Table of Contents
This episode brings a rare all-female panel of market pros to the Words of Wisdom set in Miami—hosted by Riz and featuring Jess Ramos, Tor Trades, Nehal, and Charlene—diving into how each built an edge across Forex, futures, stock options, US30, and gold. You’ll hear why Jess calls options her “easy money,” how Tor followed her uncle into futures for the hours and leverage, and why Charlene swears by scalping US30 while keeping risk tight. Their backstories—ex-cop discipline, retail grind, motherhood, and mentoring—set the scene for a candid talk on pressure, confidence, and documenting the journey.
In this piece, you’ll learn how these traders pick markets and timeframes (scalp vs. swing), handle risk in dollars vs. percentages, and use higher-timeframe levels to navigate news events without getting whipsawed. We’ll unpack their playbooks for compounding, journaling, avoiding comparison traps, and leveraging mentors—plus practical, beginner-friendly takeaways you can apply in your next session.
Tori Trades Playbook & Strategy: How He Actually Trades
Market & Timeframe Selection
Choosing the right product and clock is half the edge. This section lays out exactly what to trade, when liquidity is best, and how to match the timeframe to your temperament so you’re not forcing setups.
- Focus on index futures (ES/NQ) or a single FX pair you know cold; avoid mixing assets intraday.
- Primary sessions: first 2 hours of New York and last 90 minutes of the cash session; stand down mid-day unless volatility is exceptional.
- Use a top-down view: Daily → 1H for bias, 15m to map levels, 5m/1m for entries.
- If ATR(14) on the 15m is below its 6-month median, cut size by 50% or switch to higher timeframe swings only.
- No new trades in the final 10 minutes before major scheduled news.
Pre-Market Prep
Great trades are usually decided before the bell. Here you’ll identify the day’s “map” so entries later feel obvious instead of random.
- Mark HTF levels: prior day high/low, overnight high/low, weekly open, and the nearest 1H supply/demand zones.
- Define the “initial balance” (first 60 minutes) plan: trending day if we open above/below the value and hold; range day if we remain inside.
- Build a directional bias with a simple checklist (need 3 of 4):
- Price above/below 1H 20EMA
- 1H market structure (HH/HL or LH/LL)
- CVD or tick making higher highs/lows vs. price
- Opening drive acceptance above/below VWAP in the first 15 minutes
- Write a one-line plan before the open: “Bullish above X, bearish below Y; favorite setup is Z.”
A+ Setups (What to Pull the Trigger On)
Less is more. These are the precise conditions that qualify a trade, so you don’t chase every candle that moves.
- VWAP Reclaim Trend Continuation
- Context: Trending day; pullback to VWAP after an impulsive leg.
- Trigger: 1m/5m bullish engulfing that closes back above VWAP + rising 5m 20EMA.
- Invalidation: 0.5× ATR(5m) below VWAP on a closing basis.
- Liquidity Sweep Reversal
- Context: Range day at prior day high/low.
- Trigger: Wick through the level, taking stops, immediate close back inside + RSI(5) divergence on 1m/5m.
- Invalidation: 1 tick beyond the extreme after the confirming close.
- Opening Range Break & Retest
- Context: Strong breadth/advance-decline confirms trend potential.
- Trigger: Break of 30-minute range, then a retest that holds with decreasing pullback volume.
- Invalidation: Close back inside the 30-minute range.
Risk & Position Sizing
Survival > perfection. Use these rules to standardize risk so one bad idea doesn’t ruin a good week.
- Risk a fixed R per trade (e.g., 0.5% of account); never exceed 1R on initial risk.
- Maximum daily loss = 3R; hit it and stop trading for the day.
- First scale-out at +1R on 50% size; move stop to breakeven only after a 5m candle closes in profit beyond entry anchor.
- Hard stop always at structure: beyond the wick that invalidates the setup, not an arbitrary round number.
- If spread/latency widens during news windows, halve the size or pass.
Entry & Execution Timing
Entries should be mechanical, not emotional. This section translates setup recognition into clicks you can repeat.
- Place a limit at the retest level; avoid market orders unless the candle closes and immediately triggers your rule.
