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This interview features Jared Tendler—the trading psychologist behind countless elite performers—digging into how real traders build and protect their edge by mastering emotional mechanics, not pretending to be robots. From a YouTube sit-down, Tendler explains why going “flat” kills drive, how excess emotion hijacks higher brain function, and why revenge trades feel justified in the moment. You’ll hear why the goal isn’t to delete feelings but to calibrate them so your strategy executes cleanly under pressure.
In this piece, you’ll learn how to tell true market intuition from fear masquerading as “signals,” how to design protocols that stop FOMO and tilt before they start, and why backtesting isn’t trading until you add live emotional stress. We’ll also cover Tendler’s take on the gambler vs. trader line (negative edge vs. positive edge), practical ways to align temperament with strategy, and what it really takes to compound skill over months and years—not days.
Jared Tendler Playbook & Strategy: How He Actually Trades
Mindset That Executes: Use Emotion as Fuel, Not the Driver
You don’t need to be a robot—you need the right dose of emotion so your strategy actually fires cleanly under pressure. The key is recognizing that when emotion spikes too high, your decision-making circuitry degrades and you slide toward revenge trades. This section shows you how to set a “performance state” that stays powerful but controlled.
- Set a pre-market “energy target”: if you feel flat or overly amped, delay size until you’re within a 6–7/10 arousal zone (below 5 = passive, above 8 = impulsive).
- If you catch yourself justifying a revenge trade, hard-stop: flatten exposure and start a 3-minute reset timer before any new orders.
- Write a 1-sentence mission for the session (e.g., “Execute A-setups only; no reactive adds”); keep it visible on your platform.
Temperament-Fit Tactics: Align Timeframe, Rules, and Risk
Your rules should fit who you are today, not an idealized version of you. If losses eat at you, if you crave fast feedback, or if FOMO bites, tweak timeframe and management to reduce decision fatigue and emotional drag—without breaking expectancy.
- If you dislike slow feedback, move up one timeframe (e.g., swing → intraday) and cap trade duration (e.g., max 90 minutes in-trade).
- If you hate losses, adopt “BE-fast, trail-slow”: move to breakeven quickly only after a defined impulse (e.g., +0.8R or first structure break), then trail by structure—not ticks.
- If FOMO is your issue, prohibit moving stops to BE until target 1 prints; accept the planned loss or do not enter.
Intuition vs. Impulse: The 30-Second Reality Check
Sometimes “gut” is real pattern recognition; other times it’s fear in disguise. Use a fast check to separate market-informed intuition from emotional noise before you click.
- Ask: “What objective support this feeling?” If you can’t name at least two (order-flow shift, level reaction, structure break), treat it as an impulse and stand down.
- Run the 4-breath scan (inhale 4s, exhale 6s, repeat×4) while listing the opposing case out loud; if the urge weakens, it was emotion, not edge.
- Log the sensation: location (chest/gut), intensity (1–10), and context; tag later as “intuition” or “impulse” after result review.
The Tilt Protocol: Stop the Spiral Before It Starts
Once emotion overwhelms, your ability to regulate collapses. You must treat early signs as a mechanical risk event with automatic steps that remove discretion until you’re back online.
- Trigger conditions (any one): two consecutive execution errors, justification language (“I’ll get it back”), or physiologic tells (tight jaw, heat in face).
- Immediate actions: flatten non-A positions; cut order size by 50% for the next two valid setups; start a 10-minute cooldown away from screens.
- Re-entry gate: complete a quick “Injection of Logic” script (e.g., “Edge plays out over sequences, not single trades; forcing = negative EV”), then journal the trigger.
A/B/C-Game Mapping: Know Your State, Adjust Your Risk
Map behaviors into A-, B-, and C-Game so you can scale risk and expectations in real time. The goal is not perfection—it’s protecting expectancy by matching size and rules to today’s capacity.
- Define A-Game (clean reads, patient execution), B-Game (slight haste, minor second-guessing), C-Game (rule breaks, chase).
- Size rules: A = 100% size; B = 50–70%; C = 0% (observation only).
- Management rules: A = standard; B = conservative targets; C = journal and sim only until markers improve.
Loss Handling & Sequence Thinking: Protect the Next Trade
Humans hate streaky losses; it warps the perception of probabilities. Switch from trade-by-trade emotion to sequence logic that protects the next valid execution.
