Table of Contents
This interview features Raheem—better known as CEO Cast—one of the UK’s fastest-growing podcast hosts, sitting down to unpack how he consistently books A-list guests and scales his brand. From landing Andrew Tate to industry CEOs, Raheem explains why collaboration beats competition, how he spots timing inflection points, and the simple systems he uses to grow from zero to a platform that opens serious doors. If you’re a trader looking to sharpen your edge, his approach to outreach, framing, and consistency is pure signal.
In this piece, you’ll learn a practical, beginner-friendly playbook you can steal for trading: how to network with intent (so mentors actually reply), craft hooks and titles that get attention, and convert small wins into compounding opportunities. We’ll translate Raheem’s podcast growth tactics into trader strategy—finding edge through better inputs (people, ideas, conversations), building a pipeline of high-quality information, and staying consistent when growth is slow—so you can turn access into alpha without the noise.
CEO Cast Playbook & Strategy: How He Actually Trades
The Edge: Turn Relationships Into Tradeable Information
This approach treats access like alpha. You’ll build a pipeline of people and insights that consistently surfaces asymmetric opportunities, then compress it into clear trade setups.
- Keep a “Top 25” contact list (analysts, founders, PMs, brokers) and book five 15-minute calls every Monday; extract exactly one actionable thesis per call.
- Score each source 0–5 on accuracy, speed, and uniqueness; only trade on average ≥4 in the last 90 days.
- Convert every conversation into a one-line trade hypothesis with a trigger and an invalidation; anything longer goes into an “ideas parking lot,” not the blotter.
- Tag each insight by theme (rates, energy, tech capex, consumer, EMFX, policy) and set monthly review alarms for each theme.
- If three independent inputs (price, catalyst, positioning) don’t align, pass—access without confluence is just noise.
Market Selection: Only What Reacts
You don’t need 500 tickers. Focus on liquid names and FX pairs that actually respond to catalysts so your edge converts into movement.
- Maintain an A-list of 20–30 liquid equities or 6–8 FX pairs; drop anything that fails to react to news over the last 30 days.
- Build a driver table per asset: primary catalyst, secondary catalyst, key data dates, known risks.
- Define the “reaction window” for each play (e.g., first 48 hours post-earnings; 24–72 hours post-central bank).
- If the window passes without your trigger, cancel the idea—no chasing outside its half-life.
- Avoid crowded illiquid names; slippage erases the info edge.
Timeframe & Operating Identity
Clarity beats flexibility. Pick one style per account so your entries, stops, and reviews stay consistent.
- Choose one operating timeframe per account: intraday (5–30m), swing (H1–D1), or position (D1–W1).
- Tie invalidation to structure on that timeframe only (e.g., swing = daily swing points, not 5-minute wicks).
- Set max hold: intraday = close-to-close; swing = 2–10 days; position = 2–8 weeks.
- If you change styles, do it at week/month boundaries and reset metrics; never mid-sequence.
- Use separate accounts or tags for each style to avoid cross-contamination.
Hypothesis → Trigger → Invalidation
Good stories aren’t trades. This turns narrative into executable rules so you act when price confirms.
- Write it like this: “Because X, I expect Y by Z; I’m wrong if W.” Keep it to one sentence.
- Trigger = confirmation close beyond your level (not a wick) on your operating timeframe.
- Invalidation = last structural pivot that disproves the idea; if stop >1.2× planned risk, reduce size or skip.
- Target = measured move (range height or 1.5–2.0× ATR) or nearest weekly supply/demand.
- If price chops between entry and invalidation for two full ATRs of time, scratch near breakeven—time is risk.
Risk & Sizing You Can Stick To
Sizing should be boring so execution can be bold. The goal is to survive the inevitable draws and be present for outliers.
- Risk 0.25–0.75% per trade for swings; ≤0.25% intraday; base it on distance to invalidation, not conviction.
- Total live book risk ≤2.0% (sum of active position risks); never exceed.
- Binary events (earnings, votes, rulings): cut size by 50% or use defined-risk options only.
- After any −3R day or −5R week, auto-halve size for the next five trades.
- Cap new risk to three entries/adds per day; once you hit three, no more adds.
Repeatable Setups (Equities)
Run a short menu. Doing a few things the same way beats constantly inventing.
- Breakout-Retest Long: Daily close above 20–30 day range → buy the first intraday retest that holds a higher low; stop = retest low; target = range height or next weekly supply.
- Failed Breakdown Reversal: Undercut a prior swing low → reclaim and daily close back inside range → buy next open; stop = new undercut; target = opposite range boundary.
- Gap-Hold Continuation: Positive gap ≥1 ATR on catalyst that holds VWAP for 2 hours → buy VWAP reclaim; stop = VWAP − 1× intraday ATR; target = prior daily supply.