- Only take the first or second touch of a level; skip the third touch unless higher timeframe momentum just accelerated.
- Require confluence: level + trigger candle + volume shift or delta flip; if any one is missing, no trade.
- If price is >0.75× ATR(15m) away from VWAP, skip fresh trend entries and wait for mean reversion.
Trade Management
Good management turns decent entries into paydays. Follow these steps to systematize exits and reduce second-guessing.
- Pre-define targets: T1 at +1R, T2 at the next HTF level, runner to trendline/VWAP extension.
- Trail the runner using a 5m swing low/high or a 20EMA close-trail once price is +2R.
- If a candle closes against you with above-average 1m volume at your level, cut it in half and reassess.
- On range days, prioritize mean-reversion exits at VWAP or opposite range edge; on trend days, let the runner breathe.
News & Volatility Rules
News can be a gift or a grenade. Here’s how to stay on the right side of it.
- Flat 2 minutes before and after Tier-1 releases; if already in profit >1R, reduce to runner with a hard stop at breakeven.
- If the 1m ATR triples relative to its 20-bar average post-news, wait for two consecutive inside bars before re-engaging.
- For FOMC days: trade the morning as usual, then stand down from 30 minutes before the statement until the 2nd reaction has printed.
Journaling & Metrics
What gets measured gets improved. Use these metrics to spot drift and sharpen your edge weekly.
- Tag every trade: setup type, session, with/against bias, and news proximity (pre/post/none).
- Track expectancy by setup: if a setup delivers <0.2R expectancy after 30 samples, cut or refine it.
- Weekly review: screenshot best and worst trades, note rule breaks, and write one behavior to remove next week.
Psychology & Routine
Consistency is a routine, not a mood. These small guardrails keep your decision-making clean.
- Pre-market checklist must be completed before any order is placed; if interrupted, restart the checklist.
- Limit screens to core charts (Daily, 1H, 15m, 5m, 1m, DOM/T&S if used); hide P&L during live trading.
- If you break a rule, go flat immediately and write the rule you broke plus how to prevent it next time.
- End-of-day reset: export executions, annotate two charts, and plan one scenario for tomorrow—bullish and bearish.
Sharline FX Playbook & Strategy: How He Actually Trades
Market Focus & Sessions
Sharline keeps things simple by specializing, which makes decisions faster and cleaner. This section shows exactly what he trades, when he trades it, and how he frames the day so you can copy the time blocks and focus.
- Primary instrument: US30 (Dow) via CFDs or futures; secondary: XAUUSD during strong dollar days.
- Trading windows: pre-NY 8:30–9:25 ET (data drive), cash open 9:30–11:00 ET, and power hour 15:00–16:00 ET; flat mid-day unless range expansion continues.
- Directional bias comes from the Daily and 1H structure; intraday execution on 5m/1m.
- If 15m ATR(14) is below its 6-month median, treat it as a range day and favor mean reversion; if above, look for trend continuation.
Pre-Market Mapping
Before a single click, Sharline maps the battlefield. You’ll mark levels and create a one-line plan so every later decision has context.
- Plot HTF levels: prior day high/low (PDH/PDL), overnight high/low (ONH/ONL), weekly open, and nearest 1H supply/demand zone.
- Anchor VWAP to the session and add standard deviations ±1/±2 for stretch targets.
- Identify “impulse origin” candles on 15m (last strong candle before a move) to use as mitigation blocks.
- One-liner plan example: “Bullish above ONH into PDH; bearish below ONL to PDL; favor VWAP reclaims over fresh breakouts.”
A-Setups Sharline Pulls the Trigger On
These are the only patterns that pose risk. You’ll see the exact entry, invalidation, and management, so there’s no guesswork.
- US30 Liquidity Sweep + VWAP Reclaim
- Context: Range day at prior extremes.
- Entry: Wick through PDH/PDL, 1m close back inside, followed by reclaim of VWAP; enter on first 1m HL/LH after reclaim.
- Invalidation: 1m close back beyond the swept extreme.
- Targets: VWAP → opposite range edge; leave a runner if 5m prints a trend candle.
- Opening Drive Pullback (ODP)
- Context: Strong breadth on open; impulsive 5m leg from open.
