Table of Contents
This interview brings together three heavy hitters—Bernd Skorupinski, Andrea Cimitan, and Fabio Valentini—for an honest, no-fluff conversation on how real traders think and execute. You’ll hear why Bernd leans on a two-step process (objective fundamentals first, clean technical timing second), how Andrea frames the macro top-down (monetary and fiscal policy set the rhythm), and where Fabio blends order flow precision with a shift toward swing trading for more time freedom. Different backgrounds, same mission: stack probabilities, keep the process mechanical, and ignore the noise.
In this piece, you’ll learn the trio’s actionable playbook: how to use COT positioning, seasonality, and intermarket “valuation” to build a bias; when to time entries with simple supply-and-demand instead of overcomplicating things; and why sentiment/behavioral tells matter from scalps to multi-week swings. You’ll also get beginner-friendly context on options flow (delta/gamma hedging), why election cycles can tilt equity risk, and how to translate big-picture views into simple, repeatable trade plans you can actually run.
Bernd Skorupinski Playbook & Strategy: How He Actually Trades
Core Philosophy & Market Universe
Here’s the high-level lens Bernd uses before pressing any buttons. The point is to keep selection tight, the process repeatable, and the rules simple enough to execute under pressure. If a market doesn’t fit his edge or current read, he lets it go—no FOMO.
- Trade only instruments with clean structure and deep liquidity (major FX, equity indices, top commodities).
- Define “A-markets”: trending cleanly on daily/4H with orderly pullbacks and consistent ATR.
- Avoid chop: if average swing length shrinks >30% vs. the prior month, sideline or cut size in half.
- One thesis per instrument; no contradictory positions on correlated assets unless hedged.
- Maximum simultaneous exposure to any macro theme: 2 positions; third requires reducing existing risk.
Building a Bias: Fundamentals, Positioning, and Flows
Bernd forms a directional bias first, then hunts for technical timing. The goal is to align macro drivers, positioning extremes, and simple intermarket signals so the wind is at your back before you plan an entry.
- Start weekly with a top-down scan: policy trajectory (rates/liquidity), growth/inflation impulse, and risk sentiment.
- If positioning (e.g., COT/sentiment) is at extremes and starting to mean-revert, mark the direction as “probable.”
- Confirm with intermarket “valuation” tells: related assets moving in sync (e.g., yields with currency, energy with CAD/NOK).
- Bias is invalid if the catalyst path flips (e.g., policy surprise against your thesis) or intermarket correlations break for 2+ sessions.
- No trade with “neutral” bias; you need an explicit long/short directional lean before setup work.
Set up Shortlist: From Universe to A+ Candidates
This is where Bernd narrows to 1–3 instruments worth stalking this week. The shortlist keeps attention focused and execution crisp.
- Candidate must have: a clear higher-timeframe trend or well-defined range with fresh rejection.
- Volatility filter: 14-day ATR must be between 0.6× and 1.6× its 6-month median; outside that, reduce size or skip.
- Structure filter: level must be obvious on daily/4H to most participants (prior swing high/low, weekly open range).
- News filter: no fresh binary event (rate decision, CPI, NFP, major earnings) within the next 24 hours unless explicitly trading it.
- If two candidates are highly correlated, pick the cleaner chart and park the other.
Entry Triggers: Simple, Repeatable, Rule-Driven
Bernd times entries with basic supply/demand behavior and a small set of patterns. The aim is zero ambiguity when it’s “go” time.
- Use 4H for setup, 1H/15m for trigger; higher timeframe must already support your bias.
- Longs: look for a reclaimed level (close back above key daily/4H level) + first higher low; shorts: loss-and-retest + first lower high.
- Accept only the first or second pullback after a fresh break; if you’re on the third, pass.
- Wick/absorption tell: if two consecutive lower-timeframe bars probe the level and close back inside, treat as confirmation.
- If price travels >1.0× current ATR away from entry before fill, cancel—chasing is not allowed.
Risk & Sizing: Pre-Committed and Mechanical
Risk is decided before the trade, not after you feel something. Bernd’s sizing rules keep drawdowns controlled and winners meaningful.
