Table of Contents
Jason Graystone sits down for a candid live interview to break down how he went from blowing an early stake to running a transparent London-session live room and mentoring traders worldwide. He explains why he built his trading around real-life constraints, then flipped it once he was consistent, and how 600+ hours of backtesting forged his edge. You’ll hear the story behind his shift from New York to London hours, why he trades a live account on-camera, and how teaching sharpened his own execution and discipline.
In this piece, you’ll learn the concrete parts of Jason’s playbook: strict London day-trading windows (8:00–11:00 UK), 5–15 minute execution for intraday and 4-hour swing trade setups, and why price action plus a light toolkit (RSI, key fibs) is enough. He walks through building a diversified “portfolio of strategies” for trends and consolidations (think breakouts, head-and-shoulders, cipher patterns), sizing risk so you stop caring about individual outcomes, and journaling with periodic tune-ups to keep systems sharp. Most of all, you’ll see how falling in love with the process—backtesting, reviewing, and ignoring shiny objects—creates a resilient trader who can miss a trade without losing the plot and still compound with confidence.
Jason Graystone Playbook & Strategy: How He Actually Trades
Session & Timeframe Blueprint
Jason structures his day around when he can be consistently present, then builds rules that make that window productive. He focuses his day trading during the London morning and uses higher timeframes for swing setups that often play out later. This keeps the workday tight and execution clean.
- Trade only between 08:00–11:00 UK time for day trades; avoid initiating new positions after 10:30.
- For intraday execution, scan and act on the 5-minute and 15-minute charts.
- Build swing positions primarily on the 4-hour (and sometimes hourly) chart so you don’t need to monitor constantly.
- Let many London-planned swing ideas unfold into the New York session; don’t babysit them mid-day.
Portfolio Of Strategies (Trend + Range)
Jason doesn’t rely on a single setup. He keeps a small “portfolio” that works across both trending and consolidating conditions, so there’s always a play that fits the tape. That balance smooths equity curves and reduces the urge to chase.
- Maintain at least one strategy for trends (e.g., trend continuation) and one for consolidations (e.g., pattern or breakout plays).
- Limit markets to a manageable watchlist so you can actually execute each strategy well.
- Expect most markets to consolidate more than they trend; size expectations accordingly and let the few big trend trades carry the year.
London Breakout → New York Follow-Through
A core intraday theme: get the signal in London, ride the move as New York provides range expansion. It’s simple to manage and fits a normal workday.
- Define a London signal window (e.g., 08:00–10:30 UK) and only take breakout/continuation signals printed inside it.
- Trail stops in New York rather than target-sniping early; let the session transition add distance.
- If no valid London signal, stand down—don’t manufacture trades after 10:30 UK.
Risk Sizing & Trade Management
Consistency beats excitement. Jason’s framework makes individual outcomes unimportant by fixing risk per idea and standardizing management. That detaches emotions and keeps you playing a repeatable game.
- Risk a fixed fraction per trade (e.g., 0.25%–1.0%); never escalate risk because a setup “feels” good.
- Place stops beyond invalidation, not at round numbers; move to break-even only after structure justifies it, then trail.
- Cap total exposure by session (e.g., max 2–3 active intraday positions during London) to avoid correlation spikes.
- Pre-decide partial-take rules (e.g., scale 50% at 1R, trail remainder behind structure) to prevent discretionary second-guessing.
Multi-Timeframe Alignment Made Practical
He teaches aligning lower-timeframe entries to higher-timeframe direction so you’re not fighting the tide. Use the 4-hour for bias, drop to 15m/5m for precise entries.
- Set daily/4-hour market condition (trend, range, transition) first; only take intraday setups with that condition.
- In trends, restrict longs/shorts to the dominant direction; in ranges, fade edges or play range break + retest only once.
- If higher-timeframe bias is unclear, reduce size or pass—lack of alignment is a filter, not an invitation.
Process, Tune-Ups & Transparency
Jason’s edge is reinforced by constant review and public accountability. Teaching and trading live forced him to tighten rules and run periodic tune-ups so the system stays profitable as his schedule evolved.
- Run a quarterly “tune-up sheet”: re-crunch metrics for each strategy, session, and market; keep or cut by expectancy.
- Journal every trade (setup tag, condition, R result, management notes); review weekly for rule drift.
- Keep the workflow simple and repeatable so missing a trade doesn’t matter—your sample size will do the compounding.
Daily Workflow (Step-By-Step)
Here’s how the pieces stitch together into a normal London session work block. Follow this sequence to avoid clutter and decision fatigue.
- Pre-London (07:30 UK): set higher-TF bias (4h), mark levels/structures, update watchlist and orders.
- London (08:00–10:30): execute only your pre-defined signals on 5m/15m; obey max-risk and exposure caps.
- Post-London (10:30–11:00): stop initiating day trades; tidy risk, set alerts/trails for potential New York follow-through.
- Remainder of day: let swing trades work; no chart babysitting—review at scheduled check-ins only.
What To Trade (And What To Skip)
Pick instruments and setups that match your schedule and strategy portfolio; ignore the rest. This trims noise and keeps your stats honest.
- Focus on liquid FX majors and indices during London; expand only if execution quality holds.
- Track per-market expectancy; remove symbols that underperform your baseline strategy stats over a meaningful sample.
- Avoid adding new strategies during a drawdown; stabilize with the core (trend + consolidation pair) before experimenting.
Habits That Make This Work
The edge is rules plus behavior. Jason emphasizes building around your real life first, then flipping the schedule only after you’re consistently profitable. That path keeps you in the game long enough to get good.
