Table of Contents
This interview features Tori Trade sitting down in a brand-new Miami studio for her first official long-form podcast, walking through how she went from peeking into her Uncle Mike’s trading room to eight years in the markets. She explains the early foundation—starting in stocks on the 5-minute, drilling psychology first, and eventually transitioning to futures—plus why she never rushed live before she could run sims on autopilot. You’ll hear the human stuff too: the sting of stepping back to simulation after early losses, the discipline to stay there, and the relief of never blowing an account thanks to strict guardrails.
In this piece, you’ll learn Tori’s straightforward trader strategy—trendlines with support/resistance—how she built consistency after years of stop-start effort, and the capital plan that helped her move from day jobs to trading (she targeted ~$5k to start live). We’ll unpack why futures fit her routine (hours and volatility), the mental frameworks she leans on to avoid overreacting to losses, and the practical habits that keep things simple and repeatable. You’ll also get candid insights on documenting the journey publicly, handling pushback (especially as a female trader), and using journaling/data to sharpen your edge without overcomplicating charts.
Tori Trades Playbook & Strategy: How She Actually Trades
What she trades (and why it fits the playbook)
She focuses on liquid futures that “respect” structure—think platinum today and formerly crude oil—because the volatility-to-noise ratio suits a simple ruleset. The aim is to keep decisions mechanical so emotions don’t creep in.
- Primary markets: futures (PL, CL previously; add ES/GC only if they meet structure rules)
- Core timeframe: 4 hours for signals; 1 hour for refinement; daily/weekly for context
- Trading hours: prepare outside RTH; entries can trigger at any time once rules confirm
- No more than 2 concurrent positions; no correlated exposure (e.g., avoid CL + RB at once)
Charting framework: naked charts with just the essentials
The chart is intentionally clean—price, key levels, and trendlines. Less clutter forces discipline and boosts repeatability for anyone reading the same chart.
- Keep chart “naked”: no oscillators; optional ATR for sizing only
- Map weekly/daily support/resistance first; promote to 4H if price reacts there
- Draw one working trendline per swing; delete lines that no longer define the move
- Predefine invalidation on the chart (where the trade idea is objectively wrong)
The 4-Hour Trendline Setup (the engine of the strategy)
This is the bread-and-butter: a high-timeframe trendline break with strict construction rules. The purpose is to capture the first clean expansion following compression.
- Construction
- At least 3 touches on the trendline (no double-counting wicks)
- Minimum 6 candles between touches; trend develops over 3+ weeks
- Slope under ~45° when zoomed to ~3 months of data (avoid parabolic lines)
- Trigger
- Wait for a full candle close through the line (no intrabar pokes)
- Enter the market at the next open if the spread/slippage is within limits
- Invalidation
- Stop goes beyond the opposite side of the broken line (not “just below/above”)
- If price re-enters the old channel within 2 candles, exit—setup has failed
- Quality filters (pass at least 2)
- Break occurs near a higher-timeframe S/R
- ATR(14) on 4H is above its 6-month median (expansion potential)
- The break aligns with the dominant weekly direction
Entry & add-on rules (mechanical, not “feel”)
Entries and pyramids are formulaic. This keeps the equity curve smoother and prevents random scaling.
- Primary entry: on the first confirmed close through the line
- Single add-on: only if price retests the broken trendline and rejects it on 1H with a close back in the breakout direction
- Time stop: if there’s no progress after 6 bars on 4H, reduce risk by 50% or scratch at break-even if feasible
- News filter: no fresh entries within 30 minutes pre/post tier-1 macro for that product (EIA for CL, CPI/Fed for index-sensitive markets)
Risk management that survives losing streaks
Capital protection is the first edge. The model assumes losers arrive in clumps; sizing prevents drawdown spirals.
- Risk per trade: 0.5%–1.0% of account equity
- Weekly loss cap: −3R hard stop; halt new trades until next week
- Position size:
Contracts = (Risk $) / (Stop distance in ticks × $/tick) - Gap protection: if an adverse gap exceeds the planned stop, exit at market on open—no “hoping” for a retrace
- Correlated exposure: total open risk across correlated assets ≤ 1.25R
Profit taking: objective targets, not vibes
Targets are placed where other traders are forced to act: prior structure or measured move symmetry. This increases the odds of fills without micro-managing.