- Hard risk per trade: 0.5R baseline; stretch to 0.75R only for A+ setups (trend + confluence + catalyst).
- Portfolio max open risk: 1.5R total; if hit, new trades require freeing risk elsewhere.
- Initial stop: beyond invalidation, not “where it hurts less”—typically 0.2–0.4× ATR beyond the trigger level.
- First scale (“probe”): enter 50–70% of intended size; add the rest on confirmation (close through micro-structure or retest hold).
- If price moves 1R in favor without tagging the add-on condition, do not add—protect what you have.
Trade Management: Targets, Trailing, and Getting Paid
Once in, Bernd lets the plan work. The framework locks in progress while still giving room for trend continuation.
- First take-profit (TP1): at +1R; move stop to breakeven after partial (25–33% off).
- TP2: structure target (next daily swing or measured move); TP3: stretch target at 1.5–2.0× ATR from entry.
- Trail only after TP1: use the last confirmed swing on 1H; never tighten inside the current swing until it’s confirmed.
- If momentum stalls (three failed pushes at your level) and tape thins, take an extra 10–20% off proactively.
- Time stop: if the setup hasn’t moved >0.5R in 24–36 trading hours, exit half; if still stuck at 48 hours, close remainder.
Event Playbook: Data, Policy, and Open Risk
Catalysts are where many traders give back gains. Bernd turns event risk into a checklist so outcomes are binary and clean.
- If positioned into a top-tier event against your bias, cut size to 50% or exit flat—no hero holds.
- For trading the event: pre-define both scenarios and the exact trigger (level reclaim/loss + close) before the print.
- No entries in the 30 minutes before the event; no averaging down during or immediately after.
- Post-event, wait for the first 15–30 minutes to settle; then apply the same trigger rules on 15m/1H.
- If the event flips the macro path (e.g., policy forward guidance shifts), invalidate the prior bias and rebuild from scratch.
Swing vs. Intraday: Choosing Your Lane
Bernd blends order-flow precision with swing structure. You pick the lane per setup, then stick to that lane’s rules.
- Intraday: target 1–1.5R, flat by end-of-session unless a clear higher-timeframe continuation trigger prints.
- Swing: smaller size, wider stops, multi-day targets; tolerate deeper retests if higher-timeframe structure remains intact.
- Never turn a missed intraday exit into an unplanned swing; if you meant to day trade, close the day.
- For swings, accept overnight gaps; hedge with a correlated micro-position if risk feels large heading into the Asia open.
- Weekly cap: maximum two active swings; third requires partials taken and stops tightened on the others.
Playbook Patterns: Exactly What to Trade
A small pattern library keeps decisions fast and consistent. These are the bread-and-butter structures.
- Break-and-Reclaim (long): prior resistance → brief fakeout below → strong close back above → buy first higher low; stop 0.25–0.4× ATR below reclaimed level.
- Loss-and-Retest (short): prior support → close below → retest fails → sell first lower high; stop 0.25–0.4× ATR above lost level.
- First Pullback in Trend: after a fresh daily/4H impulse, take the first clean pullback to a prior micro-range high/low; invalidate on full body close through the swing.
- Range Edge Fade (only when aligned with bias): wick through the range boundary that fails twice; enter on reclaim with a tight stop beyond the second wick.
- Continuation Flag: impulse → tight flag of 5–15 bars → break in trend direction; enter on break/close, not on anticipation.
Execution Windows & Routine
Consistency comes from rhythm. Bernd’s routine centers on a few focused windows and a quick, repeatable checklist.
- Main windows: first 2–3 hours of London and first 2 hours of New York; avoid the mid-session drift unless managing swings.
- Daily prep (30–45 min): refresh bias, update shortlist, mark levels, write the exact trigger sentence for each candidate.
- During execution, keep a single-page plan visible: bias, level, trigger, stop, targets, add condition, kill switch.
- If three consecutive losses occur in one session, stop trading and switch to review mode—no “revenge fourth.”
- End-of-day: journal trades with screenshots and a 3-line verdict (good/bad/breaks rules), update stats.
Metrics That Matter
What gets measured gets improved. Track a handful of numbers that directly reflect edge quality and discipline.