- Predetermine your “max emotional loss” for the session (e.g., 2R or two execution errors) and stop at that limit regardless of PnL.
- After 3 losses in a row, trade the next signal at half size and require extra confirmation (e.g., second test of level) before restoring size.
- Never add to losers; if tempted, scale out 1/3 immediately and replan from flat.
Pre-Market Emotional Prep: Set Baselines Before You Risk
Your brain is part of your risk stack. A 90-second check and a tiny script can prevent hours of damage later.
- Baseline check: sleep score, current stressors, and arousal level (1–10). If <5 or >8, start reduced-size plan.
- Define one execution goal (process, not P&L) and one failure tripwire (e.g., “If I skip a checklist step, I pause trading and reset”).
- Visualize the first two scenarios you’re most likely to trade; rehearse entry, add, exit, and the most likely sabotage thought.
Social Feed Hygiene: Protect Your Signal-to-Noise
Social media can inform or inflame. Treat it like any other volatile input—schedule it and sanitize it so it doesn’t hijack your state mid-session.
- No feeds during active sessions; block platforms or use focus mode.
- Curate: follow fewer accounts; mute PnL flexing and trade-calling that spikes your arousal or FOMO.
- Post-session only: 15–20 minutes to capture ideas into a watchlist, not into live trades.
Build Your Emotional Playbooks: Protocols for Common Triggers
You can’t wing emotional control; you pre-plan it. Create micro-playbooks for your top three triggers so the action is automatic when pressure hits.
- Fear of missing out: forbid market orders; require limit-only at planned levels; if a move runs without you, tag “missed”—no chase entries.
- Anger after a loss: step away for five minutes; write a one-line “Injection of Logic”; resume at half size for one trade.
- Overconfidence after a win: lock size for two trades (no increase); remove PnL from view until the session ends.
Post-Trade Repair & Learning: The Mental Hand History
You fix execution by tracing bad outcomes to the specific belief or pattern that fired. A quick post-trade template turns pain into future protection.
- Template (write it fast): 1) Situation, 2) Thoughts/feelings, 3) Error made, 4) Flawed belief behind it, 5) Corrected belief/script, 6) New rule to test next session.
- Convert each corrected belief into a short “logic injection” you can read before entries that typically trigger you.
- Review weekly: promote any rule that saved at least 1R into your permanent checklist; retire rules that add friction without improving expectancy.
Size Risk First: Let position sizing drive every trade decision
Position size is the steering wheel—get it wrong and the best setup still crashes. Jared Tendler emphasizes that risk sets your emotional load before the first tick; too big and you’re already tilted, too small and you won’t execute with conviction. Decide max risk per trade and per session before the bell, then size positions so losing that amount is psychologically tolerable. When risk is pre-allocated, you can judge the setup on quality, not on how scary the P&L might feel.
Treat size as a living variable tied to market conditions, not a fixed badge of courage. Scale down in high-volatility regimes and after execution errors; scale up only after clean sequences where you followed rules, not just because you won. Keep adds pre-planned—no discretionary “make it back” size bumps mid-trade. If you can’t state your stop, target, and risk in one clear sentence before entry, the position size is too large for your clarity.
Allocate by Volatility: throttle exposure as realized volatility expands and contracts.
Volatility is your speed limit, and Jared Tendler wants you driving within it, not pretending it isn’t raining. When ATR or average range is expanding, widen stops, trim size, and shorten hold times so normal noise doesn’t eject you at max pain. When volatility compresses, do the opposite: tighten stops, increase size modestly, and let trades work longer because noise won’t shake you as easily. The point is simple—exposure follows the tape’s behavior, not your mood or P&LL.
Build a volatility ladder and stick to it like a pilot’s checklist. For example: if 14-day ATR is 1.5× its 3-month median, cut size 30–50%, reduce concurrent positions, and require cleaner A-setups; if ATR is ≤0.8×, allow a small size bump and wider scaling plan. Adjust profit targets by the same factor so R multiples remain apples to apples across regimes. And when intraday vol spikes suddenly, Jared Tendler would have you hit a cooldown—no fresh risk for 10 minutes—then re-enter only if the setup still meets your pre-set volatility rules.
Diversify by underlying, strategy, and duration to smooth equity curves.