- Entry: 38–62% pullback of the drive into a 5m demand/supply + 1m continuation candle.
- Invalidation: 5m close through the origin block.
- Targets: Prior impulse high/low → +1σ VWAP band.
- Gold Momentum Burst
- Context: Dollar index aligned with move; high news-day ATR.
- Entry: Break and retest of 15m structure with delta/volume expansion; enter on 1m flag break.
- Invalidation: 1m close back inside the flag’s midpoint.
- Targets: Next 15m level, then 2× 1m ATR from entry.
Risk & Sizing Rules
Sharline treats risk like inventory—strict and capped. This section gives you his guardrails so bad days stay small.
- Fixed risk per trade = 0.5–0.75% of account; never add to losers.
- Max daily loss = 2.5R; hit it and stop for the session.
- Scale-out 50% at +1R; move stop to breakeven after a 1m close beyond the entry structure, not before.
- News protection: cut size by 50% inside the 8:30 ET window unless it’s an A-setup.
Execution Triggers & Order Types
Fast markets demand mechanical triggers. Here’s how Sharline makes the click consistent across sessions.
- Use limits at pre-defined levels; switch to market only when the confirmation close is part of the plan (e.g., reclaim candle).
- Take first touch or first reclaim only; skip third touches unless 15m momentum accelerates with volume.
- Require confluence: HTF level + VWAP behavior + trigger candle; if any leg is missing, pass.
- If spread spikes >2× normal on US30, halve the size or skip the trade.
Managing Winners & Exits
Sharline lets price do the heavy lifting once in profit. These exit rules keep it objective.
- Targets stack: T1 +1R, T2 next HTF level or ±1σ band, runner trails on 5m swing structure.
- If price pushes +2R and stalls near a band/level, trail with 1-bar 5m low/high.
- On range days, take profits at VWAP/opposite edge; on trend days, keep the runner until a 5m close against the 20EMA.
News & High-Volatility Playbook
Data drops can be an opportunity or chaos. Follow these rules to avoid being the liquidity.
- Flat 2 minutes before/after Tier-1 releases; if already +1R, reduce to runner at breakeven.
- Wait for two inside 1m bars after the initial spike before considering re-entries.
- For FOMC: trade morning normally, then stand down 30 minutes pre-statement until post-second-reaction structure forms.
Journal, Tags & Metrics
Sharline improves by tracking what actually pays. Use these tags and thresholds to refine your own stats.
- Tag every trade with: setup (Sweep+Reclaim, ODP, Gold Burst), session (pre-NY, open, power hour), with/against bias, and news proximity.
- Track per-setup expectancy over rolling 30 samples; pause any setup <0.2R expectancy and review.
- Weekly review: screenshot best/worst, note any rule breaks, and write one behavior to remove next week.
Psychology & Routine
Mindset is built by habits. These simple routines keep emotions out of the chair and edge in the seat.
- Pre-market checklist must be complete before orders: levels, bias line, A-setup notes, risk per trade.
- Hide P&L during live trading; show only after the session summary is written.
- Break a rule → go flat immediately, document it, and set a micro-penalty (e.g., skip the next setup) to reinforce discipline.
Jessica Ramos Playbook & Strategy: How He Actually Trades
Market & Product Focus
Jessica keeps a tight universe, so decisions are faster and edges compound. This section outlines exactly what she trades, when she’s active, and how she frames risk so you can mirror the workflow without guesswork.
- Core products: highly liquid large-cap equities and index names (SPY, QQQ, TSLA, NVDA) via options; occasional futures micro for hedging.
- Active windows: 9:30–11:00 ET and 14:00–16:00 ET; flat mid-day unless ATR and volume are above their 6-month medians.
- Bias built top-down: Daily→60m for direction, 15m for levels, 5m/1m for triggers; if Daily and 60m disagree, size at 50%.
Pre-Market Prep
Great option trades start with clear levels and volatility context. Here you’ll define the day’s map and choose the right contract so you’re not improvising once the bell rings.
- Mark HTF levels: prior day high/low, overnight extremes, premarket high/low, and nearest daily supply/demand.
