAP, absorption, go.
- Range edge fade: Prior range edge + trapped breakout + delta flip back inside.
- Failed auction reversal: New high/low rejected with heavy absorption; enter on the retest fail.
- Opening drive pause: Strong open; wait for the first rotation pause, then join on imbalance continuation.
The “No Harm” Scratch & Re-Entry
You’ll be wrong often as a scalper. Fabio’s edge is cutting wrong fast and being ready for the next clean invitation. He treats scratches as part of the job, not failures.
- Scratch quickly: If the footprint stalls, scratch near the entry—don’t wait for the stop.
- Re-enter rule: Re-enter only if the structure remains valid and a new imbalance/absorption sequence appears; never revenge-click the same impulse.
- Ticket hygiene: One idea = one ticket sequence; after two failed attempts, move on.
Psychology & Energy Management
Focus is a resource. Fabio protects it with simple constraints so his A-game shows up when the market does. Fewer decisions, more quality.
- Session cap: Pre-define max number of tickets (e.g., 8–12) to avoid overtrading.
- Environment: Quiet desk, single instrument, execution ladder + footprint + 15m/1m only.
- Reset protocol: After a mistake, step away for 5 minutes and re-map levels before placing another order.
- End routine: Stop while green and journal; don’t hand back the day in the last 15 minutes.
Journaling & Stats That Matter
He treats data like a coach. Track what actually drives your edge and cull the rest. The goal is to make the good trades unavoidable and the bad ones rarer.
- Tag every trade: A/B/C quality, setup type, level (VWAP/AVWAP, range edge), time of day, and reason for exit.
- Expectancy check: Weekly expectancy by setup class; size up only on A setups with proven positive expectancy.
- Heat map: Win rate and R multiple by session hour—focus where you’re statistically best.
- Error taxonomy: Log specific errors (late chase, countertrend fade, widened stop); set next-day rules to eliminate one error at a time.
Scaling the Same Edge
Growth comes from repeating what works with a little more size and a little more patience—not from adding ten new toys. Fabio scales edge, not excitement.
- Size ladder: Increase contract count only after two consecutive green weeks and a stable drawdown.
- Span of control: Don’t add instruments until you can run size on the primary without performance decay.
- Capital preservation: Withdraw a portion after strong months; protect the base that funds future compounding.
- Plateau breaker: When performance stalls, cut size 50%, re-focus on A setups for two weeks, then rebuild.
Size Risk First, Then Look for A-Setups Worth Pressing
Fabio Valentini starts every session by deciding how much he can lose before he decides what to trade. He treats risk like fuel in the tank: set the per-trade cap, set the daily max draw, and only then scan for A-quality setups that earn the right to use that fuel. This flips the usual order—no prediction, no FOMO—just capacity first, opportunity second.
His filter is simple: if the structure, location, and order-flow don’t align, the setup isn’t A-quality and gets either reduced size or skipped entirely. When he does find an A-setup, Fabio presses with intention—entering at the level, not chasing, and scaling only after the trade pays quickly. The result is consistency: small losers by design, larger winners by plan, and a smooth equity curve that reflects discipline more than hero calls.
Let Volatility Dictate Position Size, Targets, and Daily Trade Count
Fabio Valentini lets the tape’s speed set his throttle. When realized volatility expands, he cuts initial size, widens stops to structural levels, and lets targets float to the next meaningful auction area instead of forcing fixed ticks. On slow days, he tightens everything—smaller targets, closer invalidation, and fewer attempts—because squeezing juice from a dull market just leads to chop.
He uses a simple pre-market check: if the average rotation range is big, he plans fewer, higher-quality trades; if it’s tiny, he caps the number of tickets early. Fabio’s rule of thumb is to avoid mixing big volatility with big size—pick one. By letting volatility define risk, objective targets, and daily trade count, he stays in rhythm with the market instead of trying to impose one.
Diversify by Strategy, Underlying, and Timeframe—not Just Tickers.
Fabio Valentini doesn’t “diversify” by owning five tech names that move together; he diversifies by how he extracts edge. That means pairing a primary continuation strategy with a secondary mean-reversion and a rare reversal pattern, so one playbook isn’t carrying all the load. He’ll rotate between NQ and ES when the structure diverges, and occasionally downshift to MNQ to explore a setup without stressing the day’s risk limits.
Time diversification is part of the plan too: Fabio builds bias on a 15-minute structure, stages on the 1-minute, and executes off the tape—so even if one lens is noisy, another keeps him grounded. If NQ is trend-drunk, he runs continuation; if it’s boxed-in, he flips to range-edge fades; if both are dead, he simply doesn’t force it. By diversifying across strategy, underlying, and timeframe, Fabio Valentini keeps his P&L path smoother and avoids letting any single market condition dictate his entire week.
Trade Mechanics Beat Predictions: Rules, Triggers, and Repeatable Execution
Fabio Valentini doesn’t try to outguess the next candle—he out-executes it. His process starts with a structural bias, then waits for a precise trigger: stacked imbalances, absorption at the level, and a clean delta flip. Once those fires, Fabio acts the same way every time—enters at the level, stops just beyond invalidation, and no chasing the move after it’s already printed.
The repeatability is the edge. Fabio Valentini scales partials at the first opposing order-flow cue, trails behind the last absorption, and kills the trade the moment pressure fades. No ad-hoc moving of stops, no “give it room” rationalizations, no prediction heroics—just mechanics that make yesterday’s best trade look identical to today’s.
Prefer Defined Risk Setups; Tame Undefined Risk with Strict Exits
Fabio Valentini stacks the deck by choosing trades where risk is explicitly capped by structure—VWAP band retests, prior range edges, or failed auction levels. In those spots, the stop is obvious and close, so the R multiple is real, not theoretical. If the setup doesn’t naturally give him a tight, logical stop, he classifies it as undefined risk and either sizes it down sharply or skips it altogether.
When he does engage anything with undefined risk—post-news chop, runaway opening drives, or thin after-hours rotations—Fabio imposes hard, mechanical exits. He’ll scratch the second absorption fails, cut on a delta flip against his position, or flatten if price reclaims the invalidation level and holds for two bars. Fabio Valentini’s core principle is simple: let defined-risk trades compound confidence and size; treat every undefined-risk impulse like a live wire—touch it carefully, exit on schedule, and never widen the stop.
Fabio Valentini’s core lesson is discipline over drama: size risk before ideas, trade behind pressure, and let volume define what’s real. He avoids “catching knives,” preferring to join the move when the tape confirms direction, a philosophy he honed competing in the Robins World Cup, where consistency matters as much as bursts of performance. He builds a daily narrative from structure first and only pulls the trigger when order flow shows aggression and follow-through—stacked pressure, not guesses. Once in, he manages with intent: trail behind fresh absorption, take profits when opposing flow appears, and exit fast if the tape flips, prioritizing longevity over hero targets. He keeps scope tight—one instrument, one position—so attention stays razor-sharp where it counts.
His tools are pragmatic and probability-driven. VWAP/AVWAP and the session volume profile give him “fair value” magnets (POC) for high-probability mean reversion when the market stretches too far, while standard-deviation context keeps expectations grounded. He respects volatility: if stats point to a low-energy consolidation day, he simply reduces engagement—or stands down—because time and capital are resources, not props for overtrading. And he treats performance like a sample-size game, racking up hundreds of executions per quarter to let edge show without blowing out drawdown—proof that process beats prediction when you keep the model intact.
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