Table of Contents
This interview brings together host Riz on the Words of Rizdom podcast and trader-coach Tomas Males to talk candidly about the real journey behind the charts—entrepreneurship, mental health, and the habits that keep you in the game. You’ll hear how Tomas went from a brutal depressive spell to rebuilding purpose and process, and why Riz’s own story of loss, resilience, and leadership resonates with traders who are trying to turn pressure into performance. It’s raw, honest, and exactly the kind of conversation most trading rooms never have.
Reading this, you’ll learn the strategy behind staying profitable when life isn’t—how to reset expectations, spot the traps of social-media perfection, and build a simple daily structure that compounds discipline. We’ll pull out the trader-specific lessons on risk, mindset, and execution that Tomas and Riz surface: deciding to act when you’re stuck, asking for help before it costs you, and turning adversity into an edge you can bring to your next trade.
Tomas Males Playbook & Strategy: How He Actually Trades
The Market Lens He Uses
Before any trades, Tomas frames the market in plain English: what’s trending, what’s chopping, and where the big participants are likely positioned. This section gives you his fast way to read structure and volatility, so you’re only hunting in the right places.
- Define the regime on open: trending (higher highs/lows or lower highs/lows) vs. balanced (range with value building). Trade with the regime; if balanced, fade extremes—if trending, trade pullbacks.
- Mark three prices before RTH: yesterday’s high/low and the session VWAP/AVWAP anchor from the prior impulse. Those are your “gravity points.”
- Use ATR(14) on your trading timeframe to set a daily movement expectation; if the price has already traveled 80–100% of ATR, downshift to mean-reversion ideas.
- Identify liquidity magnets: prior day close, session IB highs/lows, and round numbers (00/50). Expect reaction or acceleration there—don’t be surprised.
- If macro data or earnings can re-price the day, classify it as “event-driven.” On those days, wait for the post-event structure (5–15 minutes) before committing.
The A+ Setups He Actually Takes
You don’t need 20 patterns. Tomas focuses on a small menu with clear conditions, so execution is nearly automatic. Here’s exactly what qualifies as “A+” for him.
- Trend pullback: After a clean break and close beyond a key level, wait for a 38–61% retrace to the 9/20 EMA cluster and a hold above/below VWAP. Enter the first higher low/lower high.
- Range fade: In a balanced day, short near-range highs and buy near-range lows only on a wick/failed breakout back inside value and a delta shift (buyers/sellers trapped).
- Break-and-go: Strong catalyst pushes through a multi-touch level with expanding volume. Enter on the first 1–2 bar pause/flag as long as the price holds above the breakout level.
- Reversal only on exhaustion: Two conditions required—stop-run spike into HTF level + immediate reclaim (close back inside). No reclaim, no reversal.
- Time filter: First 15–120 minutes and last 90 minutes get priority. Midday trades must be higher quality (confluence from HTF + fresh catalyst) or are skipped.
Risk & Position Sizing (The Non-Negotiables)
Tomas treats risk like oxygen—non-dramatic, always there, never optional. These rules keep losing days small and winning days scalable.
- Risk per trade: 0.25–0.75R of account risk depending on setup grade (A+ gets up to 0.75R, B gets 0.25–0.5R, C is passed).
- Initial stop: Beyond the invalidation structure, not the entry candle. For pullbacks, the stop goes past the swing that defines the trend continuation.
- Volatility sizing: Position size = (risk $) / (stop distance). If ATR doubles, your size halves—don’t “feel” your way; calculate it.
- Max daily loss: 2R hard stop. Hit it, stop trading. No exceptions, no “just one more.”
- Correlation cap: Only one position per theme (e.g., same sector beta or same currency driver). Multiple names, one risk bucket.
Entry & Execution Mechanics
Entries aren’t about hero calls. Tomas pre-plans triggers and lets price “invite” him in. This keeps emotion low and repeatability high.
- Predefine the trigger: “Close above X and hold for one bar” or “wick into level and immediately reclaim.” If the condition doesn’t print, there is no trade.
- Use limit-at-level on pullbacks and stop-market on momentum breaks. Don’t mix them.
- Enter partials only if the plan requires scaling (e.g., thirds at level, reclaim, and first HL/LH). Otherwise, a single decisive entry is simpler.
- Slippage plan: On events, widen the stop by 10–20% in the calculator before sizing. If spread balloons, skip—it’s a hidden cost.