- Note catalysts: earnings, guidance, economic data, and company-specific headlines; if binary, prefer spreads over naked options.
- Choose contracts: 5–10 DTE for directional plays; 0–2 DTE only for A-setups with amplified momentum; open interest ≥ 5,000 and bid-ask spread ≤ $0.10.
- IV check: if IV rank > 50, favor credit structures; if < 20, favor debits; mixed → consider calendars/diagonals.
A+ Setups (Options)
These are the exact structures she deploys repeatedly. Use the triggers, invalidations, and targets as written to keep entries mechanical.
- Break-Retest-Go (Debit Calls/Puts)
- Trigger: 15m break of HTF level with volume > 1.5× 20-bar average, then 5m retest that holds.
- Contract: 5–10 DTE, Δ ≈ 0.35–0.45; entry on retest confirmation candle close.
- Invalidation: 5m close back inside the broken level; cut and reassess.
- Trend Day VWAP Reclaim (Call/Pit Verticals)
- Trigger: Strong opening drive, pullback to VWAP, reclaim with 1m/5m engulfing and rising 5m 20EMA.
- Contract: Same-week vertical (buy Δ ~0.35, sell Δ ~0.15); width $1–$2 on liquid names.
- Exit: Take 50% at 1R; let runner to next HTF level or +1σ band.
- IV Crush Fade (Earnings Post-Move Credit Spreads)
- Trigger: Gap-and-go exhausts into the daily level on earnings day with IV rank > 60 and 1m reversal signal.
- Structure: 3–5 DTE credit spread placed outside the reversal wick; collect ≥ 30% of width.
- Invalidation: Underlying closes beyond short strike on 15m; reduce or roll up/out.
Risk & Sizing
Options magnify both edge and error. These rules cap downside while keeping upside breathing room.
- Risk per idea: 0.5%–0.75% of the account; never exceed 1% initial risk.
- Max daily loss: 2.5R; stop for the day when hit.
- Single-name exposure cap: 2 concurrent structures per ticker; portfolio net delta ≤ +/– 0.75 of average daily PnL risk.
- For naked debits, pre-define a 40–50% premium stop unless price invalidates sooner; for spreads, manage by the underlying level first.
Execution Triggers
Entries are rules, not vibes. Use these mechanical confirmations to avoid chasing and slippage.
- Only enter on the candle close that confirms the trigger (break + retest, reclaim, or rejection); avoid mid-bar impulses.
- Require two of three confluences: HTF level, volume expansion, and VWAP behavior; if one is missing, pass.
- Use limit orders at/inside the mid; tolerate slippage up to $0.03 on weeklies and $0.05 on monthlies.
- Skip third touches of a level unless 15m momentum accelerates with fresh volume.
Managing Winners
Management is where option trades get paid. These steps standardize exits so emotions don’t.
- Scale 50% at +1R; move stop on remainder to break-even premium or to the candle low/high that confirmed the entry.
- For debits, target either the next HTF level or 2× entry premium; for verticals, manage to 60–70% of max profit or into the level.
- If gamma is high (≤ 2 DTE) and price stalls near target, harvest and avoid overnight.
- Convert strong runners: sell an out-of-the-money leg to lock a vertical when Δ ≥ 0.55 and IV has expanded.
Adapting to News & Volatility
Catalysts change the game. These rules keep you from being the liquidity during chaos.
- Flat two minutes before and after Tier-1 macro prints; if already > +1R, trim to a runner and hard stop at break-even.
- On earnings days, prefer defined-risk structures; if IV rank > 60, lean credit, else consider calendars to capture post-event mean reversion.
- If 1m ATR triples vs. its 20-bar average, wait for two inside 1m bars before re-engaging.
Futures Hedge & Portfolio Balance
Directional spreads can drift; a tiny futures position can steady the ship. This section shows how to keep net exposure sane.
- Use MES/MNQ micro futures as short-term hedges when portfolio net delta exceeds limits; size hedge to offset 25–50% of exposure.
- Hedge only during active windows; flatten the hedge if the original options thesis is invalidated.
- Do not stack hedges on mean-reversion days; instead, reduce options size.
