Table of Contents
Marco Ribeiro—Mayfair senior trader with roots in South Africa and now based in the UK—joins a fellow floor pro for a candid, no-gloss sit-down about the journey that actually shapes consistent trading. From early courses to cross-Atlantic trips (Miami, Dallas) and weekly squad webinars, Marco’s story is about deliberate growth, not overnight wins, and why that makes him worth listening to if you care about trading beyond screenshots.
You’ll learn why psychology beats pure mechanics, how to build a process that survives drawdowns, and why mastering yourself—patience, discipline, delayed gratification—comes before mastering any setup. Expect practical notes on risk tolerance, individuality in execution, using mentorship to accelerate progress, and documenting your path so you can see real growth over time. If you’re a trader who wants a durable strategy instead of a dopamine hit, this conversation maps out what to prioritize next.
Marco Ribeiro Playbook & Strategy: How He Actually Trades
Market Selection & Bias
Before taking any trade, you need a clear reason to be involved in that market today. This section lays out how to pick instruments and frame a directional bias so you’re not guessing once the session heats up.
- Trade 1–3 instruments only (primary + backup): e.g., GBPUSD, NAS100, or a top-liquid equity future; avoid adding mid-week.
- Build a daily bias from HTF → LTF: Monthly/Weekly swing context → Daily key levels → 4H structure → 1H execution map.
- Bias checklist must score ≥3/4: trend alignment (HTF), fresh catalyst (calendar or earnings), location (at/near key level), volatility (ATR ≥ 80% of 6-month median).
- No trade if HTF trend and catalyst conflict; stand down until price re-tests your map levels.
- Set one invalidation per bias (e.g., prior day’s high/low reclaim on close); if invalidated, flip to “neutral” until new data prints.
Levels, Structures & Timing
Good trades start at great locations. Here’s how to mark levels and time entries around the sessions when liquidity is real.
- Pre-mark: HTF zones (weekly supply/demand), prior day high/low (PDH/PDL), session VWAPs, and round numbers (00/50).
- Only trade at levels you’ve marked pre-session; no mid-range chasing.
- Preferred windows: London open ±90m, New York open ±90m, and NYSE first hour for indices.
- Require confluence of 2+ factors to engage: HTF level + intraday structure break or VWAP/AVWAP reaction.
- If the price is between VWAP and mid-range with no catalyst, pass and re-assess at the next session window.
Setups & Triggers
Keep setups few and surgical. These rules define exactly what “go” looks like, so you act, not hesitate.
- Break-and-Retest (trend): Identify HH/HL (uptrend) or LL/LH (downtrend) on 15m; enter on retest of broken structure with 1m/5m rejection wick.
- Reversal at Extremes: At PDH/PDL or HTF zone, wait for stop-run wick + close back in range on 5m, then a lower high/higher low to confirm.
- VWAP Mean-Revert: If price stretches >1.25x intraday ATR from VWAP, look for fade back to VWAP only with confirmation candle and reduced size.
- News Burst Continuation: Post-news, only take continuation if the first pullback holds the impulse 50% area and 5m prints higher low/lower high.
- Each setup must have a photographed example in your playbook; no screenshot = no live trade.
Risk, Size & Exits
Survival > brilliance. These rules lock your downside, standardize sizing, and get you out clean.
- Risk per trade: 0.25%–0.5% of equity; never exceed 1R daily loss without a hard stop on the platform.
- Max daily loss: 2R; hit it and stop for the day—mandatory.
- Initial stop: beyond the structure that defines the idea (swing high/low or wick extreme); never inside the noise.
- Move to breakeven only after +1R and a higher low/lower high forms; not sooner.
- Scale out 50% at +1.5R, trail the remainder behind the last confirmed swing on 5m; hard exit at first close against the trend after a parabolic push.
Trade Management Protocol
The entry is the easy part. This section keeps you from interfering when your edge is printing—or bleeding when it isn’t.
- No add-ons unless the initial risk is reduced (stop at BE or better) and HTF bias remains intact.
- If momentum stalls for two consecutive 5m closes at a target level, take partials; don’t “hope” for the moon.
- If price returns to your entry after +1R without structure advancement, exit flat and re-assess.
- News protection: flatten or reduce to 25% size 2 minutes before red-flag releases unless the trade is already +2R with buffer.
- One active idea per instrument; no hedging yourself on the same product.
Volatility & News Playbook
Catalysts make or break a day. Trade them with structure, not vibes.
- Trade only scheduled high-impact events you’ve planned pre-session; random headlines = observe only.
- For FX: prioritize CPI, NFP, central bank rate/statement; for indices: CPI, FOMC, big-cap earnings, and ISM.
- Pre-define both continuation and fade plans: impulse → 50% pullback hold (continuation) vs. stop-run at HTF level + reclaim (fade).
- Widen stops by 1.2–1.5x normal during the first 5 minutes post-release, or sit it out and engage on the second leg.
- If the first minute range > 1.2× your 5-day average first-minute range, stand down and wait for a 5m inside bar to break.
Data, Metrics & Scorecard
What gets measured gets repeated. These rules turn your trading into a measurable business.
