Table of Contents
Meet Ahmed Ben Chaibah—the CEO, serial entrepreneur, and Guinness World Record–winning creator behind Dubai’s iconic AquaFun—sitting down for a candid YouTube interview about discipline, failure, and building empires. In this conversation, Ahmed unpacks 57 months without a day off, 600+ rejections in a single year, and why he runs multiple ventures from water parks to tech, real estate, and commodities. If you’re a trader looking for a mindset that actually scales under pressure, his radical acceptance, maniacal focus, and numbers-first approach are the signal you’ve been waiting for.
In this piece, you’ll learn how Ahmed’s playbook translates directly to the screens: why discipline beats motivation, how to outwork your past self, when speed outruns perfection, and how diversification protects you from drawdowns in both business and markets. You’ll also see how to leverage emotional control, sell your edge without “fishing,” and turn setbacks into data for the next trade—so your strategy compounds, your confidence hardens, and your results get louder.
Ahmed Ben Chaibah Playbook & Strategy: How He Actually Trades
Core Setup: Risk First, Profit Second
Before any chart or catalyst, the structure of your risk decides how long you survive. This section lays out the position-sizing and loss-control rules so your edge isn’t ruined by one bad day.
- Risk is a fixed percentage per trade (e.g., 0.25%–0.75% of equity).
- Size positions by volatility: smaller size when ATR is high, larger when ATR is low.
- Place stops where the trade thesis is invalidated, not at round numbers.
- Cap total correlated exposure: max 2 positions in the same theme or currency driver.
- Daily loss circuit-breaker: stop trading if down 2R or −1.5% equity, whichever comes first.
- Never widen stops; if needed, exit and re-enter with a smaller size.
Process Over Prediction: A Playbook You Can Repeat
You can’t know the exact move, but you can repeat great mechanics. These rules define the daily routine that turns randomness into a controlled workflow.
- Pre-market (or pre-London) checklist: trend, levels, volatility, news windows, and liquidity.
- Define A+ setups by three conditions aligned (trend, level, trigger). Skip everything else.
- If a setup isn’t pre-defined in your playbook, you don’t trade it live—paper trade first.
- Limit orders for planned fades; stops/market orders for momentum breaks only.
- One-ticker focus per session until a trade resolves; avoid simultaneous micromanagement.
Entries that Make Sense: Level, Context, Trigger
Entries must be justified by the tape and the environment, not just a pretty line. Here’s how to time risk so your stop and thesis line up.
- Trade from key levels: previous day high/low, weekly open, session VWAP, and daily value area.
- Align direction with the higher-timeframe bias; countertrend trades must have a catalyst.
- Use a clear trigger: rejection wick at level, break–retest pattern, or momentum continuation above/below a line in the sand.
- If the best price is gone, skip; never chase more than half the initial stop distance.
Managing the Trade: Let Winners Breathe, Kill Losers Fast
The edge is often lost in management. These rules keep your R multiple intact and reduce emotional decisions.
- First scale-out at +1R if volatility is elevated; otherwise, hold to target.
- Move stop to breakeven only after structure shifts in your favor (e.g., higher low formed).
- Trail behind structure or a multiple of ATR; do not trail inside noise.
- If the price closes back through your entry level after the first scale, exit remaining size.
- Hard stop equals hard exit—no “mental stops.”
Volatility-Based Allocation: Match Firepower to Conditions
Volatility changes the cost of being wrong. This section shows how to adapt size and targets to the environment.
- Use a rolling 14-day ATR or implied vol proxy to classify regimes: low, normal, high.
- In high vol, cut size by 30%–50% and widen stops accordingly; keep target multiples constant.
- In low vol, allow slightly larger size but demand cleaner structure (fewer trades).
- When regime shifts intraday (news spike), freeze new entries until volatility settles.
Diversification that Actually Reduces Risk
Diversify by driver, not by ticker symbols that move together. These rules avoid hidden concentration that wrecks weeks of progress.
- Diversify across underlying drivers: rates, energy, USD, beta risk—not just different symbols.
- Avoid stacking trades that share the same macro impulse (e.g., all USD shorts).
- Mix strategy types: one momentum, one mean-revert, one breakout hold—never three of the same.
- Stagger holding periods: one intraday, one swing, one “leave it alone” position.
Defined vs. Undefined Risk: Choose Before You Click
Undefined risk can blow through your planning. This section locks in how you’ll express a view—so your worst case is truly capped.
- Prefer defined-risk structures (tight stop or options with limited downside) during events.
- If using undefined risk (e.g., no hard stop), reduce the size dramatically and pre-set a time stop.
- For overnight holds, use a smaller size or options; gap risk is real.
- Never hold onto known high-impact news unless it’s explicitly an event strategy.
Time in the Chair: Routines that Create Flow
Consistency beats intensity. These daily and weekly habits keep you sharp and protect the account when your energy dips.
- Same start time, same workspace, same prep template every session.
- Limit screen time after a red morning; fatigue compounds mistakes.
- Schedule two review blocks weekly: one for stats, one for playbook updates.
