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This interview features Gil Ben Hur—prop firm founder and veteran price-action specialist—breaking down how he evolved from creative fields into trading, and then into building The 5%ers funding program. On YouTube, he explains why supply and demand—not indicators—anchor his approach, and why reading charts as a story of buyer vs. seller intent separates consistent traders from gamblers. He also shares how his fund evaluates real talent and why discipline and preparation—not “luck”—drive longevity for retail traders.
In this piece, you’ll learn Gil Ben Hur’s core playbook: read price as narrative, anchor entries to supply/demand imbalances, and pair any tactic with strict risk rules. We’ll cover the evaluation logic he uses with traders (live-account assessment, capped drawdown, 1.5% per-trade risk, measured leverage, and a realistic profit target), plus the mindset edges he sees in winners—patience, process, and journaling execution like an athlete. Expect a beginner-friendly take you can apply this week: how to prep, what to watch, and how to size so your edge actually survives long enough to compound.
Gil Ben Hur Playbook & Strategy: How He Actually Trades
Core Philosophy: read price as a story of intent
Markets move because imbalances build and resolve. Gil Ben Hur treats each chart like a narrative—who’s in control, where they entered, where they’re trapped, and where liquidity sits. This section turns that narrative into rules you can apply to any instrument.
- Start every session by writing a one-line “who’s winning?” bias from the higher timeframe (H4/D1).
- Mark two-sided liquidity: obvious highs/lows, prior session close, round numbers, and news wicks.
- Ask “where are traders trapped?” and look for failed breakouts or stop runs into fresh zones.
- Only trade when you can state in plain English why the price should move from A to B (no vague hunches).
- If bias is unclear, skip the first 30–60 minutes and observe; flat is a valid position.
Market & Timeframe selection: clarity over noise
Gil favors clarity: a clean read beats constant action. Use a top-down view to define context, then drop to an execution chart where structure is visible and noise is manageable.
- Build a three-tier map: D1/H4 for bias, H1/M15 for structure, M5/M1 for entries.
- Focus on 1–3 instruments you understand (major FX pairs or liquid indices) to learn their rhythm.
- Avoid trading during dead sessions for your instrument; concentrate on London/NY overlaps for FX/indices.
- Set a daily loss limit and a daily trade cap specific to each instrument (e.g., max 3 trades on EURUSD).
Supply & demand zones: where the real fights happen
Zones matter when they show an obvious imbalance and a decisive departure. You’re hunting “fresh” areas where orders remain unfilled—not every pullback is a level.
- Define a zone from the base candle(s) before an impulsive move that breaks a market structure level.
- Only keep zones that caused: (a) a break of structure, or (b) a strong displacement (multiple large candles).
- Grade zones A/B/C by freshness and confluence; only trade A/B zones aligned with higher-timeframe bias.
- Invalidate a zone after two clean retests or if price bases inside it (absorbed orders = no edge).
- If multiple zones stack, prefer the origin (the last unmitigated zone that launched the move).
Entry triggers & timing: confirm the imbalance is still real
Your goal is to enter when the other side is getting trapped again. Let price tip its hand, then commit with defined risk—no “hope” entries.
- Wait for a rejection signal at the zone: engulf of the entry candle, long wick rejection, or break-retest of micro-structure.
- Enter on limit at the edge of the zone only if the higher-timeframe bias and momentum agree.
- If price slices through the zone without reaction, stand down—do not “revenge” re-enter.
- Use session timing: favor entries in the first 2 hours of London or New York; avoid minutes before high-impact news.
- One market, one active idea: don’t take correlated trades that duplicate risk.
Risk sizing that survives rough patches
Longevity beats brilliance. Keep risk small, constant, and formula-driven so variance can’t blow you out before your edge plays out.
- Risk a fixed fraction per trade (e.g., 0.25%–0.75% for development; never exceed your pre-defined cap).
- Stop goes beyond the invalidating level of the zone/structure, not at arbitrary round numbers.
- Position size = Account Risk ÷ (Entry – Invalidating Stop) using current ATR to sanity-check volatility.
- Daily stop: stop trading after either 2R down or 2 consecutive full-stop losses—whichever hits first.
- Max aggregate open risk capped (e.g., ≤1.5% across all positions); no adding to losers, ever.
Trade management: let winners pay for the portfolio
Winners should expand, losers should be cut fast. You’ll scale out methodically, trail behind structure, and avoid choking the trade too early.