- Win rate split: first-pullback vs. reclaim/loss-retest; keep only the top two performing patterns each quarter.
- R distribution: median R per winner should be ≥1.2× median loss; if not, widen targets or cut losers faster.
- Set up compliance: % of trades that matched the pre-written trigger exactly—goal ≥85%.
- Session filter: P&L by time window; if a window bleeds for three months, delete it.
- Heat map: performance by instrument; keep a core list of your top 4 and rotate the rest seasonally.
Adaptive Rules for Volatility & Correlation
Markets change. These dials make the same playbook work across regimes without rewriting everything.
- High-vol regime (ATR >1.6× median): cut size by 30–40%, widen stops 1.25×, delay add-ons until +1R.
- Low-vol regime (ATR <0.6× median): take profits faster (TP1 at +0.7R), avoid breakout anticipation—require full close beyond level.
- Correlation spike (>0.75 between two holdings): reduce the lower-conviction trade to half risk or exit if both are same direction.
- News cluster weeks: cap total trades to three; quality over quantity.
- Drawdown protocol: at −3R on the week, drop risk per trade to 0.25R until back to the high-water mark.
Checklist: Before, During, After
A short checklist keeps you honest. Read it out loud—then follow it.
- Before: bias stated, level marked, trigger sentence written, stop/targets fixed, event calendar checked.
- During: execute only on confirmed trigger; no adds without the pre-defined add condition; log emotions in one word.
- After: screenshot entry/exit/levels, grade rule-adherence (A/B/C), identify one improvement for tomorrow.
Andrea Cimitan Playbook & Strategy: How He Actually Trades
Core Philosophy & Market Universe
This is Andrea’s north star: keep the framework simple, the markets liquid, and the decisions rule-based. The goal is to put capital only where the macro wind, positioning, and price structure line up—then execute without second-guessing.
- Focus on highly liquid assets (major FX pairs, equity indices, gold, crude).
- Favor instruments with a clear daily/4H structure and reliable ATR behavior.
- Limit active themes to two at a time; a third requires cutting existing exposure.
- Skip markets with overlapping narratives if they inflate correlation risk.
- No trade if the thesis can’t be explained in one sentence before entry.
Top-Down Bias: Policy, Growth, and Risk Sentiment
Andrea builds bias first, then hunts for setups. This section shows how he aligns policy direction, growth/ inflation impulse, and risk tone to create a tailwind before he even marks a level.
- Policy map: Is liquidity loosening or tightening? Trade in the direction of the dominant policy path.
- Growth vs. inflation impulse: If growth > inflation pressure, favor risk-on (indices, cyclical FX); if inflation > growth, favor risk-off (USD, duration-sensitive FX).
- Positioning check: When positioning is crowded and momentum fades, prepare for mean reversion; otherwise, prefer trend continuation.
- Intermarket tells: Yields with USD, energy with commodity FX, VIX with indices—if signals disagree for 2+ sessions, stand down.
- Bias expiry: After a major catalyst (rates/CPI/NFP), rebuild bias from scratch—no anchoring.
Volatility & Liquidity Filters
Not every environment deserves the same aggression. Andrea dials risk and patience based on how fast and smoothly markets are moving.
- Trade only when 14-day ATR is between 0.7× and 1.7× its 6-month median; outside this, cut size by 40% or skip.
- If the average session range compresses for five sessions in a row, prioritize break-and-retest setups only.
- Thin liquidity times (end of NY, pre-Asia) are manage-only windows—no new risk unless swing plans require.
- When bid/ask spreads widen beyond your plan’s tolerance (e.g., >1.5× normal), cancel pending entries.
From Watchlist to Shortlist
Filtering turns noise into 1–3 A-candidates. Here’s how Andrea picks the few worth stalking this week.
- Daily/4H trend or well-defined range with a fresh reaction in the last 3–5 bars.
- A level most participants can see (prior swing, weekly open, session range edge).
- No binary event inside the next 24 hours unless it’s the trade’s catalyst.
- If two instruments are >0.75 correlated, keep the cleaner one, drop the other.
