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In this interview, Titans of Tomorrow sits down in Dubai with Patrick—a nine-time ranked and two-time winning Robbins World Cup trader—his mentor Thomas, and teammate Jonathan from Germany’s “Trade the Traders” (TTT) team. Patrick’s public track record (including a triple-digit YTD in competition) and Thomas’s decades of building supply-and-demand, volume/market-profile structures make this a rare peek into a proven, team-driven approach that actually ships results. You’ll hear how a bookbinder-turned-champion bet on himself, why mornings and liquidity windows matter, and how a mentor shapes a trader’s edge without forcing a one-size-fits-all playbook.
You’ll learn the core ideas behind their edge: building a daily context first, then executing with market/volume profile, footprint, and order-book reads; how “range break-in” and classic break-retest entries actually work in real time; and why personality-fit (not internet fads) dictates whether you lean breakout, countertrend, or swing. The team’s workflow—fundamentals first, precise zones next, checklist execution last—shows beginners how to turn noise into decisions, manage risk-to-reward like a pro, and stay psychologically neutral so the plan survives the open.
Patrick Nill Playbook & Strategy: How He Actually Trades
The Daily Game Plan
Before any clicks, Patrick builds a simple daily map so he’s trading the market in front of him, not the one in his head. This section lays out how to prep fast: what to scan, what to mark, and how to turn that into a clean A-setup list.
- Define the session you trade (e.g., London, New York) and set a hard start/stop window; no “just one more” after your cut-off.
- Mark yesterday’s high/low, session high/low, and the weekly open; draw only the lines you’ll actually use.
- Box the overnight range; plan either a break-and-go or revert-to-mean playbook—never both at the same time.
- Note the top two scheduled events (e.g., CPI, rate speaker) with exact times; stand down 2 minutes before/after if they’re tier-1.
- Pre-pick your instruments (max 2–3) and write the specific scenario that would make each instrument tradable today.
Structure First, Trades Second
Patrick reads structure like a GPS: trend, key levels, and the most likely path price takes between them. These rules help you anchor on context so every entry has a structural reason to exist.
- On the H1/H4, label market state: trending, balancing, or transitioning; only take entries that agree with that label.
- If trending: trade pullbacks to prior day/session VWAP, previous swing, or value edge—not mid-air.
- If balancing, wait for range extremes; fade toward the opposite value edge with a defined stop beyond the extreme.
- Promote levels with confluence (HTF level + prior day high/low + session VWAP); de-prioritize naked single-factor lines.
- If your planned level breaks and holds (two 1-minute candles closing beyond), flip bias to “acceptance” and stop fading.
Precision Levels: How He Draws Supply & Demand
Zones aren’t rectangles for decoration; they’re execution rails. Here’s how to draw fewer, more accurate zones that generate cleaner trades.
- Anchor demand to the last down-close candle before a fast up-impulse that left single prints/imbalance; supply is the inverse.
- Keep zones tight: wick to body where the impulse launched; if a zone is wider than your average stop, refine or skip.
- Age zones out after two clean tests or if the price has built value inside for more than one full session.
- If a zone aligns with session VWAP or previous day value edge, tag it “A-zone”; otherwise, it’s a “B-zone” and sizes down.
- Never stack overlapping zones; choose the most recent, most impulsive origin and delete the rest.
Entry Triggers That Actually Fire
Patrick keeps entries mechanical so he can act fast when the price arrives. Use these consistent triggers to avoid hesitation or FOMO stabs.
- Reversal trigger at an A-zone: wait for a stop-run wick through the level, then a close back inside; enter on the next micro pullback.
- Continuation trigger in trend: buy the first higher low / sell the first lower high that forms at VWAP/value edge with delta support.
- Breakout trigger from balance: only enter on a clean 1-minute close outside the box, plus a successful retest that doesn’t re-enter.
- If the spread widens or the book thins during your trigger, pass; thin liquidity equals sloppy fills and bigger slippage.
- If two triggers appear within the same minute, choose the one with stronger confluence (VWAP + HTF level beats “naked” any day).
Risk: Fixed, Small, Relentless
The edge shows up when losses are tiny and consistent. This is the part that keeps Patrick in the game long enough to exploit good days.
