Table of Contents
In this interview, trader and fund builder Riz Sardar sits down with Titans of Tomorrow to unpack his path from engineering student to FX and crypto operator now running an investment management outfit. He talks prop firms, why “fast money” wrecks discipline, and how he grew into a conservative, process-driven approach focused on EU/GU, London volatility, and higher-timeframe clarity. If you’re new to trading or rebuilding your playbook, Riz’s blend of risk rules, session-based timing, and simple market structure will feel refreshingly practical.
You’ll learn the core of Riz’s strategy—market structure + liquidity + sessions—why he favors M5/M15 over hyper-scalping, and how a 1:2 R with 10–20 pip stops can compound when paired with strict 1% risk. He breaks down why London often offers 30–60 pips of opportunity, how to decide day direction, and the psychology that keeps traders from tilting. Riz also shares his crypto framework built around halving cycles and multi-year horizons, plus what it takes to transition from prop accounts to managing capital the right way—so you can copy the discipline without copying the mistakes.
Riz Sardar Playbook & Strategy: How He Actually Trades
Core Framework: Structure, Liquidity, and Bias
Here’s the backbone of how Riz approaches markets: start big-picture, define the day’s likely direction, and only act where liquidity is sitting. You won’t chase every wiggle—you’ll stalk the levels that matter, then strike once price confirms your idea.
- Define HTF bias first (H4/H1): bullish if the most recent break-of-structure is up and demand zones are respected; bearish if the reverse.
- Mark HTF key levels: prior day/week high/low, HTF swing points, session open prices.
- Identify obvious liquidity pools: equal highs/lows, Asian session range extremes, untouched prior day levels.
- Plan only two scenarios (trend-continuation or mean-revert to HTF level); discard everything else.
- No bias = no trade. If HTF is messy, stand down until clarity returns.
Instruments & Sessions: Play Where the Range Exists
Riz focuses on liquid forex names during London because the window typically delivers enough distance to hit a clean 1:2 without forcing trades. EU/GU are his bread and butter; the point is consistency of movement and spreads, not exotic signals.
- Primary pairs: EURUSD and GBPUSD during London open + first 90 minutes.
- Trade window: London 08:00–10:00 UK time; optional NY add-on only if HTF bias is crystal clear.
- Daily target: 1 good trade; cap at 2 attempts per session.
- Expected range planning: assume 30–60 pips potential in London; size stops so a 1:2 is realistic.
- Skip days when pre-London structure is choppy and levels are clustered within 15–20 pips.
Setup Checklist: Greenlight Conditions Before You Click
Think of this like a pilot’s checklist. If one item fails, you don’t “wing it”—you wait for the next flight. That discipline is what keeps your equity curve smooth.
- HTF bias aligned with session flow (e.g., bullish HTF + London sweep of Asia lows).
- Clear liquidity grab: stop run beyond Asian high/low or prior day’s extreme.
- Market structure shift on M5/M15 in direction of HTF bias.
- Entry zone = retest of the break area (OB/FVG/last down-up or up-down candle) with wick rejection.
- Confluence: session open price reaction + round number proximity (00/50).
- Time filter: no fresh entries after first 90 minutes unless HTF level is tapped with structure shift.
Entries That Convert: Two Simple Models
Riz keeps entries simple so execution stays sharp under pressure. You’ll use one of two models depending on whether price has already swept liquidity or is building pressure into a level.
- Sweep → Shift → Retest: liquidity run through Asia/Prior High-Low → BOS on M5/M15 → limit/stop at retest of origin; invalidate if the shift low/high breaks.
- Break & Base: clean break of HTF line-in-the-sand → brief base → continuation; enter on first pullback that holds above/below the break.
- Candles are context, not signals: no entry without structure shift plus level reaction.
- If the retest misses and price runs, do not chase—plan the next level or pass.
Stops, Targets, and R Multiples
Your stops and targets should reflect the real session range, not wishes. This is where Riz’s “keep it modest, let the math work” mindset pays off.
- Default stop: 10–20 pips behind structure (beyond sweep wick or base).
- Minimum target: 1:2; partial at 1:1 only if structure stalls; otherwise first partial at 1:2.
- Key take-profit magnets: opposite side of the range, prior day high/low, untouched session level.
- At +1R, reduce risk: move to break-even or trail behind fresh swing only after a clear shift.