- Move stop to breakeven at +1R only after a clear market structure shift in your favor on the entry timeframe.
- Scale out 25%–50% at +2R; let the rest trail below/above swing structure or an ATR-based stop.
- If momentum stalls near obvious liquidity (prior H/L or session VWAP), take a partial and re-assess.
- Never widen stops; exit on rule-based invalidation or time stop (e.g., kill trades that go nowhere after X candles).
- Record every management change with a reason; discretionary changes without a note are flagged as mistakes.
Playbook setups: A-grade only
You don’t need ten patterns; you need two that you can execute flawlessly. Make your A-setups painfully specific so they’re obvious in real time.
- A1: Fresh demand in uptrend → sharp displacement → pullback to zone → rejection/engulf trigger → trend continuation.
- A2: Liquidity sweep above prior high into supply → immediate failure back inside range → break of micro-structure → continuation short.
- B-setups trade smaller size (half-risk) and require additional confluence (time of day + HTF momentum).
- If it’s not A or B, it’s a pass. Tag “C/skip” in the journal to reinforce discipline.
News & session filters: avoid unnecessary pain
You’re paid for reading order flow, not gambling on data releases. Use a simple filter to dodge randomness you can’t price.
- Flat 5 minutes before to 5 minutes after high-impact releases for your instrument; widen to 15 minutes for NFP/CPI/FOMC.
- No new trades in the final 30 minutes of your trading session; protect your mental and P&L close.
- If a trade is open into news, either reduce to runner size or tighten to structure—decide before the event.
Evaluation mindset (prop-firm ready)
Consistency beats sprinting. The objective is to protect the drawdown buffer while stacking clean R multiples—exactly what evaluation programs look for.
- Prioritize minimum trading days and steady equity curve over fast targets; small daily profits compound acceptably.
- Hard rule: no same-day revenge trades after hitting daily stop; close platform and log review notes instead.
- Track “rule adherence score” (0–100). Trades taken outside the plan reduce future size until the score recovers.
- Use a weekly checkpoint: if down more than your weekly limit, cut size in half next week until back to the high-water mark.
- Treat the account like a professional mandate: execution quality first, P&L second.
Journaling & metrics: make feedback your edge
Data turns opinions into improvements. Journal the story you saw, the level you traded, and the management decisions you made—then grade them.
- Log: market bias, zone screenshots, entry trigger, stop rationale, R multiple targets, and post-trade notes.
- Tag errors (late entry, chasing, early exit, news violation) and tally weekly; fix one error category at a time.
- Track expectancy by setup (win rate, avg R, max adverse excursion) and cut any setup with negative expectancy.
- Run a weekly “three charts” review: best trade, worst trade, and clearest pass; extract one rule tweak you’ll test next week.
- If your psychology note repeats (e.g., “fear of missing out”), add a pre-trade checklist item that directly counters it.
Daily execution checklist: from prep to shutdown
Professionalism is just repeatable behaviors. This checklist compresses the playbook into a routine you can follow every day.
- Pre-market (15–30 min): mark HTF bias, draw zones, write the day’s “why” in one sentence, set alerts.
- During market: wait for price at level; confirm trigger; size by rule; place stop and targets immediately.
- Post-trade: screenshot before/after, write one sentence on what validated or invalidated the idea.
- End of day: compute adherence score, update equity curve, and plan one improvement for tomorrow.
- End of week: export stats, prune weak setups, and lock next week’s risk parameters.
Size risk is small and constant, so variance can’t kill you
Gil Ben Hur hammers one theme: survive first, compound second. He keeps per-trade risk small and fixed so cold streaks don’t snowball into account killers. Constant sizing also clarifies decision quality—your edge shows up in R-multiples, not in sporadic bet sizes. When risk stays steady, variance becomes background noise instead of a wrecking ball.
Translate it to the keyboard: pick a tiny fixed fraction (think 0.25%–0.75%) and never exceed it. Cap your day with a hard stop (e.g., down 2R or two full losses) and shut it down—Gil Ben Hur treats that line as sacred. Size using a simple formula—Account Risk ÷ (Entry minus invalidating Stop)—then sanity-check with ATR so you’re not trading a tornado with a teacup stop. No adding to losers, no averaging down, and no “just this once” overrides—consistency is the moat.