- Pre-define max daily risk (e.g., 1R) and a soft pause at −0.7R; you stop at −1R, you review at −0.7R.
- Position size from the stop, not from vibes: size = (account_risk_per_trade) ÷ (stop_distance in ticks).
- First scale at 1R when trading reversals; move stop to breakeven only after structure shifts in your favor (higher low/lower high).
- Hard stop goes just beyond the invalidation of structure, not some arbitrary round number.
- If your first two trades are both losses, cut size by 50% for the rest of the session or go flat if emotions spike.
Management: Let Winners Breathe Without Going YOLO
Trade management is where most P&L is lost. Patrick uses simple, rules-based management so winners can expand while risk stays tight.
- For reversal plays, target the opposite side of the most recent micro-range first; then leave a runner to the next HTF level.
- Trail under/over the most recent confirmed swing once you’re +1.5R; if structure compresses into a wedge, take profit at VWAP.
- If price re-enters your zone and stalls (3–5 bars of chop), cut the trade; your location edge is gone.
- Only add to winners at fresh structure (next pullback/flag) and only if your initial risk is already covered by realized profit.
- If news volatility spikes and you’re green, flatten partial to lock the day’s baseline and keep the runner only if structure holds.
Time & Session Windows
Time of day changes how your setup behaves. Patrick limits execution to hours when his triggers are most reliable.
- Trade the first 90 minutes of your chosen session plus the first clean setup after the main data release; skip lunchtime chop.
- If the opening drive is one-directional with expanding value, favor continuation; if it’s whippy, favor fades back to VWAP.
- No new trades in the final 30 minutes unless it’s a structured retest at an A-zone; end-of-day noise ruins clean R multiples.
- If your market’s session overlaps (e.g., London–NY), expect liquidity pockets and let breakouts confirm with a retest before entry.
- Stop trading after three decisions (win or lose) if you feel speed/clarity drop; fatigue shows up in late entries and wide stops.
Tools, Charts, and Minimal Settings
Patrick keeps charts lean so decisions are fast and repeatable. Use this layout to remove clutter and highlight only what matters.
- One HTF chart (H1/H4) for structure, one execution chart (1–5m) for triggers; no third or fourth timeframe rabbit holes.
- Indicators: session VWAP, previous day high/low, value area edges; optional footprint/delta for confirmation only.
- Color code A-zones vs B-zones; delete all levels not in play today.
- Keep DOM/book visible during entries; abort if you see vanishing liquidity or spoofing around your level.
- Journal template on screen: context label, setup tag, entry trigger, stop/target, management rule used, emotional state (one word).
Mindset & Review Loop
Consistency is a skill. Patrick builds it with a short, daily loop that turns trades into data and data into cleaner rules.
- After the session closes, capture three screenshots per trade: pre-trade plan, entry candle with context, exit, and notes.
- Grade each trade 0/1 for “plan followed,” separate from PnL; your goal is ≥80% plan-adherence over rolling 20 trades.
- Tag common mistakes (late entry, chasing, stop too tight); pick one tag as the “fix of the week” and write a single new rule.
- Rehearse the next day’s A-setup in 60 seconds: level, trigger, stop, first target; if you can’t state it clearly, you won’t trade it cleanly.
- Protect identity outside markets: sleep window, hydration, and a “no charts” cut-off time—discipline off the screen shows up on the screen.
Size Positions by Volatility: Let ATR and Implied Volatility Set Risk
Patrick Nill keeps position size tied to what the market is actually doing, not what he hopes it will do. He starts with a fixed account risk per trade, then divides by a stop that’s anchored to current volatility—think a multiple of ATR on the chart you execute. If implied volatility is elevated, he cuts size to respect wider swings and slippage risk. When volatility compresses, he allows a slightly larger size, but only if the structure still validates the same stop location.
He treats this like a speed limit: the higher the market’s speed, the smaller the car you drive. ATR defines the distance to invalidation; your dollar risk divided by that distance defines the size—simple math, no guessing. If the calculation yields an awkward size or too few contracts to be meaningful, he skips the trade rather than forcing it. Over time, this keeps losers small, avoids death-by-chop, and lets winners breathe when ranges expand.