Trade Management & Exits
Most P&L is decided after entry. Tomas manages winners with simple, rules-first logic to let the best trades breathe without giving back the lot.
- First scale at 1R only if the setup is not A+. For A+ trades, hold full until 1.5–2R unless structure breaks.
- Trail behind structure, not candles: move stop to the last HL/LH only after a new impulse leg forms.
- VWAP rule: In trend trades, as long as price holds the “correct” side of VWAP/AVWAP, stay in. A decisive cross + failure to reclaim is your exit cue.
- Time stop: If a trade goes nowhere for two full rotations of your entry timeframe, close it. Opportunity cost is real.
- News bomb: If a surprise headline reverses structure and traps you against your thesis, reduce by half immediately and reassess.
Playbook for News & Events
Event days can pay—or punish—the unprepared. Tomas uses a lightweight process that prevents revenge trades and keeps him objective.
- Pre-tag sessions: “No Event,” “Scheduled,” or “Surprise-Risk.” “Scheduled” means stand down during release; trade the second move, not the first spike.
- Directional bias must come from post-event structure, not the calendar. Let the chart print the new regime.
- If VIX (or your market’s vol proxy) is expanding fast, reduce size by 25–50% and widen stops proportionally; keep dollar risk constant.
- Avoid new positions 15 minutes before a big release unless you’re already at break-even or better with structure protection.
Daily Routine & Mindset (How He Stays Sharp)
Consistency beats intensity. Tomas keeps a short, repeatable routine that reduces decision fatigue and protects mental capital.
- Morning: 10-minute scan—mark HTF levels, regime, and two primary scenarios. One page only. If you need more, you’re forcing trades.
- During session: Use a two-column log—“What I planned” vs. “What I did.” Write before and after each trade in plain language.
- Breaks on purpose: If two consecutive losses occur, step away for 20 minutes. The goal is to break the tilt spiral early.
- End of day: Tag trades A/B/C quality. Only A trades may be scaled in size next week; B/C stay capped.
Journal & Metrics That Actually Improve P&L
Journaling is only useful if it changes behavior. Tomas tracks a handful of metrics that directly influence expectancy.
- Win rate by setup (not overall). Drop any setup that can’t produce >1.2 expectancy over 30 samples.
- Average adverse excursion (AAE). If your AAE routinely hits 70% of the stop, your entry is early—refine trigger or wait for a reclaim.
- Time-in-trade by setup. If your best winners resolve quickly, stop babysitting slow grinds that tie up capital.
- “Plan-to-live” score: 0–2 per trade (0 = broke plan, 1 = partial adherence, 2 = perfect). Only increase size after four consecutive 2’s.
Tools & Templates He Reuses
You don’t need fancy toys—just consistent scaffolding. Here’s what Tomas leans on to reduce friction and keep decisions clean.
- Chart pack: HTF (daily/4H) for context, execution TF (15m/5m), and a tape/delta view if available. Nothing else during live risk.
- Levels template: Prior day H/L/C, IB H/L, weekly open, VWAP/AVWAP, and one anchored level from the last large impulse.
- Checklists: Pre-trade (regime, level, trigger, risk, catalyst), in-trade (trail, scale, structure intact?), post-trade (tag, note, screenshot).
- Risk calculator spreadsheet or built-in broker tool to size by stop distance—no mental math under pressure.
Scaling Up Without Blowing Up
Growth comes from doing more of what already works—not from inventing new problems. Tomas’s scales size slowly and symmetrically.
- Size only after 30 trade samples with positive expectancy and a 2:1 profit factor on that setup.
- Add size on winners, not losers: increase risk 10–20% after a green week that met the “plan-to-live” criteria; hold flat or reduce after a red week.
- Keep withdrawal and cushion rules: pull a fixed % of gains monthly and maintain a minimum drawdown buffer before any size bumps.
- When account or volatility doubles, cut size in half for one week to recalibrate execution at the new scale.
Size Risk First: Define R, cap daily loss, protect mental capital.
Tomas Males starts every session by deciding what he’s willing to lose, not what he hopes to make. He treats “R” as a fixed unit—pre-calculated from account size—so every trade speaks the same language. That lets him compare setups cleanly and avoid the trap of sizing by gut feel. Before he hunts entries, he knows the exact dollar risk, stop distance, and how many shares or contracts fit that box.
