Table of Contents
Scott Taylor—prop firm leaderboard regular with $250k in payouts in a year—joins the mic to break down how he moved from forex scalps to index futures while keeping his edge simple and repeatable. This interview matters because Scott trims the fat: a 4-hour trend as the “driver,” 15-minute entries, and session liquidity sweeps for clean targets. If you’ve ever felt stuck drawing lines all weekend only to watch Monday wipe them out, Scott’s approach shows how to filter for trending instruments, wait for higher-timeframe liquidity to get run, and take decisive intraday trades without sitting at the screens all day.
In this piece, you’ll learn exactly how Scott aligns a 4H dealing range with a 15m “sweep-and-confirm” entry, why risk-to-reward—not a fixed number of ticks—sets his stop size, and how he adapts exits for futures (session highs/lows, end-of-day rules) versus CFD swing accounts (4H highs). We’ll cover fair-value/inefficiency gaps as practical targets, the “golden zone” when 4H flips back with higher-timeframe confluence, and how to keep your watchlist brutally focused so you trade 30–90 minutes and then walk away—without FOMO.
Scott Taylor Playbook & Strategy: How He Actually Trades
The Core Framework: 4H Drives, 15m Executes
Here’s the backbone of Scott Taylor’s approach: a higher-timeframe bias sets the direction, and a lower-timeframe gives the precise trigger. You’ll use the 4-hour chart to define the “driver” trend and the 15-minute chart to time entries after a quick liquidity event.
- Define the 4H dealing range: mark the most recent swing high/low that price is actively respecting.
- Bias = where price is relative to the 4H range midline: above = long bias, below = short bias.
- Only trade in the 4H direction unless a clean 4H break-and-close flips the range.
- Execute on 15m after a liquidity sweep against the 4H bias (e.g., sweep of a minor high in a downtrend).
- If 4H is choppy (overlapping candles, wide wicks, no progress), skip the instrument and move on.
Market Selection & Sessions: Pick the Movers, Not the Noise
You don’t need ten tickers; you need one that’s trending and respecting levels. Choose instruments with session volatility and a clear 4H structure so your 15m signals actually follow through.
- Build a tiny watchlist: 1–3 instruments that are trending cleanly on 4H.
- Focus on liquid sessions: indices during the cash open; FX around London/NY; futures during RTH.
- If ADR/ATR is compressed versus its 20-day average, reduce the size or skip that product.
- Avoid mid-day chop windows; schedule trade windows around session opens + first 90 minutes.
- If the day’s first impulse violates the 4H bias, wait for a 4H candle close to reassess.
The Trigger: Liquidity Sweep → Displacement → Fair Value Gap
The entry comes right after the market grabs resting stops, then shows real intent. You’re looking for a sweep, a strong move away (displacement), and a clean imbalance (FVG) to buy/sell into.
- Longs: 15m sweep of a local low in a 4H uptrend → impulsive up candle(s) that break structure → mark the 15m FVG.
- Enter on the first pullback into the FVG; if no pullback forms within three 15m candles, cancel the setup.
- Shorts: inverse—sweep a local high in a 4H downtrend, displacement down, sell the FVG retest.
- The displacement leg must close beyond the prior micro-structure; wicks alone don’t count.
- If the sweep tags both sides of the range within 3–4 candles, stand down (that’s chop).
Entry & Stop: Simple, Mechanical, Repeatable
Make the entry rules so clear that your mouse click is routine. Stops live where the idea is wrong, not at a random tick count.
- Entry limit at the nearest third of the 15m FVG; if missed, don’t chase—wait for a second drive.
- Initial stop beyond the sweep origin (for longs, below the swept low; for shorts, above the swept high).
- If the stop required is >1.2× your average trade risk, skip the setup.
- One add-on is allowed only if the first position is in profit and the FVG holds on a retest.
- Cancel the order if a new 15m opposite-direction FVG forms before you’re filled.
Targets & Exits: Take the Market’s Liquidity, Then Get Out
Targets are built on where liquidity pools sit—session highs/lows, gap edges, and 4H range boundaries. Don’t “hope”; harvest.
- First target (T1): nearest obvious liquidity pool (prior 15m high/low or intra-session equal highs/lows).
- Second target (T2): 4H range boundary or the next unfilled imbalance.