Jared Tendler argues that a single “favorite” setup can become a psychological trap when the market environment shifts. Diversifying across underlyings keeps you from over-identifying with one product’s personality and absorbing its drawdowns as a personal verdict. Mixing strategies—trend, mean reversion, breakout, premium selling—spreads edge across conditions so a cold streak in one playbook doesn’t nuke confidence. Varying duration (scalp, intraday swing, multi-day hold) further staggers risk so losses don’t cluster in the same time bucket. The result is a steadier equity curve that’s easier for your mind to tolerate, which is exactly what Jared Tendler wants: emotional stability driving consistent execution.
Operationally, create a “risk pie” where each slice is an underlying–strategy–duration combo with capped simultaneous exposure. If equities are hot but choppy, keep some risk live in FX carry or commodities trend to offset equity whipsaws. When your breakout book cools, let mean-reversion or options income shoulder more of the load without forcing trades. And review weekly: if one slice is chronically underperforming or spiking your stress, reduce its allocation, tighten its rules, or bench it—diversification is a living system, not a trophy shelf.
Trade the mechanics, not predictions: rules for entries, exits, adjustments.
Jared Tendler stresses that prediction is the sugar high; mechanics are the meal plan. Your job isn’t to be right about the future—it’s to execute a repeatable process that harvests an edge over many trades. That means predefining entry triggers (structure break, retest, order-flow shift), invalidation points, and profit-taking logic before price gets exciting. If the trigger doesn’t print exactly, you don’t “interpret”—you pass. Mechanical clarity lowers emotional noise, which is why Tendler keeps pushing traders to script decisions in advance.
Adjustments should be if–then, never vibes. If price tags are your first target, then scale out 25–50% and move the stop to structure, not arbitrary breakeven. If volatility expands mid-trade, then widen the stop one structure and cut size by a third, or flatten and re-enter on the next valid setup. If the thesis fails (invalid level lost), then exit immediately and log the mistake category (late entry, chasing, rule skip). And if you feel a prediction urge, Jared Tendler would have you read a one-line cue—“I don’t need to know; I need to execute”—and return to the checklist.
Prefer defined-risk plays; quarantine undefined risk with strict process discipline.e
Jared Tendler wants your downside known before you click, because uncertainty multiplies emotion. Defined-risk structures—tight stops with hard exits, options spreads with capped loss, futures with pre-placed OCO orders—make it easier to execute when the tape gets noisy. If you operate with undefined risk, you’re borrowing confidence from luck, and your brain knows it; that’s when hesitation, averaging down, and “one more add” show up. Tendler’s point is simple: when maximum loss is clear, your focus shifts from fear management to clean mechanics.
For situations where undefined risk is unavoidable, you don’t “trust yourself”—you cage it with process. Limit the number of concurrent undefined exposures, hard-cap per-trade and session drawdown, and require extra confirmation before adds. Replace hope with triggers: if the reference level breaks or volatility regime jumps, you cut without debate and reframe the idea from flat. After any undefined-risk loss, run a short post-trade audit and trade the next valid signal at reduced size to prevent a spiral. Jared Tendler would rather see you miss a runaway move than keep risk ambiguous and let emotions own the wheel.
Jared Tendler’s core message is that you don’t delete emotion—you calibrate it so your execution engine stays sharp. He draws a clear line between genuine, pattern-informed intuition and fear masquerading as certainty; revenge trades feel “right” precisely because a flooded brain hijacks judgment. The antidote is a personal “mixture” of arousal and focus—too flat and you under-perform, too amped and you chase, justify, and spiral. Build that balance on top of a profitable system, not vibes: confidence is useful only when it accurately reflects real skill and a tested edge.
From there, Tendler turns discipline into mechanics: predefine triggers and exits, size to psychological tolerance, and treat tilt as a risk event with hard stops and cooldowns. He argues for acclimation—exposure to pressure and losses—so the feelings become tolerable signals rather than emergencies, and he warns that social feeds act like casinos that deplete focus and dopamine if left unchecked. Practical habits matter: schedule real breaks, curate inputs, and keep a running audit so confidence tracks skill, not illusion of control when markets shift. Put simply, Tendler’s “secret sauce” is wiring your process so the next trade is protected from the last emotion—balance the state, respect volatility, control size, and let the system—not the spike—do the talking.
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