Table of Contents
This interview features “Twist” — John, a former UK car sales manager who walked away from a high-stress 9-to-5, hit rock bottom, and rebuilt himself through trading. On the Words of Wisdom podcast, he shares how a hospital wake-up call led him to pursue markets full-time, why he gravitated to futures, and how mentorship (M7/Dr Academy) and daily mental training turned raw obsession into structured progress — fast. He’s candid about passing multiple Apex evaluations, battling Topstep’s consistency rules, and why he calls himself a “risk manager” before a trader.
Read on to learn John’s beginner-friendly strategy mindset: how to build routine, detach from P&L, and focus on execution so the results follow. You’ll get the exact levers he pulled — meditation, affirmations, backtesting marathons, tight rules, and a gym-honed discipline — plus practical lessons from prop evaluations (drawdowns, “consistency” traps) that any aspiring trader can apply today.
Twistz Playbook & Strategy: How He Actually Trades
Daily Routine & Prep
You can’t trade like a pro if you show up like an amateur. This is about building a repeatable morning flow so your brain, charts, and risk all snap into alignment before the bell.
- Wake up 3 hours before the open; 10 minutes breathwork + 10 minutes visualization of A+ setups only.
- Review yesterday’s journal: one win pattern to repeat, one mistake to avoid—write both on a sticky note by your screen.
- News scan: note only market-moving items (rates, CPI, NFP, Fed speakers). If a top-tier release is within 30 minutes, trade smaller or sit out until 5 minutes after print.
- Mark the prior day high/low, overnight high/low, and session VWAP on your main product (e.g., ES/NQ/CL).
- Define “daily risk cap” = 0.75% of the account for live; 0.5% for evaluations. Stop trading when hit—no exceptions.
Instruments & Timeframes
Pick a lane and stay there. Twistz focuses on liquid futures, so executions are clean and costs stay tight—perfect for scaling and prop evaluations.
- Primary: ES or NQ futures; Secondary: CL or GC only if ES/NQ are dead (ADR < 0.6× 20-day).
- Higher-timeframe bias: 60-min + 15-min structure; execution on 1-min.
- If spread/wiggle is abnormal (e.g., NQ book thin, >2× usual slippage), switch to ES or cut size by 50%.
- Trade window: first 2 hours after cash open and last 90 minutes; avoid the midday chop unless catalyst.
The A+ Setup (Impulse–Pullback–Continuation)
This is the bread-and-butter pattern: strong impulse leg, shallow pullback to value, continuation with tape confirmation.
- Context: higher-timeframe trend aligned with session bias (60-min HH/HL for longs or LH/LL for shorts).
- Location: pullback to VWAP or prior 5-minute demand/supply zone; reject with a decisive 1-minute engulfing bar.
- Confirmation: delta flips positive/negative on the pullback + bid/ask absorption dries up.
- Entry: limit at pullback base or stop-entry 1 tick beyond confirmation candle.
- Invalidation: last swing extreme; if broken by 1.2× average 1-min bar range, exit—don’t “hope.”
Risk & Position Sizing
Survival first, compounding second. These rules keep you in business through prop rules and real drawdowns.
- Per-trade risk = 0.25R–0.33R of daily cap; max 3 losses/day or stop for the session.
- Hard account stop = 0.75% (live) / 0.5% (eval). Flatten all and power down if hit.
- Partial out: scale 1/3 at +1R, move stop to breakeven; scale 1/3 at +2R; trail final 1/3 by 1× ATR(1-min).
- Never add to a loser. Only add on fresh structure after +1R locked.
- If slippage exceeds planned risk by 30% twice in a row, halve the size for the next three trades.
Trade Management: From Green to Paid
Getting green isn’t the goal—getting paid is. Here’s how to turn good entries into realized P&L.
- After entry, set an alert at +0.75R; if tape stalls and delta fades, take a defensive 1/4 off.
- Trail under/over the last 1-min higher low/lower high after +2R; if three consecutive 1-min closes against you, exit remainder.
- On trend days (breadth > 70% one-sided), replace tight trail with VWAP/trendline trail to avoid shaking out.
- If target confluence (prior day H/L or IB breakout failure) hits, exit all—don’t outsmart the level.
News & Volatility Filters
Not every minute deserves your capital. Volatility filters keep you from trading randomness or landmines.
- Red-flag events (CPI, FOMC, NFP): flat 2 minutes before; resume 5 minutes after the initial spike calms.
- If 1-min ATR is >1.5× 20-day median for the first 15 minutes, cut initial size by 50%.