- TP1: nearest opposing S/R or last swing pivot (scale 50%)
- TP2: measured move from channel height or equal-legs projection
- Stop management: after TP1, move stop to break-even + fees
- Trailing: use a 1-ATR(14, 4H) trailing stop once TP1 triggers and price trends cleanly
The weekly/daily routine (how the edge stays consistent)
Consistency is scheduled. The routine bakes in scanning, decision-making, and review, so signals are never rushed.
- Sunday prep (60–90 min):
- Update weekly/daily levels; shortlist ≤5 products with clean trendlines forming
- Tag A/B/C: A = can trigger this week; B = needs more touches; C = noisy/skip
- Daily check (15–30 min):
- Review 4H for closes through lines; set alerts just beyond the trendline
- Journal pre-trade plan (entry, stop, TP1/TP2, R multiple)
- After trigger:
- Place orders and alerts; walk away—let automation handle stops/targets
Intraday management without overtrading
Even though the signal is 4H, intraday checks keep you aligned without getting sucked into noise.
- Check cadence: every new 4H close; optional 1H glance at mid-bar for retests only
- No bar-to-bar tinkering unless the stop is hit or TP1 triggers
- If price consolidates under 0.5× ATR for 8+ hours, be ready for either a momentum continuation (add-on on retest) or scratch if it drifts back inside the channel.
Journaling & metrics (the feedback loop)
The journal proves what actually works. The goal is to optimize the setup, not your mood.
- Log fields per trade: date/time, product, setup tag (A/B), touches, slope, ATR, entry, stop, TP1/TP2, R result, hold time, news proximity
- Scorecard (weekly):
- Win rate, Avg R, Expectancy, Max adverse excursion (MAE), Max favorable excursion (MFE)
- Flag losers where rules were bent; ban that behavior for 20 trades
- Quarterly review: remove products with <0.3 expectancy or messy trend adherence; double down on the ones that honor lines
Psychology: rules that keep you in the game
Mindset is operationalized through constraints. These are seatbelts, not slogans.
- No revenge trading: 20-minute lockout after any stop-out; next action must be a rules-based alert, not a market click
- Decision threshold: if a setup isn’t obvious at first glance, it’s a pass
- Public accountability (optional): write the trade thesis in one tweet-length line before entry; if you can’t, you don’t understand it
- Recovery protocol: after a −2R day, stop trading and perform a 10-minute written debrief (what rule failed, what rule saves it next time)
Implementation checklist (turn this into your playbook today)
Here’s how to put it all together without analysis paralysis. Follow the order; don’t skip steps.
- Build a watchlist of 5 futures that trend cleanly on 4H
- Draw only one active trendline per market; enforce 3 touches / 6-bar spacing / 3+ weeks
- Place alerts beyond the line; take the trade only on a full close
- Risk 0.5%–1.0%; respect −3R/week circuit breaker
- Scale 50% at TP1, trail with 1-ATR; scratch if no progress in 6 bars
- Journal every trade; hold a weekly scorecard review and adjust the universe accordingly
Size Every Trade by Volatility: Fixed R Risk, Adaptive Positioning
In the interview, Tori Trades (Tori) explains that every position starts with a fixed-R risk amount, then position size flexes based on current volatility. She emphasizes that this keeps losses consistent across calm and wild markets, so a single outlier move can’t wreck the week. Tori sets risk first in dollars, then backs into contracts or shares using ATR or recent range to define the stop distance. She avoids “gut feel” sizing entirely because it sneaks emotion into what should be math.
Tori adds that this approach naturally filters trades: if volatility explodes and the stop must be wide, size shrinks, and only the best setups survive. She reviews ATR on her signal timeframe, confirms the stop beyond structural invalidation, and calculates units with a simple formula before placing the order. If a trade stalls and volatility compresses, she’s quick to scratch or reduce, preserving R for a cleaner shot later. Over time, Tori notes, the fixed-R, volatility-adjusted framework smooths the equity curve and makes journaling genuinely comparable from one trade to the next.
Diversify by Underlying, Strategy, and Duration—Stop Betting on One Idea
Tori Trades pushes diversification as a rule, not a suggestion: spread risk across different underlyings so one theme can’t sink the boat. She pairs that with strategy diversification—trend breaks, retests, and measured-move targets—so performance doesn’t hinge on a single setup’s luck. Duration is the third leg: mix swing holds on the 4H with occasional tactical 1H entries, giving multiple ways to harvest edge when conditions rotate.
