Table of Contents
This interview features Aman, an Atlanta-based forex trader sitting down in New York to unpack how he evolved from a London-session GBP/JPY (“GJ”) specialist to a New York gold scalper. He’s known for one-pair/one-session focus, tight fixed stops, and a clean top-down bias that funnels into 1-minute precision—habits that helped him push through early grind years, family skepticism, and the usual “trading is gambling” chatter to consistent execution. If you’ve ever wondered how pros navigate fakeouts around session opens, why fixed stops can actually reduce indecision, or how to grade setups A through C so you only swing hardest when everything aligns, you’re in the right place.
You’ll learn the core of Aman’s playbook: building a directional bias 10–15 minutes pre-open, mapping the consolidation range, waiting for the break and reaction (not blind limits), and executing with fixed risk (10 pips on GJ back then, 20 on gold now) toward 1:3–1:5 outcomes. We’ll also cover why he treats fundamentals as “timing catalysts” rather than trade drivers, how to survive losing streaks without revenge trades, and why volatility—handled correctly—can speed up your edge instead of frying your nerves. By the end, you’ll have a beginner-friendly blueprint you can test: one pair, one session, one repeatable trigger, and a journaling loop that shows you exactly which confluences matter for your strategy.
Aman Momin Playbook & Strategy: How He Actually Trades
Core Thesis: One Pair, One Session, One Trigger
The edge comes from repetition, not variety. Aman tightens his universe so decisions get faster and cleaner, and he only strikes when his A+ pattern shows up. Use this section to define the non-negotiables that keep you selective and consistent.
- Commit to one instrument (e.g., XAUUSD or GBP/JPY) and one session window.
- Cap yourself at 1–3 trades per day; unused bullets do not roll over.
- Pre-define your A+ trigger; if it doesn’t print, take a zero-trade day.
- Write the plan before the session; execute the plan during the session.
- Track only three core metrics: win rate, average R, and expectancy.
Instrument & Session: Where Aman Hunts
Aman focuses on where volatility is reliable and liquidity is deep. That usually means the NY session for gold and overlaps for GBP/JPY. The goal is to see similar behavior every day so your pattern recognition compounds.
- Set a fixed 2–3 hour window around your instrument’s prime time; no off-schedule trading.
- If volatility (realized range) is below your minimum threshold, trade smaller or stand down.
- Keep spreads/slippage on a dashboard; if execution costs widen past your threshold, pause.
- Build a “session stats” sheet: average range, first 30-minute behavior, news clustering.
Pre-Session Prep: Bias Before Triggers
Preparation removes hesitation once the price starts moving. Aman enters with a directional bias built from higher-timeframe structure and fresh session context, then waits for his trigger to confirm.
- Top-down in this order: Daily → H1 → M15; mark trend, key highs/lows, and fresh supply/demand.
- Define the “line in the sand” (invalidation) that flips your bias if reclaimed.
- Box the pre-NY consolidation for gold (or pre-open range for your pair).
- Set news windows and “do not initiate” periods around high-impact releases.
- Write a one-line bias: “Bullish above 2368 toward 2380–2388; bearish below 2359.”
The A+ Trigger: Break–Retest–Confirm (Not Blind Limits)
Aman doesn’t catch knives; he lets price show its hand. You’ll wait for the break, then the reaction, then a confirming candle or micro-structure shift that puts probability on your side.
- Only consider entries after a range break aligned with HTF bias.
- Wait for a retest into the broken level/zone; look for rejection or absorption on the retest.
- Use a clear confirmation: engulfing close, rejection wick with follow-through, or M1/M3 micro-HH/HL (for longs) or LL/LH (for shorts).
- No limit orders at levels; if there’s no confirmation, skip the trade.
- Cancel the setup if two consecutive failed retests occur or if the retest runs beyond invalidation.