- If the “why now?” isn’t obvious, it’s not a shortlist candidate.
Entry Triggers: Clean, Simple, Testable
Andrea uses a small set of repeatable triggers, so execution is binary. These rules keep him from guessing mid-move.
- Framework: 4H for setup, 1H/15m for trigger; higher timeframe must already support the bias.
- Longs: level reclaim + first higher low; shorts: level loss + first lower high.
- Take only the first or second pullback after a break; pass on the third.
- Confirmation tell: two consecutive probes that close back inside the level signal absorption.
- If price runs >1× current ATR from planned entry before fill, cancel—no chasing.
Risk & Sizing: Pre-Committed, Not Felt
Sizing is decided before entry, never during. Andrea’s rules control drawdown while allowing winners to matter.
- Baseline risk: 0.5R per trade; increase to 0.75R only for A+ confluence (trend + level + catalyst).
- Portfolio heat cap: 1.5R total; new trades require freeing risk if at the cap.
- Initial stop lives beyond invalidation (0.25–0.4× ATR past the key level), not at arbitrary round numbers.
- Stage in: 60% on trigger, 40% on confirmation (close beyond micro-structure or successful retest).
- If +1R prints without the add-on condition, do not add—protect progress.
Managing the Trade: Getting Paid on the Way
Trade management is mechanical: book partials, trail intelligently, and avoid turning winners into donations.
- TP1 at +1R, take 25–33% off and move stop to breakeven.
- TP2 at next daily structure (prior swing, measured move); TP3 at 1.5–2.0× ATR from entry.
- Trail only after TP1 using the last confirmed 1H swing; never move the stop inside an unconfirmed swing.
- If three pushes fail at the target with fading momentum, peel an extra 10–20% proactively.
- Time stop: if <0.5R progress after 24–36 trading hours, cut in half; flat by 48 hours if still stuck.
Catalyst Protocol: Data, Policy, and Earnings Spillovers
Events can turbocharge or torpedo trades. Andrea uses a checklist so outcomes are clean rather than emotional.
- Into top-tier events against your bias, cut size by 50% or go flat—surprises are part of the game.
- For trading the print: pre-write both scenarios and the exact trigger (reclaim/loss + close) beforehand.
- No entries inside T-30 minutes; no averaging down during or immediately after the release.
- Post-event: let 15–30 minutes pass, then apply normal triggers on 15m/1H.
- If guidance shifts the macro path, invalidate prior bias and rebuild.
Swing vs. Intraday: Pick the Lane, Obey the Lane
Andrea blends swing structure with intraday precision. You choose the lane per setup and follow that lane’s rules to the letter.
- Intraday: aim for 1–1.5R; be flat by session end unless a higher-timeframe continuation trigger prints.
- Swing: smaller size, wider stops, multi-day targets; tolerate deeper retests while the daily/4H structure holds.
- Never convert a missed intraday exit into an accidental swing.
- For swings across sessions, consider a micro-hedge if a major catalyst looms within 12 hours.
- Max two concurrent swings; a third requires taking partials and tightening stops on the others.
Pattern Library: Exactly What to Trade
A tiny library makes decisions fast and consistently. These are Andrea’s bread-and-butter structures.
- Break-and-Reclaim (long): resistance break → shallow pullback → close back above level → buy first HL; stop 0.25–0.4× ATR below.
- Loss-and-Retest (short): support break → retest fails → sell first LH; stop 0.25–0.4× ATR above.
- First Pullback After Impulse: daily/4H impulse → first clean pullback to prior micro-range edge; invalidate on full-body close through the swing.
- Range Edge Fade (only with bias): second failed wick beyond range boundary → enter on reclaim with tight invalidation.
- Continuation Flag: impulse → 5–15-bar tight flag → enter on close through flag; no anticipatory fills.
Routine & Execution Windows
Consistency is a skill. Andrea’s routine compresses decision time and preserves focus where it matters.
- Prime windows: first 2–3 hours of London and first 2 hours of New York; manage swings outside these windows, avoid initiating.
- Daily prep (30–45 min): update bias, shortlist 1–3 names, mark levels, and write one-sentence triggers.