- Trail only after T1 hits: move stop to breakeven and trail below/above 15m swing structure.
- End-of-session rule: flatten all intraday futures positions 5–10 minutes before close.
- If price reenters and closes inside the origin FVG, exit the remainder—idea invalidated.
Risk Management: Win by Not Bleeding Out
Sizing and frequency make or break consistency. Trade less, size sanely, and cap the down days.
- Risk 0.25%–0.5% per trade; absolute max 1% for A+ setups.
- Daily loss cap: stop trading after –1.5R or –2R, whichever comes first.
- Two-strike rule: two consecutive losers in a session → shut it down.
- Weekly drawdown breaker: if down –4R on the week by Wednesday, cut size in half until back to green.
- No compounding intraday; adjust size only between sessions.
Futures vs. CFD/Swing Adjustments
Same core idea, slightly different management. Futures get intraday precision; CFD/swing accounts lean more on a 4H structure.
- Futures intraday: T1 at session liquidity; T2 at 4H boundary; hard flat at session close.
- CFD/swing: widen stops to below/above 4H swing; targets at 4H high/low; hold only while 4H bias persists.
- For swing holds, require a 4H close beyond the last swing before placing adds.
- No overnight futures holds; CFD only if the 4H structure is clean and correlated risk is low.
- If the 4H flips against you with a full body close, cut the swing—no debate.
Pre-Market Checklist: Earn the Right to Click
Preparation keeps you selective and calm. Do this before the bell so entries are just execution.
- Confirm 4H bias and dealing range; write it down: “Up” or “Down,” no “maybe.”
- Mark liquidity pools: yesterday’s high/low, session open, equal highs/lows, obvious stops.
- Define the trigger plan: “Wait for sweep of X, displacement, buy/sell FVG.”
- Choose one primary instrument and one backup; nothing else.
- Set alerts at sweep levels so you’re not screen-glued.
Live Management Rules: What to Do After You’re In
Most traders mess up the middle. These rules keep you from turning winners into headaches.
- After entry, no adding unless the price makes a new structure break in your direction.
- If 15m prints a strong opposite FVG and closes into it, tighten the stop to just inside your FVG.
- If price stalls for 6 consecutive 15m candles between your entry and T1, scratch to breakeven.
- Scale out 50% at T1 automatically; don’t “feel” it—rule it.
- If news is scheduled within 10 minutes and you’re not at least +0.8R, flatten.
Data & Journaling: Make It Measurable
You can’t improve what you don’t track. Log the same fields each time so patterns jump out.
- Log: date, instrument, session, 4H bias, sweep location, FVG time, entry/stop/targets, outcome in R.
- Tag quality: A, B, or C based on 4H clarity and displacement strength.
- Track time-in-trade and max adverse excursion (MAE); if MAE > 0.6R on average, tighten entries.
- Review every Friday: cut the bottom 20% of setups by expectancy and double down on the top 20%.
- Screenshot 4H + 15m for every trade and annotate where the sweep and displacement occurred.
Filters & “No-Trade” Conditions
Knowing when not to trade is alpha. These filters keep you out of the blender.
- Skip if the day opens inside yesterday’s tight range and the first hour is inside-inside (no break).
- Skip if the instrument has conflicting macro events stacked (e.g., dual high-impact releases) during your window.
- Skip if the 4H has printed three overlapping candles with long wicks in both directions.
- Skip after two consecutive losses or after hitting the daily loss cap—process over redemption.
- Skip if the FVG forms, but the displacement leg fails to break prior micro-structure.
Size Risk First: Fixed Percent Per Trade, Never Martingale
Scott Taylor keeps it simple: protect the account before you chase gains. He fixes risk as a small percent of equity per trade, so one mistake never snowballs. That rule forces position size to be a function of distance to invalidation, not hope. When the stop is wider, the size shrinks; when the stop is tighter, the size scales naturally.
Scott Taylor also refuses to martingale, because doubling down turns a manageable loss into a significant one. If a setup fails, he closes it, logs it, and waits for the next A+ look instead of “making it back” immediately. He caps daily loss in R and shuts it down when that line is hit. The message is clear: your edge works only if your sizing makes surviving the bad streaks a certainty.