- Maximum daily loss: 1R; stop trading after two losers or -1.5R, whichever comes first.
Risk Management Rules: Small Risk, Big Life
Fast money and max-margin impulses are account killers. Riz’s guardrails are built to neutralize those urges and keep you in the game long enough for edge to show.
- Risk per trade: 0.5%–1.0% of equity; never more.
- Daily cap: 1%–1.5%; weekly cap: 3%–4%. Hit the cap = stop.
- No revenge trading: 15-minute lock after a loss; review checklist, not charts.
- Pre-trade ritual: write your HTF bias, level, trigger, invalidation, and exit conditions—before placing orders.
- One active position per pair; no stacking unless first position is risk-free and bias is intact.
Trade Management: Let Winners Breathe
Micromanaging kills R multiple. The goal is to be hands-on about entries and hands-off once structure goes your way.
- After entry, set alerts at +1R and target levels; avoid bar-by-bar babysitting.
- Scale out in thirds: 1st at 1:2, 2nd at next liquidity magnet, 3rd leave to run if HTF trend is intact.
- Only tighten stops on new structure (higher lows/lower highs) or at session close.
- If HTF flips against you, exit on the first M15 BOS without waiting for stop.
Data & Review: Build Proof, Not Stories
Riz emphasizes long-term, verifiable performance. You’ll get there by logging with intent and reviewing patterns weekly, not by collecting screenshots.
- Journal every trade: bias, setup type (Sweep→Shift→Retest or Break & Base), R result, and emotion tag.
- Weekly audit: win rate by setup, average R, time-of-day edge, and stop distance distribution.
- Prune what doesn’t pay: if a setup underperforms for four straight weeks, bench it for two weeks.
- Create a “gold plays” folder with top 10 chart replays; study before each session.
Crypto Swing Framework: Position, Don’t FOMO
Riz treats crypto as a separate, slower playbook: cycle-aware entries, patient holds, and selective alt exposure after majors move. That separation keeps day-trading impulses from bleeding into longer-term bets.
- Thesis first: accumulate majors on multi-month pullbacks within cycle; define invalidation on weekly structure.
- Position sizing: 0.25%–0.5% per add; never more than 2% total per asset.
- Stagger entries: three tranches at HTF levels; no chasing breakouts.
- Rotation rule: consider selective mid/low caps after majors confirm trend continuation.
- Profit-taking: scale at 2×–5× from base; leave a core until weekly structure breaks or cycle peak signals.
From Prop to Capital Management: Professionalize the Process
Riz’s evolution includes managing external capital with clean terms and client control of funds. If you want to make that leap, structure and transparency matter as much as entries.
- Offer performance-first terms (e.g., performance split, minimal/zero management fee) aligned with verified results.
- Use broker-linked managed accounts so clients retain custody; withdrawals are client-controlled.
- Target long-term capital: set expectations for flat months and emphasize multi-month evaluation windows.
- Present risk policy to investors: daily/weekly draw caps, max leverage, instruments, and when trading pauses.
- Keep marketing separate from execution: results first, scaling second.
Psychology & Lifestyle Rules: Stay in the Lane
The difference between “knows a setup” and “prints with it” is mindset. Guardrails against overconfidence and gambling protect the edge you built.
- Sleep window fixed; no trading if you’ve slept <6 hours.
- Pre-session priming: 10-minute walk or breathwork; 2-minute “if/then” script for losing streaks.
- Social detox during trading hours: phone in another room; notifications off.
- Money rules: no life upgrades on a hot streak; wait 90 days and a new equity high before any splurge.
- Process over P&L: grade your session (A/B/C) by rule adherence, not profit.
Size Small, Live Long: Risk 1% and Protect Downside
Riz Sardar keeps it brutally simple: protect capital first, grow it second. He caps risk at about 1% per trade so a bad day is a paper cut, not a knockout. That small sizing makes room for imperfect entries and normal volatility without blowing the account. Over a month, the compounding from steady 1–2R winners outpaces the ego hit of passing marginal trades.
In practice, he anchors stops beyond clear structure and sizes down if spreads widen or the open gets wild. After a loser, Riz Sardar trims size and waits for the next A-setup instead of trying to “get it back.” Daily and weekly loss caps shut the platform before emotions do, preserving the ability to show up tomorrow. The edge isn’t a magic entry—it’s surviving long enough for math and discipline to do the heavy lifting.