- During execution: trade only what’s on the sheet; no off-plan impulses.
- Three strikes rule: three consecutive losses in a session → stop trading, switch to review.
- End-of-day: journal with screenshots and a 3-line verdict (setup quality, execution, rule adherence).
Metrics That Drive Improvement
Track what actually improves the edge. Andrea measures a few stats that force honest iteration.
- Pattern split: win rate and R per pattern; keep only the top two patterns each quarter.
- Asymmetric payoff: median winner ≥1.2× median loser; if not, widen targets or tighten stops.
- Compliance score: % of trades matching pre-written triggers—target ≥85%.
- Session P&L heat map: if a session window bleeds for 3 months, delete it from the playbook.
- Instrument scoreboard: keep a core of the top 4 performers; rotate the rest seasonally.
Adaptive Dials: Volatility, Correlation, and News Clusters
Markets change character. These dials let the same ruleset work across regimes without improvisation.
- High-vol (ATR >1.7× median): cut size by 30–40%, widen stops 1.25×, delay add-ons until +1R.
- Low-vol (ATR <0.7× median): TP1 earlier (+0.7–0.8R), and requires full close beyond the level for breakouts.
- Correlation spike (>0.75) across holdings: reduce lower-conviction position by half or exit it outright.
- News cluster weeks: cap total trades to three; prioritize only catalyst-aligned setups.
- Weekly drawdown guardrail: at −3R on the week, drop risk to 0.25R/trade until back to high-water.
One-Page Checklist
When in doubt, read the checklist out loud—then obey it. It compresses the whole playbook into a few non-negotiables.
- Before: bias written, levels marked, trigger sentence ready, stop/targets fixed, calendar checked.
- During: execute only on confirmed trigger; add only on pre-defined confirmation; log one emotion word per trade.
- After: screenshot, grade adherence (A/B/C), write one improvement for tomorrow.
Fabio Valentini Playbook & Strategy: How He Actually Trades
Core Philosophy & Trading Universe
Fabio is a precision operator: read the auction, wait for aggression, then act. He favors instruments where order flow is loud and liquidity is deep, so he can scale in and out without slippage becoming the edge-killer.
- Focus on liquid index futures (ES, NQ), major FX futures, gold, and crude; avoid thin contracts and mid-caps.
- Trade during sessions with stable liquidity: first 2–3 hours of New York and the cleanest hour of London; manage, don’t initiate, in the dead zone.
- If you can’t state the day’s narrative in one sentence, you don’t have a trade.
- Cap simultaneous themes at two; if a third appears, reduce or close one of the first two to control correlation.
Auction Market Read: Balance vs. Imbalance
Everything starts with determining if the market is in balance (rotating around fair value) or seeking a new balance (trending). This matters because setups, targets, and expectations flip depending on the state.
- Mark the prior day’s value area high/low (VAH/VAL) and Point of Control (POC); treat them as “home base.”
- Balance: overlapping value, tapering ranges, mean reversion favored back to POC.
- Imbalance: displacement away from value with expanding ranges and one-sided delta; continuation favored toward the next balance area.
- If the market state is unclear for two consecutive 15m bars, stand down until it resolves.
Volume Profile Levels That Matter
Volume Profile is your map: it shows where the auction accepted price and where it skipped. You’ll find your levels, entries, and profit targets here.
- POC = magnet in balance; use as TP or mean-reversion target.
- VAH/VAL = rotation edges; fade toward POC only when order flow confirms rejection.
- LVNs (low-volume nodes) inside the impulse leg = pullback zones in trend; trade continuation off them.
- Place alerts 1–2 ticks before LVNs/VAH/VAL; no blind limits—require confirmation before clicking.
VWAP & Session Framework
VWAP anchors fair value intraday. Standard deviations around VWAP help separate noise from real intent and keep risk tight.
- Treat daily VWAP as your intraday fair value line; bias long above/short below when the auction supports it.
- Only fade a ±1σ/±2σ excursion if the session is balanced and order flow shows absorption.
- In trend days, use VWAP pullbacks to join; if price reclaims VWAP against your position with a strong delta, reevaluate or exit.
