Table of Contents
This interview features Brandon Turner breaking down how he evolved from prop-desk inefficiencies to trading FX with a fundamentals-first, sentiment-driven approach. You’ll hear why he ditched indicator stacks for reading central bank guidance, economic surprises, and market expectations—then times entries with simple price action. If you’re a retail trader who’s felt whipsawed by “squiggly lines,” Brandon shows a cleaner path: understand what big money cares about, then align your trades with it.
In this piece, you’ll learn how Brandon tracks sentiment each morning, which data actually moves currencies, and how to use expectations vs. outcomes to decide when a move has real fuel. We’ll cover his simple chart setup (double-zero levels, ADR, and yesterday’s high/low), when to fade vs. follow a spike, and the risk discipline that keeps him in the game. By the end, you’ll have a beginner-friendly roadmap to trade with the same “news first, charts second” playbook—minus the clutter and second-guessing.
Brandon Turner Playbook & Strategy: How He Actually Trades
Core Philosophy: News First, Charts Second
Brandon Turner builds every trade idea from what’s driving the market that day, then uses simple price action to execute. This section lays out how he prioritizes fundamentals and sentiment so you’re trading the reason, not just the pattern.
- Start each session by answering: “What is the single biggest driver today?” (central bank guidance, surprise data, risk-on/off theme).
- Only trade in the direction of the dominant daily narrative; skip setups that fight it.
- If there’s no clear driver by the first hour of London, cut your size in half or stand down.
- Keep charts clean: daily levels, yesterday’s high/low, and session opens; avoid stacking indicators.
- Treat technicals as a timing tool only—never as the reason to trade.
Daily Prep: Building the Bias Before London
A tight routine gives you a head start when volatility kicks in. Here’s how to prepare a bias that survives the open and keeps you focused.
- Mark the following on your primary pair(s): prior day high/low, weekly open, and current ADR.
- Write a one-sentence bias for each pair (e.g., “Bullish USD while markets price in tighter policy”).
- Note top-tier data and policy speakers by timestamp; pre-plan “no-trade windows” 5 minutes before and after.
- Create two scenarios per pair: continuation with the theme, or squeeze/mean reversion if the theme is invalidated.
- Predefine “permission to trade” conditions (e.g., DXY higher + US 2y yields up = green light for USD longs).
Sentiment & Fundamentals: Reading What Big Money Cares About
This is where the edge lives: expectations versus outcomes. Use these rules to quantify the mood and know when a move has real fuel.
- For data prints, trade the delta versus consensus, not the headline alone; larger surprises justify holding longer.
- If a miss beats the sign but not the narrative (e.g., minor miss, hawkish tone intact), trade a smaller continuation.
- Weight central bank guidance above single data points; one speech can nullify a minor release.
- Risk-on: equities bid, credit spreads tightening, commodity FX stronger—favor pro-cyclical pairs.
- Risk-off: bonds bid, VIX higher, JPY/CHF stronger—favor safe-haven flows.
- If sentiment flips intraday (e.g., dovish line dropped in Q&A), immediately flatten any opposite bias trades.
Execution: Clean Setups With Session Structure
Brandon times entries around session liquidity and obvious levels. These rules give you a repeatable template that doesn’t overfit.
- Focus entry windows: London first hour, NY first hour, and 15–45 minutes post top-tier data.
- Use one of two triggers: (1) Break–retest of yesterday’s high/low, or (2) Rejection wick at double-zero/ADR band aligning with bias.
- Enter on the first pullback after confirmation; skip the initial spike to avoid slippage.
- Place stops beyond the invalidation structure (e.g., 5–10 pips beyond the prior swing outside the level).
- Take partial at 1R, move stop to breakeven only after the first pullback holds; avoid immediate BE to prevent getting wicked out.
- Don’t chase; if price has moved >40% of ADR in your direction, wait for a fresh structure or stand aside.
Risk & Sizing: Stay In the Game, Compound the Edge
Survivability beats bravado. These rules keep drawdowns shallow and position size aligned with volatility.
- Risk 0.25%–0.5% per trade by default; cap daily loss at 1% and weekly at 3%.
- Reduce size by 50% on event risk days unless you have a clear continuation setup.
- If spread > 20% of stop size or ADR < 70% of its 30-day average, skip the trade—poor tradeability.