Tori explains that diversification isn’t chaos; it’s a controlled mix with caps. She limits correlated exposure, keeps total open risk within a strict R budget, and cuts anything that overlaps too tightly (e.g., highly linked commodities on the same catalyst). When volatility clusters in one product, she dials size down there and shifts attention to cleaner markets, keeping the overall book balanced. The result, according to Tori, is steadier equity growth and fewer emotional whipsaws when one idea inevitably underperforms.
Trade the Rules, Not Predictions: Mechanics First, Forecasts Optional
Tori Trades stresses that forecasts are tempting, but rules pay the bills. She builds a checklist that forces entries only after objective signals—trendline breaks, level retests, and full-candle confirmations—so she never trades “because it feels toppy.” Stops live at structural invalidation, not round numbers, and targets are pre-mapped to opposing levels or measured moves. If a setup doesn’t meet every box, Tori passes without debate; missing a trade beats breaking the framework.
Tori also de-emphasizes narratives once in a position. She manages by mechanics: time stops if momentum stalls, one sanctioned add-on after a clean retest, and a partial at TP1 followed by a rules-based trail. News proximity is a hard filter, not a vibe check. When rules conflict with her bias, she defaults to the rules—because, as she puts it, the market doesn’t care what Tori thinks, only how she executes.
Choose Defined vs. Undefined Risk Intentionally—Match Probabilities to P/L Math
Tori Trades frames every setup by choosing the risk shape first: defined (known max loss) or undefined (open-ended if you’re wrong). She matches the choice to statistics—higher win-rate plays with tighter payoffs suit defined risk, while lower win-rate, larger payoff ideas can justify undefined exposure if the tail is managed. Tori never mixes the two in one thesis; she commits to the payoff profile, then sizes and manages it accordingly.
Her rules are blunt: if the stop sits near structural invalidation and volatility is jumpy, she prefers defined risk; if structure is clean and liquidity deep, she may accept undefined risk with a smaller size. She caps total book exposure to undefined risk at a fixed R limit, requires hard exits on re-entry into the broken structure, and forbids averaging losers on undefined positions. As Tori puts it, the market decides if you’re right; your job is to decide, before entry, exactly how you lose when you’re wrong.
Process Discipline Daily: Pre-Plan, Execute, Review, Journal, Iterate Relentlessly
Tori Trades treats discipline as a daily operating system, not a motivational quote. She starts with a written pre-plan—levels, triggers, stop location, and profit map—so execution is just following instructions under pressure. During live action, Tori sticks to the checklist and refuses ad-hoc tweaks; if the setup underdelivers by time or structure, she scratches instead of “hoping.” She also enforces a fixed review window after the session to capture what actually happened versus what she expected.
Tori’s journal isn’t fluff—it’s numbers and patterns she can act on next week. She logs R result, MAE/MFE, time-in-trade, and whether entries matched the plan, then flags any rule-bends as red events. If she hits a −2R day, she stops trading and writes a ten-minute debrief before returning. The point, Tori says, is to make tomorrow’s decision easier than today’s by turning lessons into rules and rules into habits.
Conclusion: Key Lessons from Tori Trade
Across the conversation, Tori Trade shows that durable results come from boring consistency stacked over years—not a single “A-ha.” She credits an early apprenticeship with her uncle, a long runway in simulation, and a strict refusal to blow up as the foundation. That foundation hardened into daily discipline: show up, review, plan, execute, and journal. Her “switch” moment wasn’t a new indicator; it was deciding to be relentlessly consistent with a simple framework.
On the chart, her edge is mechanical: trendline breaks paired with support/resistance, confirmed by full-candle closes and invalidated at structural levels—not vibes or narratives. She prefers futures for their clean structure and flexibility, sizes risk by volatility so each trade risks a fixed R, and lets the math enforce restraint when markets get jumpy. Targets live where other traders are forced to act (opposing levels, measured moves), partials and time stops keep capital rotating, and a hard no to averaging losers preserves the account.
The meta-edge is a process. Tori diversifies by underlying, setup, and duration, so no single theme dictates her P/L, caps weekly losses to avoid tilt, and treats journaling as a scoreboard that upgrades rules over time. She’s candid about setbacks, public scrutiny, and the mental load—but the antidote is always the same: write the plan, trade the plan, and review the plan. If there’s one takeaway to copy tomorrow, it’s this: keep the charts simple, the rules explicit, the risk small, and the routine sacred.