- Maintain a daily scorecard: Bias quality (0–2), Location (0–2), Trigger (0–2), Risk discipline (0–2), Management (0–2); only take trades with a pre-score ≥6/10.
- Track KPIs weekly: win rate, average R, expectancy (avg R * win rate), time-in-trade median, and heat (max adverse excursion).
- Tag each trade by setup type, session, and catalyst; review only within tags to see the true edge.
- Stop trading any setup with 10-trade rolling expectancy < 0; run a SIM block to fix it before re-enabling.
- Quarterly audit: remove the worst-performing instrument or setup and increase the size slightly on the best performer.
Routine & Psychology
Consistency lives in your calendar. This routine shrinks decision fatigue and protects focus.
- Pre-market (30–45m): HTF scan, level marking, news map, write one sentence for bias and invalidation; no social feeds.
- During session: timer for focus blocks (45m on/10m off), standing desk for open, no new trades after three consecutive losses.
- Post-market (20m): journal 3 screenshots (pre, entry, exit), tag setup, and rate emotions (1–5) for entry and exit separately.
- If you feel FOMO/tilt (self-rated ≥4), switch to chart replay or stop for the day.
- Weekly reset: one hour to print and annotate the top 3 trades and one worst trade; write a 3-bullet improvement plan.
Playbook Examples & Checklists
Make the abstract concrete. Use these checklists to green-light or kill a trade in seconds.
- Pre-Trade 6-Point Check: HTF bias? Level? Catalyst? Volatility OK? Trigger seen? Risk ≤0.5%? If any “no,” pass.
- Break-Retest Long: 15m HH/HL → break prior high → 5m retest holds → 1m rejection wick → enter; stop under retest low; first target at +1.5R.
- Reversal Short at PDH: Liquidity sweep above PDH → 5m close back below → lower high on 1m/5m → enter; stop above sweep wick; partial at VWAP.
- VWAP Fade: Stretch >1.25× intraday ATR from VWAP → reversal candle at pre-marked level → scale out into VWAP touch, trail remainder if reclaim fails.
- News Continuation: First pullback holds 50% of impulse → 5m HL/LH confirms → enter with half size; add only after +1R and HL/LH persists.
Risk Events & Drawdown Plan
You will hit turbulence. Here’s how to keep the account intact and your head clear.
- Hard equity stop: at −6R on the rolling 5-day; switch to half size for the next 10 trades.
- After any 3R day: next day max risk per trade = 0.25% and cap at two trades.
- If two weeks end negatively: trade only your #1 setup for a full week; all others are paused.
- No strategy changes mid-drawdown; adjustments only during weekend review with data in hand.
- Rebuild confidence with replay and SIM of your A-setup: 20 high-quality reps before restoring size.
Execution Standards
Your edge is only as good as your execution. These micro-rules reduce slippage and second-guessing.
- Use stop orders for breakouts, limit orders for retests; avoid market orders except for emergency exits.
- Never widen a stop after entry; either exit and re-enter or let it work.
- Type the reason for entry in 1 sentence before clicking “Buy/Sell”; if you can’t, you don’t have a trade.
- Keep the DOM/T&S visible during the first 30 minutes of the session for indices; minimize after to avoid noise.
- Audio alert on your marked levels so you’re not glued to the screen between windows.
Scaling the Account
When the data proves it, step up deliberately—no leaps of faith.
- Size step rule: increase risk per trade by 10–15% only after 30-trade rolling expectancy ≥ +0.3R and drawdown ≤ 5R.
- Withdrawals: skim 20–30% of profits monthly to reduce emotional attachment and smooth equity curve expectations.
- Add a new instrument only after 60 days of green P&L on the current roster and a tested playbook for the new product.
- Automate what you can: alerts, screenshots, and journaling templates to protect consistency.
- Keep discretionary time for review and improvement, not for new shiny strategies mid-week.
Workflows & Templates
Repeatable tools make repeatable results. Set these up once and use them every day.
- Chart template: HTF (D/4H) clean, LTF (1H/15m/5m) with VWAP/AVWAP, session markers, PDH/PDL, and ATR(14) panel.
- Journal template fields: instrument, setup tag, bias sentence, invalidation, entry/stop/targets, R result, emotions (in/out), screenshots (3), notes.
- Weekly score: total R, win rate, best/worst setup, rule breaks (count), action plan (3 bullets).
- Pre-session watchlist: 2–3 names with “why today” in one line each; delete if “why” expires mid-session.
- End-of-month audit: kill one habit, upgrade one process, scale one strength—exact actions scheduled on calendar.
Size Risk First: Fixed Risk Percent and Volatility-Adjusted Position Sizing
Marco Ribeiro keeps it simple: decide the loss you can accept before you even think about the win. He anchors every trade to a fixed risk percent of equity—small enough to survive a losing streak, big enough to matter—then adjusts position size to the instrument’s current volatility so the stop sits beyond meaningful structure, not within noise. By locking risk in cash terms first and letting size float, he avoids the classic mistake of equal lot sizes in unequal markets.