Let volatility set stops, targets, and daily exposure limits
Gil Ben Hur keeps his sizing and exits married to volatility, so trades breathe without bleeding. He defines the invalidation level by structure, then uses the current ATR or session range to space the stop beyond routine noise. Targets scale the same way—2–3× the risk distance or key liquidity that’s a multiple of recent range—so reward stays proportional to what the market is actually offering.
Daily exposure follows the same logic: when ATR expands, he reduces position size or caps concurrent trades; when ATR contracts, he stays selective to avoid overtrading chop. Before entry, he sanity-checks the plan: if the stop has to be unreasonably wide for the setup to make sense, he skips it; if the target sits inside typical volatility, he sizes down or passes. The result is simple but powerful—rules that flex with the tape, not with emotion, and a P&L curve that reflects market conditions rather than stubbornness.
Trade supply–demand mechanics, not predictions; read trapped traders’ footprints
Gil Ben Hur treats price as a scoreboard for imbalances, not a canvas for forecasts. He maps where aggressive moves started, asks who’s trapped after false breaks, and waits for the market to confirm that those players are still stuck. A failed breakout back into range is information, not an invitation to guess the future. The job is to spot fresh zones that caused real displacement and let the next rotation back into them reveal intent.
When price tags a level and instantly rejected, Gil Ben Hur looks for the “tell”: an engulf, a swift reclaim, or a micro break of structure that shows pressure flipping. He wants the trade to make sense in plain English—buyers stuck above here, sellers leaning there, liquidity resting ahead. Prediction isn’t required; mechanics are. If the reaction is sluggish or absorption appears, he stands down and preserves ammo.
Diversify by underlying, strategy, and holding duration to smooth equity.
Gil Ben Hur pushes diversification as a risk-smoothing tool, not a performance drag. He splits risk across uncorrelated underlyings, so a single theme doesn’t dictate the day. Then he layers different play styles—trend continuation, liquidity sweep reversal, and breakout retest—so one regime’s pain becomes another’s gain. Finally, he staggers, holding durations to avoid every trade living or dying on the same intraday wiggle.
In practice, Gil Ben Hur caps exposure per theme and per instrument, and he won’t run two positions that are basically the same macro bet in disguise. A short-term scalp might feed the day’s cash flow while a swing runner hunts the weekly move; if the scalp scratches, the runner can still carry the week. He also sizes smaller when strategies overlap or correlations spike, and he rotates capital toward whichever bucket has a current edge. The outcome is a flatter curve and fewer confidence-sapping drawdowns that derail execution.
Follow a preplanned process: session filters, A-grade setups only, disciplined management.
Gil Ben Hur treats each day like a checklist, not a guessing game. He defines the sessions he’ll trade, the instruments he’ll touch, and the exact A-grade setups he’ll take before price even opens. If a signal doesn’t match the plan, it’s an automatic pass—no “but it looks good.” He sets a daily stop and a trade cap so the worst day stays small, and he never extends hours to “make it back.”
Once in a trade, management is scripted: move to breakeven only after clear structure shifts, scale partials at predefined R, and trail behind fresh swing structure instead of emotions. If news is imminent, he’ll flatten or reduce per the plan—no hero holds. Gil Ben Hur logs every action with a reason and scores rule adherence, because discipline is a metric, not a mood. When the score dips, he cuts the size in the next session until execution returns to standard.
Gil Ben Hur’s message lands the same no matter where you are on the learning curve: you don’t need a magic indicator—you need a clear read on why price moves, a plan that anticipates what you’ll do before it happens, and the discipline to execute it. He frames the chart as a living story of buyers and sellers, urges traders to find fresh supply–demand zones that actually caused displacement, and then time entries only when the tape confirms trapped players. That narrative mindset pairs with hard rules: fixed fractional risk, invalidation-based stops, and daily guardrails that keep cold streaks small enough to survive.
He also spotlights the human side most traders skip. Progress accelerates when you tackle mental challenges with intent—mentorship, journaling, and a feedback loop that grades behavior, not just P&L. Build a routine that fits your personality, diversify by instrument, setup, and holding time so no single theme owns your equity curve, and let volatility shape your stops, targets, and exposure. Put simply, Gil Ben Hur’s key lesson is professionalized simplicity: understand the “why,” codify the “how,” and show up each session with a plan sturdy enough to repeat—and humble enough to adapt.