Repeatable Setups (FX/Macro)
Blend catalyst with structure so you aren’t guessing headlines—just reacting to flows.
- Central-Bank Drift: Hawkish/dovish surprise vs expectations → short/long the weak/strong G10 cross on first H1 lower-high/higher-low; stop = H1 swing; target = 1–2× ATR.
- PMI Divergence: Two-month PMI improvement vs peer → buy the stronger currency on daily HL into 20-DMA; stop = HL break; target = prior swing high.
- Terms-of-Trade Impulse: If a currency’s key commodity is +2% WoW and positioning is neutral, buy dips into daily demand; stop = demand break; target = weekly supply.
Execution Routine (Daily & Weekly)
Process is the safety net. This cadence keeps you consistent when tape conditions change.
- Pre-market (45 min): Update driver tables, mark levels, write one if-then scenario per asset; no orders until the plan is written.
- During session: Max three alerts per asset (entry, add, exit); no fresh ideas after first two hours unless a new catalyst hits.
- Post-market: Journal decisions only (entry/add/trim/exit/stop move) with screenshots; skip storytelling.
- Weekly: Compute expectancy by setup; bench the worst setup for a week and double reps on the best.
News & Catalyst Discipline
Treat news as a trigger, not a prediction game. If you pre-plan both sides, panic turns into execution.
- Prewrite both paths: “If surprise up → do X; if surprise down → do Y.”
- No new positions 30 minutes before top-tier releases; existing positions must be cut to half risk unless already >1R.
- If the initial move fully reverses in the first session (island gap), trade continuation in the reversal direction only.
- Use a 30-minute cool-off after catalyst entries—no averaging during this period.
Scaling, Trimming, Holding
Add when risk drops, trim when risk rises. That’s how you keep equity curves tidy.
- Add only on fresh HL/LH that keeps average entry favorable; never add beyond invalidation risk.
- First trim at +1R (30–50% off); move stop to breakeven only after trimming.
- If price closes beyond target with momentum (range or volume >20-day average), trail with prior day high/low; otherwise take the target.
- If a winner gives back 50% of open P&L without a new signal, exit—protect the cycle.
Positioning & Sentiment Overlay
Crowding changes probabilities and payoff. Use a simple overlay to size aggression correctly.
- Size up only if at least one is true: retail skew is extreme, options skew is dislocated, or futures positioning is at multi-month extremes.
- If positioning leans against your idea, cut size by 50% and tighten the invalidation to the nearest structural pivot.
- After parabolic days (range >2× 20-day ATR), only trade mean reversion back to the breakout level—and with half size.
Journaling That Improves Edge
Write less, learn more. Capture the variables that actually move expectancy so you can iterate weekly.
- Log per trade: setup tag, R planned, R realized, time-in-trade, catalyst type, and entry/exit screenshots.
- Weekly, rank setups by expectancy and median time-in-trade; retire any setup with <0.3R average over 25 samples.
- Clone rules from the top-ranked setup into a checklist and require a 3/3 checklist pass before entry.
Network Flywheel for Alpha
Access compounds when you’re the hub. This section turns relationships into a repeatable engine for better ideas and faster feedback.
- Schedule two “value-first” reach-outs each week to domain experts; send a concise one-pager of your best takeaways in return.
- Host a 60-minute monthly call focused on a single theme; circulate notes within 24 hours to all attendees.
- Keep a “deal diary”: when an intro results in a trade, record P&L and send a thank-you note with the outcome—gratitude keeps the loop alive.
Mindset & Tempo Controls
Discipline is a system, not a mood. These rules keep you calm when the market isn’t.
- Cooldown after any −2R trade: no new entries for 60 minutes; review checklist before re-arming.
- If you check P&L more than once per hour while in a trade, reduce next-trade size by 25%—your sizing is too big for comfort.
- Three strikes rule: after three plan violations in a week, close risk for 24 hours and rewrite the checklist before trading again.
Size Risk First: Fixed-R, volatility-adjusted positions before any prediction
Raheem (CEO Cast) starts with risk, not forecasts, because position size determines survival long before the market proves you right. He locks a fixed R per trade—think 0.25% to 0.75% of equity—then scales the number of units so the stop distance equals that R. If volatility expands, size shrinks; if volatility contracts, size can grow—but R never changes. This keeps emotion out of the calculus and makes every setup comparable, whether it’s a slow-grind swing or a fast news-driven play.
He anchors stops to structure and ATR so the math is tied to market behavior, not gut feel. For example, a stop at the last swing plus 1× ATR means the quantity adjusts, not the risk. Raheem (CEO Cast) also caps total book risk—no more than ~2% across open positions—so correlated moves don’t nuke the account. Only after sizing is set does he consider entries, adds, or trims, turning “prediction” into a secondary concern behind survival and repeatability.