Risk Template: Fixed Stops, Asymmetric Targets
Fixed risk makes execution calm and comparable across days. Aman favors tight, standardized stops and lets winners reach multiples that carry the account.
- Pre-set a standard stop (e.g., ~20 pips on gold equivalent or structure-based on M1/M5).
- Risk a flat % per trade (e.g., 0.5–1.0%); never adjust mid-trade.
- First trouble area = first partial (e.g., +1.5R to +2R); move stop to breakeven only after partials.
- Let runners aim for mapped HTF magnets (prior high/low, imbalance fill) for 3R–5R+.
- Daily max loss = 2R–3R; hit it and stop trading for the session.
Execution Mechanics: From Click to Close
Once the trigger prints, execution should be mechanical. This section turns discretion into checkboxes so you don’t negotiate with yourself while candles move.
- Enter on the confirming close or on the next small pullback; avoid chasing extended candles.
- Place the stop beyond structural invalidation, not an arbitrary number.
- Pre-place partial-TP orders; do not “decide later.”
- If price stalls at your first partial for >3–5 minutes with waning momentum, reduce 25–50%.
- Trail only if the market is trending cleanly; otherwise, keep fixed targets and accept misses.
Liquidity & Levels: Where Moves Actually Start
Aman watches how price interacts with obvious highs/lows because that’s where orders cluster. When the sweep/collect happens, the real move often launches the other way.
- Mark equal highs/lows and prior session extremes; expect traps and sweeps.
- Favor trades where the break occurs after a sweep (e.g., run stops above prior high, then breaks down).
- Use session VWAP or prior day’s mid as a “fair value” pivot; confluence adds conviction.
- If entry occurs directly into a nearby opposing liquidity pool, cut size or pass.
- When price impulsively reclaims a swept level, look for quick continuation entries.
News & Volatility Handling: Catalysts, Not Predictions
Fundamentals are timing catalysts for Aman, not crystal balls. The objective is clean volatility with defined risk, not guessing the number.
- No new trades within 3–5 minutes before or after a high-impact release unless it’s your tested edge.
- If already in a trade pre-news, reduce to core size or take partials to de-risk.
- Post-news, wait for the first clean structure to form (new range, clear HH/HL or LL/LH) before re-engaging.
- If spreads explode or slippage exceeds your max, stand down.
- Track which releases actually move your instrument and adapt your “do not trade” windows.
Playbook Patterns: The Short List
Aman keeps a short pattern list so entries don’t drift. Each pattern has rules, pictures, and stats. Your job is to copy that discipline.
- Pattern 1: Range Break → Retest → Engulf in HTF direction; target prior HTF magnet.
- Pattern 2: Liquidity Sweep → Reclaim → Momentum shift on M1/M3; stop beyond sweep extreme.
- Pattern 3: Session Open Drive → First Pullback to VWAP/level; invalidate on VWAP reclaim against you.
- Disallow counter-trend patterns unless the HTF is sideways and the session range is mean-reverting.
- If two patterns conflict, no trade—wait for alignment.
Sizing, Scaling, and Add-Ons
Size should reflect quality, not emotion. Add-ons are reserved for exceptional momentum when risk doesn’t increase net.
- Standard size for standard signals; +25–50% only on A+ confluence (sweep + break + time-of-day).
- Add only after partial profits lock in net-positive R; never widen the original stop.
- Each add-on must have its own invalidation and partials.
- Hard rule: no third add-on; complexity grows faster than edge.
Chart Setup & Tools: Keep It Minimal
Cleaner charts mean fewer distractions. Aman relies on price, levels, and a couple of session tools—not a wall of indicators.
- Timeframes: D/H1 for context, M15 for map, M5/M1 for entries.
- Mark: prior day high/low, session high/low, VWAP, and one or two key HTF levels.
- Use a session timer or alerts at key times (open, 30-minute mark, news).
- Avoid indicator stacking; if it’s not improving entries/exits, remove it.