- Never add to losers; add only to winners after structure extends (e.g., fresh HH/HL in a trend), and keep add-ons at half size.
- Maximum simultaneous correlated exposure: two positions pointing to the same macro theme.
Trade Management: Hold When It’s Real, Cut When It Isn’t
Great entries are wasted by sloppy management. Use these rules to keep winners breathing while cutting noise quickly.
- If the narrative strengthens post-entry (e.g., follow-through in yields or equities), widen take-profit targets toward 0.8–1.0× ADR.
- If the driver weakens (e.g., reversal in key risk proxy), cut in half or scratch at the structure break.
- Trail below/above the most recent higher low/lower high only after 1R is locked.
- Scale out in thirds at 1R, 1.5R, and key HTF level; keep a runner for narrative continuation.
- If a top-tier event is due within 15 minutes and you’re not at 1R, cut the risk in half or flatten.
Playbook: Continuation vs. Fade Days
Not every day trends. Here’s a simple way to label the session and choose the correct play.
- Continuation Day Rules:
- Only trade in trend direction after clean retests; skip counter-trend stabs.
- Allow runners; aim for 0.8–1.0× ADR if the driver is intact.
- Avoid overtrading—two shots per session max.
- Fade Day Rules:
- Look for exhaustion at ADR extremes or failed breakouts against the dominant HTF level.
- Reduce size by 25% and target 0.3–0.5× ADR.
- Tighten stops; if the fade doesn’t work quickly, exit without debate.
Event Trading: From Print to Position
Data and policy can be a gift or a trap. These rules help you participate without gambling.
- Stand aside into the release; place alerts 15–45 minutes after to trade the second move.
- Only engage if the price accepts beyond a key level with volume/impulse, confirming the narrative shift.
- If the print conflicts with the prevailing theme but the market fades it within one hour, favor the original theme with half size.
- Avoid trading the third spike—probabilities decay rapidly after two swings.
Multi-Pair Selection: Pick the Cleanest Vehicle
Right idea, wrong pair is still wrong. Choose the instrument that best expresses the theme.
- Rank pairs by clarity: confluence of sentiment, technical structure, and ADR room.
- Prefer the pair where your theme is on both sides (e.g., strong USD vs. weak EUR).
- Drop pairs showing overlapping ranges or messy wicks—tradeability matters more than popularity.
- If two pairs qualify, split risk rather than doubling the size on one.
Journaling & Review: Turn Days Into Data
Improvement comes from measuring what you actually did. Keep this tight and objective.
- Log pre-market bias, driver, chosen setup, and exact reasons for entry/exit within 5 minutes of closing the trade.
- Tag each trade as “theme follow” or “fade” and record ADR usage, R multiple, and session window.
- Each Friday, identify one behavior to repeat and one to remove; set next-week rules (e.g., “No counter-trend in London open”).
- Build a personal “narrative library” of recurring patterns (hawkish hold, soft-landing risk-on, energy shock risk-off) with playbook responses.
Minimal Tools & Chart Layout: Less Noise, More Signal
A simple workspace makes faster, better decisions. Here’s the layout Brandon keeps returning to.
- One clean chart per pair with: HTF levels (daily/weekly), yesterday’s high/low, session opens, ADR bands, and round numbers.
- Watchlist widgets for yields, DXY, equity futures, and a volatility proxy to gauge risk tone at a glance.
- Alerts at key levels instead of staring; respond when price gets there, not before.
- A single checklist beside the screen: bias, driver, setup, risk, exit plan—confirm all five before clicking buy/sell.
Build daily bias from fundamentals, then time entries with price action.
Brandon Turner starts each session by asking what the market actually cares about today—policy tone, data surprises, or broad risk mood—and he builds a simple, one-sentence bias from that. He treats charts as the clock, not the compass, waiting for the market to confirm the story he already believes via clean structure. That means yesterday’s high/low, round numbers, and ADR bands matter because they’re where liquidity sits when the narrative bites. If the story isn’t clear by London’s first hour, Brandon cuts size or stands down.
Once the driver is obvious, Brandon lets price action handle the timing: break-retest or a sharp rejection wick that aligns with his bias. He never chases the first spike; he waits for the first pullback that holds, then commits with a defined stop beyond structure. If sentiment strengthens post-entry, he gives the trade room; if it weakens, he trims or scratches without debate. The result is a routine that marries a fundamental north star with mechanical execution—fast to act when the narrative confirms, fast to exit when it doesn’t.