Journal, Tags & Metrics
What gets measured improves. Track these items so the playbook gets sharper every week.
- Tag each trade: setup (BRG, VWAP Reclaim, IV Crush), DTE bucket (0–2, 3–10), IV regime (low/neutral/high), news proximity, with/against HTF bias.
- Metrics to monitor: per-setup expectancy over rolling 30 samples, average hold time, win rate above/below VWAP, and slippage vs. mid.
- Kill criteria: any setup with expectancy < 0.2R after 30 samples pauses until rules are refined.
Psychology & Routine
Consistency beats intensity. These small rules keep decisions clean when screens start to move.
- Pre-market checklist must be completed before first order: levels, bias line, contract selection, risk per trade.
- Hide P&L during the session; review numbers only after journaling screenshots and notes.
- If a rule is broken, go flat immediately, write the breach, and sit out the next A-setup as a micro-penalty.
Nehal Playbook & Strategy: How He Actually Trades
Market Focus & Sessions
Nehal keeps his universe tight so he can track behavior day after day. This section spells out what he trades, when liquidity is best, and how he frames the day so you can copy the routine without overthinking it.
- Core instruments: XAUUSD (gold) and one FX major (GU or EU); add US30 only on high-volatility days.
- Active windows: London session 3:00–5:30 ET for structure, New York 8:30–11:00 ET for executions; step back mid-day unless ATR is elevated.
- Top-down bias: Daily → 4H for structure, 15m to map levels, 5m/1m for entries; if Daily and 4H disagree, cut size by 50%.
Pre-Market Mapping
Good trades start before the click. Here you’ll build a clean map so every later decision has a reason, not a feeling.
- Mark HTF levels: prior day high/low, weekly open, and nearest 4H supply/demand zone.
- Plot the Asia range and London initial move to frame likely sweep targets for New York.
- Anchor VWAP to session and add ±1σ bands as stretch objectives.
- Write a one-line plan: “Bullish above X with target Y; bearish below Z; prefer sweep-and-reclaim over raw breakouts.”
A+ Setups (What Nehal Actually Pulls the Trigger On)
Fewer patterns = more reps. These are the only setups that get risk, with entry, invalidation, and targets spelled out.
- Liquidity Sweep → Reclaim
- Context: Range day or opening chop near PDH/PDL/Asia extremes.
- Entry: Wick through the level, 1m close back inside, then reclaim of VWAP; enter on the first 1m HL/LH after reclaim.
- Invalidation: 1m close back beyond the swept extreme.
- Targets: VWAP → opposite range edge; runner to ±1σ band.
- Break–Retest–Continuation
- Context: Trend day with clean 15m structure.
- Entry: 15m break of a mapped level with volume expansion; 5m retest holds; execute on the confirmation candle close.
- Invalidation: 5m close back inside the broken level.
- Targets: Next 15m level, then 2× 1m ATR from entry.
- News Spike Fade (Only When Criteria Hit)
- Context: Tier-1 release creates an overextension into an HTF level.
- Entry: Two consecutive 1m inside bars after spike + RSI(5) divergence; enter toward the mean.
- Invalidation: Spike continuation closes beyond level on 1m.
- Targets: VWAP first, then the pre-news pivot.
Risk & Position Sizing
Survive first, compound second. These rules cap the downside, so one mistake can’t erase a week of work.
- Fixed risk per trade: 0.5% of account; never add to a losing position.
- Max daily loss: 2.5R; hit it and stop for the session.
- First scale at +1R on 50% size; move stop to entry only after a 1m close in your favor beyond the trigger candle.
- If 15m ATR(14) is below its 6-month median, halve size or skip trend plays and favor range setups.
Execution Triggers & Order Types
Entries should feel boring because they’re repeatable. Use these mechanical triggers to keep slippage and emotions out.
- Use limit orders at the retest level or reclaim candle close; avoid market orders except during confirmed reclaim bars.
- Take the first or second touch only; skip the third unless 15m momentum accelerates with volume.
- Require confluence: HTF level + VWAP behavior + trigger candle; if one leg is missing, pass.
- If the spread widens >2× normal (gold or US30 during prints), cut size by half or stand down.