Session Journal: Grade, Tag, Improve
Aman’s feedback loop is ruthless. Grading each trade forces honesty, and tagging shows which confluences actually pay.
- Grade A/B/C based on pre-defined criteria (trend alignment, liquidity context, time-of-day, R multiple).
- Record: screenshot before/after, entry reason, trigger, stop, targets, result in R.
- Tag confluences (e.g., “sweep,” “VWAP reclaim,” “NY open drive”); review which tags correlate with >2R outcomes.
- Weekly review: delete one behavior that lost the most R; double-down on the top-two tags.
- Build a “No-Trade Wall of Fame” for skipped, low-quality setups—discipline reps count.
Daily Routine: Start-Up and Shut-Down
Consistency lives in routine. These steps make sure you start clear and finish cleaner, without carrying bias or tilt into tomorrow.
- Start-Up (15–20 min): mark HTF map, write one-line bias, define levels, set alerts, confirm news windows.
- Warm-Up (5 min): re-read your A+ trigger checklist out loud; visualize the pass and the execute scenarios.
- Shut-Down (10–15 min): log trades, paste screenshots, grade/tag, write one lesson, clear all drawings except HTF.
- Hard stop after your window; no post-session tinkering or “just one more” trade.
- Sleep and gym are edge multipliers; schedule them like risk rules.
Psychology & Tilt Control: Guardrails for Tough Days
Bad sessions happen. Aman’s edge includes knowing exactly how to stop the damage and reset quickly.
- Two-strike rule: two execution errors (not outcomes) and you shut it down.
- If you feel FOMO, reduce max position size by half for the next trade or skip entirely.
- Use “if-then” scripts: “If I miss the move, then I wait for the next retest; no market orders.”
- Replace P&L screens with R-based dashboards only.
- End on process wins (perfectly skipped trade, textbook pass) to train patience.
Metrics That Matter: Expectancy Over Ego
What grows the account is positive expectancy, not streaks. Track the math and remove anything that doesn’t help it.
- Weekly compute: win rate, average winner R, average loser R, expectancy E = (W% × AvgWin) − (L% × AvgLoss).
- If E < 0 for two consecutive weeks, remove the lowest-performing tag/pattern and tighten the criteria.
- Raise size only after four green weeks in expectancy, not after a single big win.
- Build a “drawdown playbook” with pre-agreed risk cuts and session reductions.
- Focus reviews on decision quality, not outcome variance.
Size Risk First: Fixed Stops, Variable Targets, Compounded R-Multiples
Aman Momin starts every trade by locking the downside before he daydreams about upside. He sets a fixed, structure-based stop so the risk per trade is known, small, and repeatable. Only after the stop is defined does he map targets that flex with volatility and the session’s range. That sequence—risk first, reward second—keeps execution calm and sizing consistent.
From there, Aman Momin thinks in R, not dollars, so each winner compounds the playbook rather than just the balance. He scales out at logical trouble spots, banks part of the move, and lets a runner chase the session magnet for bigger R. If a setup can’t offer at least 2R after costs, he passes and waits for cleaner conditions. The result is a steady expectancy engine: small, fixed losses and variable, opportunistic wins that add up fast.
Trade Volatility, Not Opinions: Session-Driven Allocation That Respects Range
Aman Momin builds his plan around what the market is actually doing, not what he wishes it would do. He measures the current session’s realized range and tailors risk, targets, and expectations to that volatility profile. If range is compressed, he trades lighter, takes profits sooner, and demands cleaner confirmations; if range expands, he’s willing to hold runners to session magnets. The point is simple: volatility dictates allocation, not gut feel.
To keep himself honest, Aman Momin anchors entries and exits to time-of-day behaviors and recent impulse quality. He asks whether the move has continuity—higher highs holding on pullbacks or lower lows sustaining momentum—before committing size. Opinionated narratives get no weight unless price confirms with structure and tempo. That’s how he stays aligned with the tape: by letting volatility set the pace and his sizing follow.