Size positions by volatility; cap daily loss and protect weekly drawdowns
Brandon Turner sizes trades to the market’s current pace, not to his confidence. When the average daily range expands, his position size contracts, so the same stop distance risks the same small fraction of equity. In calmer conditions, she lets size drift slightly higher, but only within a narrow band that keeps risk predictable. A hard daily max loss—typically around one percent—forces him to stop when conditions aren’t paying.
He also guards the weekly picture with a strict drawdown cap, usually near three percent, which prevents a string of small losses from snowballing. If he hits half the weekly limit by Wednesday, Brandon automatically halves position size for the rest of the week. He never widens stops to “make room”; he adjusts size so the technical invalidation stays honest. This keeps his equity curve steady enough to let compounding, not adrenaline, do the heavy lifting.
Trade session windows; use break-retest or rejection wicks at key levels
Brandon Turner treats time as a filter, not an afterthought, focusing on the London open, New York open, and the 15–45 minutes after major releases. Those windows bring the liquidity, speed, and participation his setups need, and he’s happy to ignore the dead zones in between. He marks yesterday’s high/low, round numbers, and ADR bands in advance so he knows exactly where engagement is likely. By waiting for the right window, he avoids chasing random mid-session noise.
When the price reaches a pre-marked level during a session window, Brandon looks for one of two triggers: a clean break and retest back into the level, or a sharp rejection wick that aligns with his bias. He enters on the first controlled pullback, not the initial spike, and tucks his stop just beyond the invalidation swing. If the move immediately stalls or slips back through the level, he scratches quickly—no “give it room” rationalizing. When momentum confirms, he lets it breathe toward a reasonable chunk of ADR, proving that the best trades are usually simple, timely, and disciplined.
Differentiate continuation versus fade days and match targets, stops, and size.
Brandon Turner starts by labeling the session: is the dominant driver intact or wobbling? On continuation days, he aligns with the prevailing narrative, looks for clean retests in the trend direction, and lets runners seek a meaningful slice of ADR. Stops sit beyond structure, not a random pip count, and partials come as momentum confirms. If the theme strengthens—yields, DXY, or equities, reinforcing the story—Brandon widens room for the winner instead of tightening too early.
On fade days, Brandon Turner respects that the market is tired or conflicted, so he trims size and aims smaller. He hunts exhaustion at ADR extremes or failed breakouts into higher-timeframe levels, demanding immediate follow-through or he’s out. Targets compress to modest mean-reversion bites, and stops tighten because the counter move must work fast or be abandoned. If later flows prove the original theme again, he flips back to the continuation playbook without ego.
Journal narrative, ADR usage, and behavior; iterate one rule each week
Brandon Turner treats journaling as part of execution, not a homework chore. He writes a one-sentence daily narrative before the open, then grades every trade against that story afterward. He logs ADR at entry, how much of it he captured or gave back, and whether his timing aligned with session windows. He also records behavior flags—hesitation, revenge click, early stop move—so the data shows habits, not just P&L.
Each Friday, Brandon Turner picks exactly one rule to keep or change, never more. He turns the week’s patterns into a single, testable adjustment—like “no counter-trend trades in London’s first 30 minutes” or “move to breakeven only after first pullback holds.” Next week, he measures compliance and outcome, then decides to keep, tweak, or discard. Over time, this tight loop compounds edge by design, while stripping out the noise that keeps most traders stuck.
Brandon Turner’s edge is deceptively simple: know the driver, then trade where that story is most likely to pay. He builds a clean daily bias from fundamentals and sentiment, marks obvious levels, and waits for the market to confirm through break-retests or sharp rejections during high-participation windows. The goal isn’t to predict everything—it’s to align with what big money is pricing today, let winners breathe toward a sensible chunk of ADR, and exit fast when the narrative weakens.
What ties it all together is disciplined risk and ruthless review. Brandon sizes by volatility, caps daily and weekly damage, and never widens stops to “give it room.” He labels the day as continuation or fade, matches targets and size to that label, and chooses the cleanest pair to express the theme. Then he journals the narrative, ADR usage, and behavior, and upgrades one rule each week. Follow that loop—news first, charts second, simple execution, tight risk, constant iteration—and you’ve got a practical blueprint to trade with clarity instead of noise.