Define Invalidation and Exit Timers; Never Average Beyond Structural Risk
Raheem (CEO Cast) treats invalidation as sacred: the moment structure breaks, the thesis is dead and the position is closed—no debate. He writes the line in advance (swing low/high, range edge, VWAP reclaim) and pairs it with a time-based exit so a trade can’t drift forever. If price doesn’t move away from risk within a set number of ATRs or sessions, he scratches to free capital and attention. This keeps losers small, winners clean, and decision fatigue low.
He refuses to average down unless the structure still validates the original idea and the new add keeps total risk inside the same invalidation. Raheem (CEO Cast) also bans adds during a cool-off window right after entry to prevent emotional “fixing.” When volatility spikes past plan assumptions, he cuts size or steps aside rather than widening stops. The result is a simple hierarchy: structure first, time second, profit last—because surviving the next trade matters more than rescuing the current one.
Diversify by Setup, Underlying, and Timeframe—not by Opinions.
Raheem (CEO Cast) spreads risk across what actually matters—repeatable setups, different markets, and distinct holding periods—rather than scattering trades based on hunches. He wants uncorrelated edges: a breakout-retest equity swing, an FX catalyst drift, and a mean-reversion intraday are three different “engines,” not three flavors of the same idea. If two trades win or lose together too often, he treats them as one position and sizes the pair accordingly. This keeps the book from living or dying on a single narrative and makes drawdowns shallower and shorter.
He tracks exposure buckets—by setup type, sector/currency, and timeframe—and caps each so no bucket exceeds a fixed share of total risk. When a bucket is cold (expectancy drops), Raheem reduces its allocation and increases reps in the bucket with rising expectancy. He also staggers timeframes, pairing faster plays that recycle risk quickly with slower swings that can compound. The goal isn’t more trades; it’s smarter overlap, where one trade’s noise is another trade’s signal.
Trade Mechanics Over Narratives: Pre-Plan Triggers, Adds, Trims, Trails
Raheem (CEO Cast) puts mechanics ahead of storytelling: if the plan isn’t written, the trade doesn’t exist. He defines the trigger (confirmation close through level), the add condition (fresh higher low/lower high that keeps average entry favorable), and the trim rule (+1R or key supply/demand tag) before he ever clicks buy. This turns entries into checklists, not vibes, and it eliminates hesitation when price finally prints the signal. Narratives are allowed to set context, but mechanics decide cash flows.
He also scripts exits with equal precision: stop at structural invalidation, time-stop if price goes nowhere for two ATRs, and a trailing rule only if range or volume exceeds the 20-day average. Raheem (CEO Cast) forbids mid-trade rule edits; any change belongs to the next trade, never the current one. If slippage hits the stop, he logs it and reduces size for the next attempt instead of moving levels. The result is a boring, repeatable execution loop where rules handle the stress and the story stays in the background.
Use Defined-Risk Structures for Binaries; Cut Size on Volatility Shocks
Raheem (CEO Cast) treats binary events like landmines you can map in advance. Into earnings, court rulings, votes, or central-bank decisions, he either trades defined-risk options or slashes exposure so a gap can’t wreck the week. The rule is simple: pre-define worst-case loss and make sure it survives a 3–5× ATR move, because gaps don’t negotiate. If he can’t structure the risk tightly, he passes and waits for the post-event drift.
When volatility explodes outside plan assumptions, Raheem (CEO Cast) reduces size first, not after the stop gets hit. He widens nothing unless the thesis and structure still validate, and even then the position must keep the same R. If spreads blow out or liquidity thins, he switches to limit-only execution and raises the threshold for entries to confirmation closes only. After any vol shock or slippage event, he enforces a cool-off period and re-anchors to daily levels, letting price print the next clean signal before re-engaging.
In the end, Raheem (CEO Cast) turns “edge” into a boring, repeatable system: size first, thesis second, execution third. He treats R as a constant, invalidation as sacred, and time as a form of risk—so trades either move or get scratched. The book is spread across distinct engines (setup, underlying, timeframe) rather than opinions, which keeps drawdowns shallow and lets winners breathe without betting the farm on a single story. News is a trigger, not a prediction contest; mechanics—pre-planned entries, adds, trims, and trails—decide cash flows while narratives stay in the background.
What actually compounds is process. Raheem keeps a tight routine, a short setup menu, and a live driver table so he knows exactly why something should move and when he’s wrong. He uses defined-risk structures around binaries, cuts size on volatility shocks, and enforces cool-offs after hits to avoid spiral behavior. The flywheel is completed by journaling that measures expectancy by setup and a network that upgrades inputs every week. Do this long enough and you stop searching for a silver bullet—because your rules become the strategy, and your consistency becomes the edge.