Order Flow Triggers: When to Click
Execution is about aggression at known locations. You’re looking for either buyers or sellers proving they can dominate—then you join them.
- Required confluence: location (LVN/VAH/VAL/VWAP band) + tape signal (footprint imbalance, stacked imbalances, large-lot prints, or clear CVD drive).
- Long trigger: price retests an LVN from above → footprint shows buy imbalance and absorption on the bid → first higher low on 1–3m forms → enter.
- Short trigger: price retests LVN/VAL from below → sell imbalance + absorption on the offer → first lower high on 1–3m → enter.
- No aggression, no trade. If the footprint is neutral or mixed across three bars, skip the setup.
Set Up Library: Exactly What to Trade
A small, repeatable library speeds decisions and reduces discretionary drift. Use these models and ignore everything else.
- Break–Pullback–Go (trend): impulse away from value → pullback into an LVN inside the impulse → confirm with sell/buy imbalance → enter; stop beyond the opposing side of the LVN.
- Failed Break Back Inside (mean reversion): push beyond VAH/VAL fails and closes back in value with opposite delta → target POC; stop above/below the failure wick.
- VWAP Reclaim (continuation): strong trend → pullback to VWAP → footprint flips back in trend direction → enter with stop a tick beyond the reclaim bar’s opposite extreme.
- Opening Drive Catch: opening impulse defines direction → first orderly pullback with single-print repairs → join with reduced size; skip if the open is whippy or overlapping.
Risk & Sizing Rules
Risk is pre-committed, never felt. Small initial risk allows multiple high-quality attempts without emotional bleed; add size only when the market validates.
- Baseline risk per trade: 0.25–0.5R (think 0.25–0.5% if using percent risk); increase only after booked green on the day.
- Two-stage entries: 60% on trigger, 40% on confirmation (close through micro-structure or second imbalance).
- Initial stop lives just beyond invalidation: 0.15–0.30× current 5–10m ATR outside the level; never inside noise.
- Day heat cap: max 1.5R open risk across positions; new trade requires freeing heat.
- Daily circuit breaker: −2R realized on the day → stop trading; review and journal.
Trade Management & Targets
Management must be mechanical. Book progress early enough to de-risk, then let the auction do its work without micro-managing.
- In trend setups: TP1 at +1R (25–33% off, stop to breakeven); TP2 at next LVN/previous session high/low; TP3 at next balance/POC.
- In balance setups: main target is POC; scale 50% there, trail the rest toward the opposite value edge only if order flow stays with you.
- Trailing: after TP1, trail behind the last confirmed swing on 1–3m; never trail inside an unconfirmed swing.
- Time stop: no progress >0.5R within 30–45 minutes → cut to half; if still flatlined after 60–75 minutes, exit.
Session Playbook & Routine
Your routine protects your attention. A tight prep and execution loop keeps you from forcing trades when conditions aren’t there.
- Pre-market (30–40 min): mark prior value area/POC, draw LVNs on the main impulse legs, write one-sentence narrative for the day.
- During the session: trade only pre-marked locations; if the price is in the middle of the value without displacement, wait.
- Post-session (15–20 min): screenshot footprint at entry/exit and annotate why you clicked or passed; tag setups by model for stats.
Catalyst & News Protocol
Events can flip the auction instantly. You want outcomes to be binary and clean, not emotional.
- No fresh entries inside T−15 minutes of top-tier events (rates, CPI, NFP, crude inventories for CL, etc.).
- If holding into a catalyst, cut size by 50% unless the setup is already risk-free and trending.
- Post-event: let 5–15 minutes print; if value shifts (new developing POC migrates) and order flow aligns, trade the new direction—don’t defend the old one.
Scalping vs. Short Swing Integration
Fabio’s core is scalping, but select swings are allowed when the auction expands cleanly. Choose the lane per trade and stick to its rules.
- Scalps: aim 0.8–1.5R, in and out within the session; never “convert” a scalp to a swing after a missed exit.
- Short swings: take only when daily/4H value migrates and intraday continues; use smaller size and wider stops aligned with higher-timeframe structure.