Diversify Smart: Underlying, Strategy, and Timeframe to Smooth the Curve
Patrick Nill spreads his edge so no single idea can sink the week. He mixes uncorrelated underlyings—think an index future with a currency pair or a commodity—so PnL drivers aren’t all tied to one macro theme. He also runs both trend-continuation and mean-reversion plays, which naturally win in different regimes. That blend flattens the emotional rollercoaster and keeps him executing even when one lane cools off.
Time does the rest. Patrick staggers holding periods—scalps around the open, intraday swings into session close, and the occasional multi-day runner—to avoid being hostage to one pace of volatility. He keeps risk per “bucket” capped so no timeframe or strategy exceeds its allowance. When correlations spike, he dials back gross exposure and prioritizes the cleanest setup across buckets. That’s how he smooths the equity curve without diluting the edge.
Trade the Process, Not Predictions: Rules, Checklists, and Repeatable Execution
Patrick Nill treats forecasting like background noise and execution like the job. He starts each session by labeling market state, selecting one or two playbooks that fit, and writing the exact trigger, stop, and first target before price arrives. If price doesn’t print the trigger, he doesn’t improvise—no trigger, no trade. He uses a short pre-trade checklist to confirm context, location, and risk before clicking.
During the trade, Patrick Nill follows a fixed management script: scale at predefined R-multiples, trail only after structure shifts, and exit if the narrative changes against the plan. After the session, he grades trades on plan-adherence first and P&L second, so improvement compounds even on red days. Any recurring mistake becomes a single rule added to the checklist, not a dozen tweaks. Over time, this turns good setups into a repeatable business instead of a string of lucky guesses.
Choose Defined Risk First: Cap Downsides, Let Winners Expand with Structure
Patrick Nill starts every idea by defining the maximum pain upfront, then works backward to the entry. He picks the invalidation point based on structure—beyond the wick that ran stops, above the shelf that proves acceptance, or past the value edge where the auction has shifted. The stop goes there first, the size is calculated second, and only then does he care about the potential reward. If the structure-based stop is too wide for his allowed risk, he passes without debate.
Once in, Patrick Nill lets the market prove it deserves more room. He locks partial profits at the first objective and only trails when a fresh higher low or lower high confirms continuation, not just because he’s green. If price re-enters his zone and stalls, he cuts the trade rather than praying through chop; defined risk means defined exits, too. The result is a clean asymmetry: small, pre-agreed losses when he’s wrong, and expanding targets when structure keeps validating the idea.
Daily Discipline Engine: Plan, Journal, Review, Adjust Sizing—Every Session
Patrick Nill treats consistency like a system, not a mood. He starts with a tight pre-market plan that labels market state, marks two or three actionable zones, and defines the one trigger he’ll take at each. After the close, he writes a short, factual recap—context, entry reason, exit reason, and what the market actually did versus what he expected. This keeps the feedback loop clean and prevents storytelling from infecting the next session.
Every few sessions, Patrick Nill audits his journal for patterns, not drama. If a setup underperforms in high volatility, he trims size or demands stricter confirmation; if adherence is strong but R is flat, he widens targets only when structure supports it. He adjusts daily risk caps when his execution metrics improve, not because he “feels hot.” Over time, that rhythm—plan, execute, document, refine—turns his edge into an operating habit instead of a collection of good intentions.
In the end, Patrick Nill’s edge isn’t a magic indicator—it’s a system that marries structure with discipline. He builds context first (trend, balance, key levels, VWAP/value edges), then waits for price to prove it at the zone with a simple, mechanical trigger. Every decision—entry, stop, size, add, scale—is anchored to volatility and structure, not opinions. When the market changes tone, he lets acceptance be acceptance, flips the bias, and moves on without drama.
The takeaway for working traders is straightforward: size by volatility, cap risk at the structure-defined invalidation, and diversify your exposure across underlyings, strategies, and holding times so one idea can’t derail the week. Keep your tools minimal, your checklist short, and your review loop ruthless—plan, execute, document, refine. Do that and you’ll trade the process the way Patrick Nill actually does: fewer lines, tighter losses, clearer targets, and a repeatable playbook you can run day after day.