In practice, Marco Ribeiro measures recent range or ATR to scale positions so that a logical stop (swing high/low, level reclaim, or volatility band break) equates to the pre-set risk. If volatility expands, he reduces size; if it contracts, size increases—risk stays constant. This turns randomness into math: same downside per trade, cleaner expectancy, and a steadier equity curve that isn’t hostage to regime changes.
Allocate by Volatility Regimes, Not Gut Feel: Scale When Markets Expand
Marco Ribeiro treats volatility like a traffic light—green, yellow, red—and sizes exposure accordingly. When realized and implied volatility lift, he doesn’t guess; he scales up only in setups that statistically improve with range and scales down or sidelines mean-revert ideas that break in chop. The point is to let the market’s regime choose the throttle, not adrenaline or FOMO. If the tape is quiet, he runs smaller, takes profits quicker, and protects capital for the next expansion.
Marco Ribeiro’s workflow is simple: define a low/normal/high vol bracket from ATR or standard deviation, map which playbook setups perform in each, and bind max exposure per bracket. In high vol, he widens stops to structural levels, reduces unit size, but allows more total R across uncorrelated trades; in low vol, he tightens stops, lowers expectations, and avoids breakout chasing. He also staggers entries—half-size on the signal, half on confirmation—to avoid overcommitting at the first spike. The net effect is consistency: the market changes gears, and his allocation shifts with it, automatically.
Diversify Across Underlying, Strategy, and Duration to Smooth Equity Curve
Marco Ribeiro spreads risk the way pros spread crops: different fields, different seasons. He rotates across a small basket of underlyings—one FX pair, one index future, and one equity name—so that a bad week in one doesn’t sink the ship. He also splits tactics: one trend-continuation setup, one mean-reversion, and one catalyst play, ensuring not all trades win or lose for the same reason.
Duration matters too, and Marco Ribeiro mixes intraday executions with swing holds when the higher time frame is clean. Short-term trades harvest frequent but smaller R, while the swing captures the asymmetric move when conditions align. Together, these three-dimensional diversification—underlying, strategy, duration—flattens drawdowns, keeps confidence intact, and lets the edge compound without drama.
Trade Defined Risk Setups; Avoid Unlimited Tail Exposure Without a Hedge
Marco Ribeiro keeps his playbook biased toward defined risk, so the worst case is known before entry. He prefers structures where the stop is anchored to an objective line in the sand—prior swing high/low, session extreme, or a clean HTF level—so slippage is the only wild card, not a bottomless loss. When he encounters strategies with inherently undefined tails (gap risk, news fades, overnight holds), he either sizes them to “scratch money” or adds an explicit hedge to hard-cap the downside.
When volatility is jumping, Marco Ribeiro tightens this discipline even more: if he can’t quantify the tail, he passes or pairs the trade with a protective element (e.g., options hedge, correlated offset, or time stop). He treats leverage as a privilege earned by structure, not a default right, and refuses to widen stops to “give it room” after entry. If the thesis breaks, he’s out—no negotiations—then he waits for a new, hedgeable setup rather than averaging losers. This approach keeps drawdowns shallow, preserves decision quality, and lets his winners—not one reckless tail event—write the equity curve.
Follow Mechanics Over Prediction: Pre-Plan Entries, Exits, and Management Rules
Marco Ribeiro doesn’t try to outguess the market; he out-executes it. He builds if–then rules for each setup—entry trigger, stop location, add/trim logic, and exit conditions—so decisions are made before emotions show up. Every trade starts with a written one-sentence thesis and an invalidation line you can point to on the chart. If the trigger doesn’t print exactly, he passes; if invalidation hits, he’s out—no bargaining. Prediction is optional, but mechanics are mandatory.
In live action, Marco Ribeiro runs a checklist: level tagged pre-session, trigger confirmed on the execution timeframe, stop set beyond structure, and targets staged by R-multiples and context. Management is standardized: move to breakeven after structure advances, partial at first objective, trail behind swings only when momentum persists. He bans mid-trade edits unless they were pre-authorized in the plan and logged in advance. The goal is simple—consistent behavior that turns a statistical edge into repeatable results—because the market doesn’t reward those who “know,” it rewards those who execute.
In the end, Marco Ribeiro’s message is refreshingly simple: build a process that fits you, then protect it with rules you’ll actually follow. He hammers home that risk is personal—decide your cash-at-risk first, place stops beyond real structure, and let volatility dictate position size instead of ego. Psychology isn’t an afterthought; it’s the engine. Your routine, your environment, your ability to sit on your hands—these decide whether you execute cleanly when the trigger finally prints. Mentorship and community help, but only if you do the daily work: mark levels, plan if–then scenarios, and write a one-sentence thesis with a clear invalidation before every trade.
Marco Ribeiro also makes the edge practical: diversify by underlying, strategy, and duration so one idea never sinks on the day. Trade defined risk by default, hedge or downsize the stuff with unknown tails, and never widen a stop after you’re in. Let volatility regimes choose your throttle—smaller and quicker in quiet markets, wider and more selective when the range expands. Treat mechanics as non-negotiable: pre-plan entries, scale-outs, and trailing rules so emotions don’t improvise mid-trade. Do that consistently, and the equity curve becomes a reflection of discipline, not prediction.