Diversify Smartly: Underlying, Strategy, and Duration—Not Random Pairs
Aman Momin treats diversification as a risk-control tool, not a scavenger hunt for more charts. Instead of juggling ten correlated pairs, he diversifies across three axes: what he trades (underlying), how he trades it (strategy), and how long he holds (duration). This avoids the trap of stacking look-alike bets that all sink together when volatility flips. The goal is fewer, cleaner exposures that respond differently when regimes change.
In practice, Aman Momin keeps a core instrument and adds a limited “satellite” only if it brings distinct behavior, like metal vs. yen cross, not just another dollar pair. He pairs a primary breakout model with a secondary mean-reversion or fade setup, but only when the tape is clearly rotational, so edges don’t cannibalize each other. He staggers duration by mixing quick scalp entries with occasional intraday swings toward HTF magnets, which smooths equity without diluting focus. Allocation tilts toward the setup with the strongest recent expectancy, and the laggard gets cut or benched until stats recover. That way, diversification protects the downside without blurring the discipline that makes the strategy work.
Follow The Rules: One Trigger, Clear Invalidation, Mechanical Execution
Aman Momin keeps his edge simple: one high-probability trigger, executed the same way every day. He writes the invalidate-or-go level before the session starts, so there’s no debate once the price gets there. If the trigger prints without alignment to his bias and level, he passes; if it prints with alignment, he executes immediately, no second-guessing. The checklist thinks his job is to click.
When in a trade, Aman Momin manages purely by rules: move to breakeven only after the first partial, never widen the stop, and scale out at pre-mapped trouble zones. If the market invalidates the setup—even by a tick—he accepts the loss and resets; no “give it room” stories. Missed entries are treated as data, not opportunities to chase. By reducing decisions to yes/no conditions, he trades faster, cleaner, and with far fewer emotional mistakes.
Prefer Defined Risk: Skip Martingale, Avoid News Whips, Protect Downside
Aman Momin treats undefined risk as the fastest way to ruin and keeps every trade capped from the start. He refuses martingale or “add to losers” logic because it converts a small, acceptable loss into a tail-risk event. Before entry, he fixes the stop at structural invalidation, sizes by a small, consistent percent risk, and preplans partials so emotions don’t creep in mid-move. If the spread widens or liquidity thins, he either cuts size or stands aside—no hero trades when execution costs spike.
Around high-impact news, Aman Momin focuses on survival first and opportunity second. He won’t initiate new risk inside the danger window, and if already in a position, he trims or locks in to avoid slippage-driven drawdowns. After the print, he waits for structure to re-form and only engages when momentum and levels realign with the prewritten plan. Defined risk, disciplined timing, and zero tolerance for averaging down are the backbone that keep his edge steady across chaotic sessions.
In the end, Aman Momin’s edge is built on radical simplicity executed with ruthless consistency: one instrument, one session, one repeatable trigger. He starts every decision with risk—fixed, structural stops; small, pre-defined percent exposure; partials at trouble zones—then lets volatility dictate how far he presses a winner. When the tape expands, he rides runners to higher-timeframe magnets; when it compresses, he cuts size and shortens targets. He refuses martingale, won’t widen stops, and treats high-impact news as a timing filter rather than a prediction contest.
Equally important is how Aman Momin professionalizes the process around the chart. He pre-writes bias and invalidation, waits for break-and-confirm behavior (not blind limits), and grades every trade by confluence, time-of-day, and outcome in R. Diversification, when used, is deliberate—by underlying, strategy type, and duration—so he’s not stacking correlated bets that all fail together. Session stats, execution costs, and journaling close the loop: if expectancy slips, the weakest pattern is benched; if discipline breaks, he stops for the day. The lesson set is clear and transferable: trade what moves when it moves, let structure confirm, pay yourself along the path, and let the data—not emotions—decide what stays in the playbook.