- Max two concurrent swings; opening new scalps is allowed only if the total heat stays within the cap.
Volatility & Liquidity Adjustments
Same playbook, different dials. Adjust size and expectations based on how hard the market is moving and how well it’s trading.
- High-vol (intraday ATR >1.6× 3-month median): cut size 30–40%, widen stops 1.25×, delay add-ons until +1R.
- Low-vol/compressed: take profits faster (TP1 at +0.7–0.8R), require full close beyond level for breakout models.
- Liquidity warning: if spread widens >1.5× normal or footprint shows ghost prints, cancel orders and wait for normal conditions.
Performance Metrics That Actually Matter
Track what reflects edge quality and discipline. If a metric doesn’t change your behavior, you don’t need it.
- Model split: win rate and R expectancy per setup (Break–Pullback–Go, Failed Break Back Inside, VWAP Reclaim, Opening Drive).
- Location fidelity: % of trades launched at pre-marked LVN/VAH/VAL/VWAP bands—target ≥85%.
- R distribution: median winner ≥1.2× median loser; if not, widen targets or tighten invalidation.
- Session heat map: if a window bleeds for 8+ weeks, remove it from your plan.
- Rule adherence: grade A/B/C each trade; stop early if two C-grades appear in a session.
One-Page Checklist
A short checklist makes execution binary. Read it out loud, then follow it.
- Before: define market state (balance/imbalance), mark POC/VAH/VAL/LVNs, write the day’s one-liner narrative, and triggers.
- During: take only confirmed aggression at your levels; stage entries; move to breakeven after TP1; respect the time stop.
- After: screenshot footprint and levels, log model tag and grade, note one micro-improvement for tomorrow.
Size Risk First: Let Volatility Dictate Your Position
Bernd Skorupinski, Andrea Cimitan, and Fabio Valentini all hammer the same point: size is a decision, not a feeling. When realized volatility expands, your position should shrink automatically, and when it contracts, you can scale up modestly. Tie every trade to a fixed R value, then translate that into units using ATR or recent range so the same mistake never costs you more than planned. If the market’s moving 2× faster than last week, your size should be roughly half—simple math, no ego.
Fabio Valentini stresses that tightening stops without reducing size is fake risk control, while Andrea Cimitan prefers pre-committing risk bands per regime so nothing is improvised mid-trade. Bernd Skorupinski adds a correlation check: two trades in the same theme count as one big risk, so cut both to keep portfolio heat steady. Define add-on rules ahead of time—adds only after +1R or a confirmed reclaim/loss—not during the adrenaline spike. Your P&L curve will thank you when the market whips and you’re still playing offense tomorrow.
Diversify by Strategy, Duration, and Underlying—not Just Tickers.
Andrea Cimitan reminds traders that five equity names moving off the same macro factor are not diversification—they’re one bet with different wrappers. Split exposure by strategy type (trend, mean reversion, breakout), by timeframe (intraday vs. multi-day swing), and by underlying driver (rates, energy, risk sentiment) so a single shock doesn’t crush the entire book. Bernd Skorupinski adds a simple test: if two positions would likely gap the same way on a single headline, treat them as one and cut size accordingly. Map correlations weekly and rotate into assets with distinct catalysts rather than collecting look-alikes.
Fabio Valentini takes it further with execution: run a fast, order-flow model on one product while holding a slower swing in another, so your edge doesn’t cannibalize itself. Balance defined-risk plays with directional exposure, and stagger exits across different targets to avoid bunching. When the market enters a news cluster, collapse overlapping trades into the cleanest expression and keep total “theme risk” capped. Real diversification is the art of making sure one narrative can’t ruin your month.
Trade the Plan: Mechanics Over Predictions, Always
Bernd Skorupinski keeps it brutally simple: write the trigger, write the stop, write the target—then execute exactly that or don’t trade at all. Forecasts are optional; mechanics are mandatory. If the price doesn’t reclaim or lose the level you planned, there is no trade, no matter how “right” your idea feels. The edge lives in repeating a tested sequence, not guessing the next headline.