- Decide when you can be at the screens consistently and restrict trading to that window.
- If/when you change sessions, re-backtest and re-verify profitability before going live.
- Use public accountability (peer reviews, live rooms, or trading buddies) to reduce rule-breaking and sharpen execution.
Fix risk per trade, detach emotions, compound with consistent R.
Jason Graystone drills this point: set a small, fixed risk per trade and never move it because a setup “feels” better. A constant R makes outcomes interchangeable, so a single loss can’t derail your day or your head. Once the stake is fixed, the job is simple—execute the plan and let math do the heavy lifting. You’re not trying to be right more; you’re trying to make your average win and average loss behave. That shift turns volatile P&L swings into steady progress.
With a fixed R, Jason can judge performance in clean units—was today +2R or -1R—without emotional baggage. It also simplifies scaling: when the data proves you, you nudge R up in tiny steps, not in leaps. Stops go where the trade thesis breaks, not at round numbers, and targets are pre-planned so you don’t flinch mid-flight. If the setup doesn’t meet the risk box, skip it—another will. Over time, the repetition compounds quietly, and your consistency—not luck—becomes the edge.
Use volatility-based position sizing to standardize risk across the market.s
Jason Graystone emphasizes that the same position size on EURUSD and NAS100 does not mean the same risk. He standardizes by volatility, so each trade risks the same R regardless of the instrument’s breathing room. When volatility expands, he reduces size to keep stops outside noise; when volatility contracts, he can size up without changing R. This keeps the emotional experience consistent and avoids surprise drawdowns when markets get jumpy.
Jason’s approach starts with where the trade is invalidated, then converts that distance—often expressed via recent ATR or structure—into units that fit his fixed R. The output is a precise lot size or contract count that respects both the stop distance and the account risk. He doesn’t “lean in” just because conditions look calm; the formula rules the size. Over dozens of trades, this turns a mixed basket of markets into one smooth risk curve.
Build a portfolio of strategies for trends, ranges, and durations.
Jason Graystone doesn’t bet the farm on one setup; he spreads his edge across a small portfolio that covers multiple market conditions and time horizons. One or two strategies handle trend continuation, another one exploits range boundaries or break-and-retest, and a slower swing framework catches moves that intraday might miss. Each play has its own entry, stop, target, and management rules, so he’s never forcing a trend tool on a choppy tape or a range tool on a breakout.
He also diversifies by duration and market, so the equity curve isn’t tied to one rhythm. Intraday rules harvest London momentum, while 4-hour swing rules let structure develop without screen-watching. Jason tags every trade by strategy and condition, then reviews expectancy; low performers get fixed or cut. Keep the portfolio small enough to execute flawlessly, but broad enough that something always fits the tape.
Trade the mechanics, not predictions: defined risk rules and session boundaries.
Jason Graystone keeps it simple: he follows mechanical rules and lets price prove him right or wrong. He sets risk and invalidation first, then waits for his pre-defined trigger—no forecasting, no “I think” narratives. If the structure isn’t there during his session window, he doesn’t bend the plan; he skips and preserves mental capital. Session boundaries keep him from revenge-clicking later in the day when liquidity and attention are worse.
Jason’s trades live or die by rules he can repeat tomorrow: entries at specific structures, stops beyond invalidation, and targets mapped before he clicks buy or sell. Once in, he manages by checklist—move to break-even only when the setup earns it, trail behind structure, and accept exits without second-guessing. The goal isn’t to predict the next candle; it’s to execute the same edge enough times for stats to show up. When the clock says his window is over, he steps away, because discipline is part of the system—not an optional add-on.
Journal relentlessly, run quarterly tune-ups, cut strategies that drift.t
Jason Graystone treats his journal like mission control. Every trade is tagged by strategy, condition, R result, and management notes, so patterns can’t hide. He schedules quarterly tune-ups to re-crunch expectancy by market, session, and setup, then promotes, fixes, or retires rules based on numbers—not vibes. This cadence keeps him evolving without constantly tinkering between reviews.
Jason also keeps dashboards simple: a rolling sample of recent trades, a longer-term baseline, and a clear threshold that triggers action. If a strategy’s expectancy slips below the line, it’s paused and dissected; if it rebounds in testing, it earns its way back. The journal captures rule drift, late exits, and FOMO clicks so he can coach himself in plain English. Over time, this cycle—log, measure, tune, prune—makes his edge cleaner and his execution calmer.
Jason Graystone’s playbook boils down to repeatable mechanics wrapped around a life you can actually live. He built consistency by fixing risk per trade, then standardizing position size to volatility so every idea risks the same R regardless of the market. Intraday, he keeps a tight London window—roughly 8:00–11:00 UK—and rarely opens new day trades after about 10:30 because the quality drops. Execution lives on the 5-minute and 15-minute charts for day trades, while swings ride the 4-hour and hourly, so he doesn’t babysit. The result is a calmer equity curve that isn’t hostage to any single instrument, setup, or session.
Equally important is how Jason thinks about edge durability. He runs a small portfolio of strategies that cover trends and consolidations, tags every trade, and reviews expectancy so underperformers get fixed or benched. He avoids prediction in favor of structure: entries only where the thesis is clear, stops beyond invalidation, pre-planned scaling, and trailing that follows price rather than feelings. Teaching and trading transparently sharpened his discipline, but the engine is still the journal and periodic tune-ups—measure, adjust, and keep the rules simple enough to execute flawlessly. Put together, it’s a practical template any trader can copy: protect the downside, let session structure do the heavy lifting, and let statistics—not opinions—compound the account.