Managing Winners
Management turns decent entries into consistent equity curves. These steps standardize exits so you don’t improvise mid-trade.
- Targets stack: T1 at +1R, T2 at the next mapped HTF level; keep a 10–20% runner to VWAP band or opposing range edge.
- Trail runners on 5m swing structure once price is +2R; exit runner on the first 5m close against the 20EMA.
- If a rejection prints at your target with above-average 1m volume, take an additional 25% off and tighten the stop to the last 1m swing.
News & Volatility Rules
Catalysts can be an opportunity or a trap. These guardrails keep you from being the liquidity during spikes.
- Flat two minutes before and after Tier-1 releases; if already > +1R, reduce to a runner with a hard stop at breakeven.
- For FOMC/major rate decisions: trade morning normally, then stand down 30 minutes pre-statement until the second reaction completes.
- If 1m ATR triples vs. its 20-bar average, wait for two inside 1m bars before re-engaging any setup.
Daily Routine & Checklist
Consistency comes from process, not motivation. This is the minimum routine before any order is placed.
- Pre-market: mark levels, define bias, note catalysts, write the one-liner plan.
- During session: execute only A-setups; limit screen count to Daily, 4H, 15m, 5m, 1m, and a tape/volume view.
- Post-market: export executions, screenshot one best and one worst trade, and write a single “stop doing” rule for tomorrow.
Journal Tags & Metrics
What gets tracked improves. These tags help you measure edge and kill what doesn’t pay.
- Tag each trade: setup (Sweep-Reclaim / BRC / News Fade), session (London/NY), with-bias or against-bias, and news proximity.
- Track expectancy by setup over rolling 30 samples; pause any setup with expectancy < 0.2R and refine rules.
- Monitor average hold time, win rate above/below VWAP, and slippage versus intended entry to catch execution drift.
Psychology & Self-Control
Edge dies when rules bend. These small constraints keep decisions clean when the market speeds up.
- Hide P&L during live trading; reveal after journaling is complete.
- If a rule is broken, flatten immediately and sit out the next A-setup as a micro-penalty.
- Limit daily screen time after max loss or three consecutive losers; review, reset, and return next session.
Size Risk First: Fixed R Rules Beat Market Opinions
Jessica Ramos hammers home that the market doesn’t care about your bias—only your downside math—and Nehal nods along because her day starts with risk, not prediction. Tori Trades adds that fixed-R sizing turns scary red candles into manageable inventory. Sharline FX backs it up with a simple rule: if the setup isn’t worth 1R of risk, it isn’t worth a click. Together they make the case that the first number you decide each morning is the amount you’re willing to lose, not what you hope to make.
Nehal explains how a 0.5% risk cap per idea keeps her in the game through cold streaks. Jessica Ramos stresses predefining the dollar loss before even considering targets. Tori Trades shows how scaling at +1R and moving the stop only after structure confirms keeps winners clean. Sharline FX reminds us that the daily max draw—say, 2.5R—is a hard stop, not a suggestion.
Let Volatility Guide Allocation, Not Your Emotions
Jessica Ramos says sizing should stretch and shrink with the tape, not with your confidence meter. Tori Trades ties her risk to ATR and cuts size when 15-minute ranges spike above their six-month median, because a “normal” wiggle becomes a full stop in hot markets. Sharline FX watches IV and breadth; when both jump, she flips to defined-risk structures or halves exposure until the second reaction settles. Nehal adds a simple filter: if spread widens or slippage exceeds plan, she treats it as hidden volatility and scales down automatically.
When the tape compresses, Jessica Ramos nudges the size back to baseline but demands a cleaner structure and faster confirmation. Tori Trades lengthens hold time slightly in quiet regimes and keeps targets near higher-timeframe levels instead of chasing extensions. Sharline FX uses VWAP bands as guardrails—no fresh adds if price is already stretched one standard deviation from the mean. Nehal sums it up: volatility sets the budget, and the budget decides whether a setup gets paid.