Andrea Cimitan treats the plan like a contract with himself: entries on first or second pullback only, partials at predefined R-multiples, and time stops if progress stalls. Fabio Valentini adds an order-flow twist—he wants aggression at the level to validate the plan; otherwise, he passes without emotion. All three agree that changing the rules mid-trade is how small drawdowns become big ones. Your job isn’t to be a prophet; it’s to be a disciplined operator who follows the script.
Define Your Risk Upfront; Avoid Undefined Tail Exposure
Andrea Cimitan is clear: risk is a price level and a position size, not a feeling you negotiate after entry. Before clicking, mark the invalidation that proves you wrong, place the stop beyond that line, and compute size so the loss equals your pre-decided R. Bernd Skorupinski adds a portfolio lens—two correlated trades share the same tail, so treat them as one and cut combined exposure. If you can’t define the worst-case loss with high confidence, you don’t have a trade—you have a lottery ticket.
Fabio Valentini warns against “undefined” tail exposure that sneaks in via averaging down, martingale adds, or holding through binary events without a plan. If volatility spikes or the catalyst path flips, the new information cancels your old thesis; exit and reframe instead of widening stops. Stops belong outside noise but inside the realm of acceptability—far enough to survive wiggles, close enough to keep the tail trimmed. Pre-commit partials, time stops, and kill switches so a single headline can’t rewrite your risk script mid-session.
Build Process Discipline: Pre-Set Triggers, Stops, and Exits
Bernd Skorupinski treats discipline as a daily habit, not a mood—he writes the trigger sentence, the stop location, and the first two profit targets before the session opens. Andrea Cimitan adds time rules to kill drift: if the trade hasn’t moved a set fraction of R by a defined window, he cuts it without drama. Fabio Valentini keeps a one-page sheet visible with the specific reclaim/loss condition, add-on rule, and trailing method so decisions are binary at speed. Pre-committing these details turns stress into simple yes/no checks instead of improvised judgment.
Discipline also means measuring it. Bernd Skorupinski logs whether he followed the exact entry plan, not just the P&L, and he stops trading after two “C-grade” rule breaks. Andrea Cimitan runs a weekly audit of setups versus plan adherence and deletes the lowest-compliance pattern for the next month. Fabio Valentini screenshots footprint and levels at entry and exit to spot where emotion crept in, then writes one micro-fix for tomorrow. Do this long enough, and the market stops feeling chaotic—because your process already decided what to do.
In this roundtable, Bernd Skorupinski, Andrea Cimitan, and Fabio Valentini converge on a simple formula: build a clear macro or session narrative first, then let structure and order flow confirm the timing. Andrea frames the top-down lens—monetary and fiscal policy set the rhythm—while Bernd brings in objective tools like COT, seasonality, and clean supply-demand structure to convert bias into trades. Fabio describes evolving from pure scalping to a swing framework by borrowing Bernd’s “less chaotic” structural read and Andrea’s macro context, then using auction/volume profile to pinpoint LVNs and timing without overfitting to candles. The through-line: stack probabilities, avoid chasing, and execute a small library of repeatable triggers.
Across regimes, all three emphasize mechanics over prediction: shortlist only the cleanest levels, wait for the reclaim/loss or absorption/exhaustion to print, and size to a fixed R so volatility doesn’t hijack the day. Fabio’s session playbook shows how scalping and swing can rhyme—build the day’s narrative from profile, hunt a discount to continue with pressure, then require tape confirmation—while Andrea’s policy-first view and Bernd’s seasonality/COT inputs anchor the higher-timeframe bias. Even when headlines fly, the message is consistent: let statistics and structure lead (e.g., post-election seasonality in equities), then follow with simple execution rules rather than gut feel.
Finally, they’re blunt about risk and time: treat correlated positions as one theme, cap heat, and choose the lane—scalp or swing—before you click. Fabio highlights why maturing traders value time as much as performance, using swing and option-friendly structures to buy back hours without surrendering edge. Meanwhile, Andrea and Bernd agree that for swing trades, if the fundamental narrative is right, the exact micro-timing matters less than sticking to level-driven entries, defined invalidation, and pre-planned partials. In short: diversify by strategy and duration, size with volatility, and make discipline your edge.