- On inside days (IB remains intact past 11:00 ET), trade only extremes—mid breaks are off-limits.
Evaluation/Prop Firm Compliance
Consistency rules can kill good traders. Trade to the rulebook so payouts actually happen.
- Daily profit target: cap single-day realized gains at 35–45% of evaluation target to avoid “consistency” violations.
- No-trade days count: if you’re over target pace, take scheduled no-trade days to smooth equity curve.
- Trailing drawdown: treat it as live; lock profits intraday by flattening before large data to avoid trail pullbacks.
- Multiple evals: mirror the same entries across accounts only if liquidity is ample; stagger exits to reduce slippage.
Psychological Edge & Routine
Mindset isn’t fluff—it’s execution fuel. These steps keep your decision-making clean when it matters.
- Pre-market script (60 seconds): “I trade plans, not feelings. One A+ setup at a time.”
- If two rule breaks occur in a day (e.g., revenge entry, no stop), terminate the session and handwrite what triggered them.
- Use a “green-to-gone” rule: after +2R realized, risk the rest of the session at 0.25R/trade or shut down—protect good days.
- Post-loss reset: 10 slow breaths + stand up + water; no new order for 3 minutes.
Journal & Metrics
What gets measured gets improved. Keep stats that actually change behavior, not vanity numbers.
- Track per setup: win rate, avg R, max adverse excursion (MAE), and time-in-trade. Cull any setup with <0.4 expectancy over 30 trades.
- Screenshot pre-, during-, and post-trade with marked levels and reasons for entry/exit.
- Weekly review: pick one micro-skill to improve (e.g., stop placement). Write a single rule upgrade and pin it for the week.
- Equity curve rule: if 5-day rolling drawdown > 2× your average losing day, cut size by 50% for the next 10 trades.
Scaling & Size Increases
Earn the right to size up. Do it by math, not vibes.
- Size increases unlock only after 20 consecutive trades with expectancy ≥ 0.4 and drawdown < 1.5× average green day.
- When unlocked, raise size by 25%—never double. Hold for another 20 trades before reassessing.
- If a size bump drops your win rate by >8 percentage points across 10 trades, revert immediately and review execution.
Anti-Chop Rules (No-Trade Triggers)
Sometimes the best trade is no trade. These triggers keep you out of the blender.
- Three scratch trades within 30 minutes = pause 45 minutes.
- If price is oscillating ±0.25× ADR around VWAP with overlapping 5-min candles, stand down until range breaks.
- Two failed breakouts from the initial balance on low delta = trade extremes only; no mid-range entries.
Playbook Variations
Same foundation, different gears. Use these variations when market character shifts.
- Trend Day: enter on first pullback after IB break; trail with 5-min HL/LH; no countertrend scalps.
- Range Day: fade extremes only with clear wick rejections; take 0.5R quicker and aim for VWAP reversion.
- News Spike Day: wait for the second move (the “truth” leg); enter on the first clean pullback aligned with that leg.
Execution Hygiene
Small frictions compound into big errors. Clean mechanics create clean performance.
- Hotkey map: limit, market-out, flatten-all; practice on replay weekly for 10 minutes.
- One product, one DOM, one chart cluster—close everything not used this session.
- Internet/power redundancy: hotspot ready; UPS on PC and router—no excuses for unmanaged risk.
Personal Risk & Lifestyle
Your body is part of your stack. Protect it to protect your edge.
- Sleep 7+ hours; no new discretionary trade after midnight local time the night before.
- Caffeine cutoff 90 minutes before the open to avoid mid-session jitters.
- Gym or walk after the session to reset; no screens for 60 minutes post-close to prevent FOMO re-entry.
Size Risk First: Define Daily Cap, Then Build Every Trade
Twistz makes it simple: survival beats prediction. Before he thinks about setups, he hard-sets a daily loss cap and a per-trade risk that fit inside it. That constraint forces clean entries, fast cuts, and keeps emotions from scaling decisions. When the cap is hit, Twistz is done—no “one more trade.”
From there, every position is sized backward from risk, not forward from hope. He locates the invalidation level first, measures the distance to stop, and sizes it so that the loss equals the pre-set per-trade risk. If volatility expands, size contracts; if volatility compresses, size expands—discipline stays constant. Winners scale out methodically, but losers never get averaged. This is how Twistz builds durability into the day and lets edge—not ego—compound.