Diversify by Asset, Strategy, and Timeframe to Smooth Equity
Jessica Ramos keeps her core in liquid equities and options, but pairs it with occasional index exposure so one ticker’s hiccup doesn’t decide her day. Tori Trades splits her book between trend-continuation plays and mean reversion, because one style usually pays when the other sulks. Sharline FX spreads risk across US30 and gold, then staggers entries on multiple timeframes so outcomes aren’t all correlated to the same five-minute candle. Nehal adds a London-session probe before New York, treating sessions like separate edges rather than one big bet.
When volatility rotates, Jessica Ramos lets swing ideas live on the higher timeframe while scalps handle the noise below. Tori Trades keeps a “two-engine” plan—if momentum dries up, she shifts capital to range systems without forcing signals. Sharline FX insists that diversification is purposeful, not random: each asset, setup, and timeframe must do a different job in the portfolio. Nehal’s rule is blunt—no more than two trades pointing at the same narrative—so diversification actually smooths the equity curve instead of hiding duplicate risk.
Trade Mechanics Over Predictions: Triggers, Levels, and Checklists
Jessica Ramos doesn’t guess where price “should” go—she waits for a trigger that says it’s moving now. Her checklist is simple: level, signal, size. If the candle doesn’t close back above her level with volume and VWAP cooperation, she passes, even if the story sounds great. Tori Trades is the same: she premaps PDH/PDL, VWAP bands, and a single A-setup, then refuses to click without a confirmation candle. Predictions are cheap; the checklist is the toll booth.
Sharline FX treats entries like a factory line—first touch or first reclaim only, stop at structure, scale at +1R, done. She and Nehal both kill trades the second a rule is broken, because discipline saves more money than clever analysis ever will. Nehal adds one sanity check before any order: “Does this trade still make sense if I hide the ticker name?” If it relies on a narrative, she nixes it; if it’s just levels and triggers, she takes it. In their world, mechanics beat opinions—and that’s exactly why their best setups keep paying.
Prefer Defined Risk When Uncertain; Journal Discipline Every Session
When the tape feels murky, Jessica Ramos switches to defined-risk structures or smaller contracts so a wrong read has a fixed cost. Tori Trades does the same by capping loss at 1R and refusing to add to losers—uncertainty shrinks size, never grows it. Sharline FX leans on spreads around news and only widens targets after a second reaction confirms direction. Nehal treats widening spreads as a “hidden volatility” warning and auto-cuts risk by half until conditions normalize. Together, they prove that confidence isn’t a signal; position definition is.
Journaling is where their edge compounds. Jessica Ramos tags each trade by setup, volatility regime, and with/against bias so she can kill low-expectancy ideas fast. Tori Trades screenshots the entry candle and writes one line: “Why this trade now?” Sharline FX tracks slippage versus plan and win rate above/below VWAP to catch execution drift, while Nehal reviews rule breaches and imposes a micro-penalty—sit out the next A-setup. The result is simple: defined risk protects capital today, and disciplined journaling upgrades the playbook tomorrow.
In the end, all four guests—Jessica Ramos, Tori Trades, Sharline FX, and Nehal—are saying the same quiet, unglamorous thing: the edge is in the rules. They size first and opine second, letting fixed-R risk caps, daily max draw lines, and pre-defined invalidations do the heavy lifting. Volatility sets the budget, not confidence; when ATR or IV spikes, they cut exposure, tighten definitions, and wait for the tape to calm. And when they’re unsure, they default to defined risk—verticals, smaller contracts, or simply passing—so a wrong idea costs little and never compounds into a spiral.
They also diversify on purpose, not by accident: different products (US30, gold, equities/options), different play types (trend continuation and mean reversion), and staggered timeframes or sessions so outcomes aren’t tied to one five-minute candle. Mechanics beat prediction every time: map PDH/PDL and VWAP bands, demand a clean trigger, execute the first touch or reclaim, scale at +1R, and let the runner trail behind structure. Finally, they journal like operators—tagging setups, volatility regimes, and rule breaches—because the playbook upgrades only when the data tells them what to keep, what to fix, and what to kill.
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- Trader Strategy Breakdown with Jack Schwager: Lessons from the Market Wizards
- Rogue Trader Strategy: Nick Leeson on Timing, Risk, and Hard Lessons