Allocate By Volatility: Trade Bigger In Quiet Regimes, Smaller In Chaos
Scott Taylor sizes with the tape’s temperature, not his feelings. When ranges compress and moves are orderly, he’s comfortable leaning a bit more because targets are closer and stops are tighter. In fast, whippy conditions, he cuts size automatically so a routine stop doesn’t become a gut punch. The goal is steady exposure that ride conditions instead of fighting them.
Practically, Scott Taylor checks the recent range (think ATR or session range) against a 20-day baseline and adjusts size up or down. If volatility spikes, he widens stops to logical invalidation and trims the position so the dollar risk stays constant. When volatility cools, he tightens stops to structure and lets size scale naturally. Simple rule: calmer tape, a touch bigger; chaotic tape, a lot smaller.
Diversify Smart: Mix Underlyings, Playbooks, And Holding Durations To Smooth Equity
Scott Taylor spreads risk across a few uncorrelated underlyings and a couple of repeatable playbooks, so one bad day in one market doesn’t wreck the week. He pairs an intraday momentum setup with a mean-reversion or sweep-and-reclaim setup, so when one is cold, the other often fires. He also mixes instruments—like an index future with a major FX pair or a metal—because they don’t always trend or chop together. The result is fewer equity swings and less psychological pressure to force trades.
Practically, Scott Taylor caps exposure by “bucket”: no more than one open trade per playbook and per underlying class at a time. He staggers holding durations—one intraday position that must be flat by close, one 4H swing only if the higher timeframe is clean—to avoid stacking the same risk twice. If correlation spikes (e.g., everything moves with the dollar), he trims to the single best A+ look and parks the rest. Simple rules, tight limits, and complementary strategies keep the curve climbing without drama.
Rules Over Predictions: Execute Mechanical Triggers, Ignore Opinions And Headlines
Scott Taylor doesn’t try to outguess the market; he executes his plan. He defines a mechanical trigger—like a liquidity sweep plus displacement and a fair-value gap retest—and pulls the trigger when it appears, no think pieces required. If the signal isn’t there, he doesn’t manufacture a narrative to trade anyway. The chart gives the go/no-go; his job is to follow it.
When headlines flare, Scott Taylor narrows to structure: where is the 4H bias, what just got swept, did a clean imbalance print? He refuses mid-trade “idea upgrades” based on tweets or TV chatter and lets the stop or target do the talking. If a setup is invalidated, he exits without negotiating with himself. Predictions are entertainment; rules are revenue.
Prefer Defined Risk Setups; Triage Undefined Risks With Hard Stops And Timeouts
Scott Taylor starts with trades that have clear invalidation baked in. If he can’t point to the precise price that proves him wrong, he passes. Defined risk means the stop lives beyond the swept level or structure break, not in the middle of noise. That way, one loss is just the fee for finding the next A+ look.
When the market throws “undefined” risk—news spikes, thin liquidity, or runaway momentum—Scott Taylor flips to defense. He uses hard stops, max-slippage limits, and session timeouts to cap damage, and he won’t hold intraday futures into the close. If a surprise event is imminent and the price isn’t at least near the first target, he flattens. Process beats bravery: keep losses knowable, keep exposure short, and live to execute the next clean signal.
Scott Taylor’s edge is built on simplicity you can execute: a 4H driver for bias, a 15m trigger after a clean liquidity event, and strict risk-to-reward math doing the sizing for you. He’s battle-tested—ranked on prop firm leaderboards with ~$250k in payouts—and he shifted from forex to indices when he realized futures delivered the structure and follow-through his method needs. The play is patience for the 4H sweep, then displacement and a 15m retest—if it’s mid-range chop or the sweep never comes, you wait. Your stop isn’t a random number; it lives where the idea is objectively wrong, and the risk-to-reward dictates whether you take the trade at all.
Discipline shows up everywhere else: narrow watchlist, trend-aligned entries, and respect for session context and scheduled fundamentals that actually kick on volume. When news creates giant wick tails, he sometimes “stop-crops” for better R: R—but only in a short window after the release—while still keeping the same 1% risk. The tradeoff between futures (intraday discipline, flat into the close) and CFD swings (room to hold to 4H targets) is accepted, not fought. Misses are fine when they honor the plan; the goal is a repeatable process that survives dull weeks and thrives when the market finally runs.