Let Volatility Lead: Adjust Position Size to ATR and Liquidity
Twistz treats volatility like a traffic light—green when ranges expand cleanly, yellow when spreads widen, red when the tape goes disorderly. He estimates current risk by checking ATR on his execution timeframe and the book’s depth; if the 1-minute ATR doubles, his size halves, period. That keeps per-trade dollar risk constant even when bars stretch and slippage creeps. On thinner books or during news bursts, he prioritizes ES over NQ and widens stops slightly while trimming contracts so the worst-case loss stays inside the plan.
He also avoids averaging into noise; size scales only after confirmation pushes the trade in his favor. If the tape turns choppy—overlapping candles, delta whips, erratic fills—Twistz cuts size to “probe mode” or steps aside until the structure returns. When volatility compresses and spreads normalize, he nudges size back up, but never beyond his fixed daily risk cap. The rule is simple: let the market set the risk per tick, and let your position size do the adapting.
Diversify Smart: Underlying, Strategy, and Holding Duration, Not Tickers
Twistz doesn’t diversify by collecting more symbols; he diversifies by mixing how and how long he takes risks. He pairs a primary index future with a secondary contract only when the behavior is different—think ES trend grind versus CL impulsive bursts. Within the same product, he splits exposure across playbook types: one momentum continuation, one mean-reversion fade at extremes, and one news-driven breakout—but never stacks three of the same flavor. The idea is to avoid correlated failure modes, not to own a crowded watchlist.
Duration is the third leg of his diversification stool. Twistz runs a fast scalp with tight risk, a baseline intraday swing held through VWAP retests, and an occasional hold-to-close when breadth confirms a trend day. If the market flips to range, he dials back the swing and lets the scalp and fade do the work; if it breaks into trend, he cuts the fade and lets continuation carry the day. He measures overlap by outcome, not label—if two “different” strategies lose together often, he treats them as one and trims. That’s how Twistz keeps drawdowns shallow while giving multiple edges a chance to pay.
Rules Over Predictions: Execute Playbook Mechanics, Ignore the Story
Twistz isn’t trying to guess the headline or narrate the next move; he’s trying to run his checklist faster than his emotions. If the setup prints—location, confirmation, and risk defined—he executes, and if it doesn’t, he doesn’t “negotiate” with the chart. That’s why his journal reads like a pilot’s log: conditions, checklist, outcome, not a novella about “what the Fed meant.” The discipline frees him from the need to be right and centers him on being consistent.
When a price invalidates a premise, Twistz is flat first and curious later. He measures success by rule adherence and realizes R, not by calling tops or bottoms. If a trade wins but violates a rule, it’s scored as a mistake; if a trade loses but follows the plan, it’s a good rep. Over time, this bias toward mechanics compounds—less decision fatigue, tighter variance, and an equity curve driven by execution rather than ego.
Protect the Account: Defined-Risk Entries, Hard Stops, No Averaging Down
Twistz builds every trade around a fixed maximum loss and a pre-marked invalidation level. Stops are placed where the idea is objectively wrong—not “somewhere comfortable”—and they’re hard, not mental. If price tags the stop, he’s out instantly; no widening, no praying, no hedging a bad decision with more risk.
He never averages down on a losing position. Adds only occur after progress: partial profit taken or structure rebuilt in his favor, never while underwater. If slippage or news turns a clean setup messy, Twistz cuts first and reassesses later, keeping the day’s drawdown inside plan. The account is the business—protect it today so you can play tomorrow.
In the end, Twistz’s edge isn’t a magic indicator—it’s a system that puts account survival first and everything else second. He sets a hard daily loss cap, sizes each trade backward from the invalidation, and lets volatility dictate how big or small he swings. When ATR jumps or the book thins, he cuts size without debate; when ranges compress, he leans in—but never outside the plan. He diversifies by behavior and time, not by collecting tickers: one continuation, one fade, one hold-to-close when the market actually trends. And when a setup breaks, he’s flat immediately—no averaging down, no “one last try,” no storytelling to justify staying.
What really sticks from Twistz’s interview is the discipline scaffolding around all that: a repeatable morning routine, news and volatility filters that keep him out of landmines, and strict eval-friendly rules so “consistency” clauses don’t eat payouts. He measures success by rule adherence and realizes R, not by calling tops; he journals mechanics, not narratives; and he upgrades one micro-rule at a time so execution keeps compounding. If you boil it down to trader-ready takeaways, it’s this: protect the account, let volatility lead, diversify by strategy and duration, execute rules over predictions, and leave ego at the login screen.