He also caps his daily loss at a hard number and respects it like a margin call. Once that line is hit, Tomas stops trading to protect confidence and preserve decision quality for tomorrow. This keeps losses small and survivable while giving winning days room to grow. The meta-goal, as Tomas puts it, is simple: protect mental capital first, and the account will follow.
Trade Volatility, Not Opinions: Allocate by ATR, widen stops intelligently
Tomas Males builds positions from what the tape is actually doing, not what he wishes it would do. He uses ATR to translate volatility into position size, taking a smaller size when the market stretches and only pressing when ranges compress. If ATR doubles, his size halves, so his dollar risk per trade stays constant. That way, he doesn’t confuse a hot take with a risk plan.
On event days or sudden spikes, Tomas widens stops proportionally and cuts size to keep the same R intact. He treats regime shifts—trend, balance, expansion—as signals to adjust exposure rather than change the strategy itself. When volatility cools, he allows tighter stops and can scale adds after structure confirms. Opinions change fast; ATR lets Tomas anchor decisions to measurable conditions.
Diversify by Underlying, Strategy, and Timeframe to Smooth Equity
Tomas Males avoids single-thread risk by spreading exposure across uncorrelated underlyings, distinct strategy types, and multiple timeframes. He treats diversification as variance control, not as a license to overtrade. A trend pullback in an index future, a mean-reversion fade in a currency pair, and a breakout continuation in a large-cap stock are three different engines, not three copies of the same idea. If one theme stalls, the others can carry the day, keeping his equity curve steadier.
He also rotates holding periods, so not every trade settles on the same clock. Intraday positions scratch the itch for immediacy, swing positions harvest bigger moves, and occasional higher-timeframe anchors define the macro wind. Tomas caps correlation by theme—no stacking three tech names on the same beta—and sizes each leg by its own volatility. The result is a portfolio that breathes without whipsawing his psychology, letting discipline compound instead of stress.
Follow mechanics over prediction: Predefine triggers, execute, journal, iterate.
Tomas Males treats prediction as entertainment and mechanics as business. Before the session, he writes exact triggers—“close above level and hold one bar,” “wick into demand then immediate reclaim”—so entries are binary and emotionless. When price prints the condition, he executes; when it doesn’t, he does nothing. This removes the urge to “feel” a move and turns trading into a checklist he can actually repeat.
After each trade, Tomas journals in plain language: what he planned, what he did, and what the market did next. He tags quality, notes mistakes, and extracts one tweak to test tomorrow, keeping iteration tight and incremental. The goal isn’t to be right; it’s to become slightly less wrong every week. Following mechanics over prediction gives Tomas a process that compounds skill even when P&L is flat.
Choose defined or undefined risk intentionally; adjust sizing and exits.
Tomas Males decides upfront whether the trade needs a hard ceiling or can breathe, and he sizes accordingly. When he chooses defined risk, he fixes the maximum loss at entry and accepts a smaller position size in exchange for clarity and survivability. With undefined risk, he only participates when the structure is clean, liquidity is deep, and he has a fast, mechanical exit plan. Tomas treats these as different tools, not beliefs—pick the right one for the job, not for the ego.
He tightens targets and takes earlier partials on defined-risk trades because the payoff is capped, while he lets undefined-risk winners run behind structure as long as the price behaves. If volatility expands mid-trade, Tomas automatically converts undefined risk into defined—reduce size, firm up stops, and switch to structure-based trailing. Exits are matched to the risk type: binary and brisk for defined, dynamic, and structure-led for undefined. The key for Tomas Males is consistency—risk type, size, and exit logic must agree before the first click.
In the end, Tomas Males makes trading deceptively simple: protect R first, and everything else lines up behind that choice. He fixes risk per trade, enforces a hard daily stop, and treats mental capital like the scarce resource it is. From there, he builds around volatility—sizing by ATR, widening or tightening stops with the tape, and letting conditions, not opinions, dictate exposure. It’s discipline over drama, math over mood.
What rounds it out is how Tomas diversifies and executes. He spreads bets across different underlyings, strategy types, and timeframes so one theme can’t sink the day, then follows mechanics over prediction with prewritten triggers and clean journaling loops. Finally, he chooses risk type on purpose—defined when he needs a ceiling, undefined when structure and liquidity justify it—and aligns sizing and exits to that choice. Put together, the lesson set is clear: if you standardize risk, respect volatility, and let rules do the heavy lifting, you give skill the room to compound.
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