Let Volatility Decide: Adjust Position and Targets To Range
Riz Sardar builds his plan around expected range, not wishful thinking. If London’s pushing 30–60 pips, he sizes and places stops so a 1:2 is actually reachable inside that window. Fixed stops and targets are for static markets; Riz lets the day’s volatility set the leash and the carrot. In short: volatility expands, risk per trade stays constant, but lot size and targets flex.
Practically, Riz Sardar checks recent session range or a short ATR, then back-solves position size so the structural stop (not a random number) equals about 1% risk. Targets anchor to real magnets—opposite side of the session range, prior high/low—so reward scales with movement. On low-vol days he tightens expectations or stands down; on high-vol days he widens the stop but cuts size to keep risk stable. This way the strategy breathes with the market without ever letting the market breathe on his account.
One Bias, One Trade: London Session Levels, No Chasing
Riz Sardar picks a single directional bias before London and builds the whole plan around it. He maps prior day high/low, Asian range extremes, and the London open, then waits for price to tag one of those levels. If the market confirms the bias with a clean shift, he takes the trade; if it doesn’t, he doesn’t force it. One bias keeps decisions simple and kills the urge to flip-flop on every candle.
In execution, Riz Sardar limits himself to one high-quality attempt in the first 60–90 minutes, with a hard cap of two tries if the first invalidates quickly. Missed entry? He passes—no chasing mid-move or jumping to a different pair to “make it back.” The target is where the market’s likely to go next (opposite side of the session range), not where he hopes it will go. By committing to one bias and one clean trade, he preserves mental capital and lets the math of a 1:2 do the heavy lifting.
Mechanics Over Predictions: Structure, Liquidity Sweeps, Then Confirmed Shift
Riz Sardar doesn’t guess; he watches the mechanics of price do the talking. First comes structure—identify the higher-timeframe direction and the key levels price actually respects. Then he waits for a liquidity sweep at an obvious pool like the Asian high/low or yesterday’s extreme. If a sweep happens against his bias and the next impulse flips structure on M5/M15, only then does he get interested.
Execution is just as mechanical: enter on the retest of the break area, stop beyond the sweep wick, and aim for the next clean liquidity magnet. No shift, no trade; no retest, no chase. If the retest fails and structure reverts, Riz Sardar cancels the plan immediately and waits for the next level. Prediction flatters the ego—mechanics protect the account.
Diversify Smart: Underlying, Strategy, and Timeframe—Not Random Setups
Riz Sardar diversifies with intention, not impulse. He splits risk across a few liquid underlyings (EURUSD, GBPUSD, and a separate crypto sleeve), across setup types (e.g., sweep→shift→retest vs. break-and-base), and across holding periods (intra-day vs. multi-week swing). The key is that each bucket behaves differently under stress, so one bad day or regime doesn’t sink the ship. If a bucket starts underperforming, he benches it—edge must earn its capital.
In practice, Riz Sardar caps correlation by avoiding doubling up on highly linked pairs in the same session and by separating day-trading risk from swing exposure. He allocates fixed risk per bucket (e.g., 1% intraday, 0.5% per crypto add) and never lets combined exposure exceed daily or weekly loss caps. Diversification is measured at the risk level, not the number of charts open. Different edges, different clocks, one rule set governing all.
Riz Sardar’s core message is disarmingly simple: protect capital, trade what moves, and let structure plus sessions do the heavy lifting. He builds bias from higher timeframes, hunts obvious liquidity around Asian and prior-day extremes, and executes on M5/M15 with modest 10–15 pip stops aiming for 1:2 to 1:3—enough to let London’s typical 30–60-pip range pay without overreaching. He keeps the tempo conservative—one clean trade in the first 60–90 minutes beats chasing—and stresses that picking the day’s direction matters more than predicting every wiggle.
Underpinning it all is discipline: risk about 1% per trade, avoid “fast money” habits from prop-style overleverage, and respect daily/weekly limits so you can show up tomorrow. Beyond intraday FX, he separates a slower crypto sleeve guided by Bitcoin’s halving cycle—planning exits 12–15 months after halving rather than FOMO-ing mid-cycle—and allocates small, deliberate risk to speculative bets. The big takeaway: keep the process mechanical, let volatility set expectations, and diversify by instrument, setup, and timeframe—never by randomness.