- Keep a “Not Trading” list for markets with poor structure or erratic liquidity.
Data-Driven Review: Turn Pain into Edge
Feedback loops make you dangerous—in a good way. Here’s how to translate results into better rules without overfitting.
- Journal every trade with thesis, trigger, stop, target, and post-mortem in two sentences.
- Tag trades by setup name, regime, and catalyst so you can filter results meaningfully.
- Track base metrics: win rate, average R, expectancy, max adverse excursion, time-in-trade.
- Retire or rewrite any setup that loses across two separate volatility regimes.
- Promote a setup to “A+” status only after 30+ trades with positive expectancy.
Scaling the Account: Growth Without Drift
Growing size is easy; keeping process integrity is hard. These rules scale risk methodically so you don’t break what works.
- Increase per-trade risk only after 20R net profit since the last step-up.
- Step size in small increments (e.g., +0.10% risk per trade), then hold steady for 30 trades.
- If you hit a new equity high, lock the max daily loss to 1% until three green weeks confirm.
- After a 5% drawdown, cut the size in half and trade only A+ setups until back to the prior peak.
Event Playbook: News, Gaps, and Surprise Moves
Catalysts create opportunity and danger at once. This section defines how to trade them on your terms.
- Predefine three states: “in front of news” (flat), “reactive after print,” or “ignore.”
- For reactive trades, let the first impulse print; enter only on the first clean pullback.
- Double-check spreads and slippage; widen stops or use options for binary outcomes.
- If VIX or equivalent spikes above your threshold, switch to half-size until it normalizes.
Psychology You Can Measure
Mindset isn’t fluff when you can track it. These rules convert psychology into checkable behaviors.
- Rate focus and emotional state pre-session (1–5). If ≤2, trade sim or stand down.
- Use a two-minute reset protocol after any stop-out: step away, breathe, re-check plan.
- No revenge trades: a stopped thesis is a finished thesis—move to the next setup.
- End every session by writing one improvement you’ll test tomorrow (tiny and specific).
Size Risk First: Fixed R, Variable Size by Volatility Regime
Ahmed Ben Chaibah starts with the only lever you fully control: risk. He anchors every trade to a fixed R—one consistent slice of equity—so bad days don’t snowball. Then he flexes position size with volatility, cutting size when ATR explodes and allowing a touch more when ranges compress. This keeps the stop distance honest while protecting the account from regime shifts.
Chaibah’s logic is simple: the thesis can be wrong, but the loss can still be small. He places stops where the idea is invalidated, not at round numbers or wishful lines. If the ideal entry runs away, he skips rather than cram a wide stop into a tight risk budget. Over time, this “fixed R, variable size” rhythm smooths equity curves and makes compounding feel boring—in the best possible way.
Trade Mechanics Over Prediction: Repeatable Setups Beat Hot Takes
Ahmed Ben Chaibah keeps the crystal ball in the drawer and doubles down on repeatable mechanics. He defines the setup first—trend, level, and trigger—then executes without second-guessing headlines. If two of the three ingredients are missing, he passes, no matter how loud the narrative is. The result is fewer trades, cleaner data, and a feedback loop that actually improves.
For Chaibah, prediction invites bias; mechanics invite discipline. He timestamps entries, sets non-negotiable stops, and journals the same variables every time, so patterns emerge without hindsight edits. If the setup underperforms across a volatility regime, he rewrites it or retires it—no sentimental holds. That’s how he turns “process over prediction” from a slogan into a durable trading edge.
Diversify By Driver, Strategy, And Duration To Reduce Drawdowns
Ahmed Ben Chaibah doesn’t confuse tickers with diversification; he diversifies by what truly moves them. He separates trades by macro driver—rates, dollar strength, energy, or risk sentiment—so one shock doesn’t hit everything at once. Then he mixes strategy archetypes: one momentum continuation, one mean-revert fade, and one breakout hold. That blend lowers correlation when markets whip around.
Chaibah also staggers time horizons to smooth the equity curve. He’ll take an intraday A+ setup, pair it with a 2–3 day swing, and keep a smaller, low-maintenance position that rides the higher-timeframe bias. If two positions share the same driver, he caps total exposure or drops the weaker one. The point isn’t more trades—it’s smarter, uncorrelated risk, so drawdowns stay shallow and recoveries come faster.
Define Risk Upfront: Stops, Options, And No Widening Ever
Ahmed Ben Chaibah treats risk like a contract he signs before entry. He decides the invalidation level first, sizes the position second, and only then looks at potential reward. If the chart won’t allow a clean stop, he passes—no forced trades, no “I’ll manage it live.” And if the stop is hit, he’s out instantly; the thesis is done.
Chaibah uses defined-risk structures whenever uncertainty is elevated, favoring tight, hard stops or options that cap downside during events. He never widens a stop to “give it room,” because that quietly converts defined risk into undefined disaster. For overnight or weekend holds, he reduces the size or expresses the view with limited-risk options to neutralize gap risk. The rule is simple: pre-commit to the worst-case loss, execute without negotiation, and let the winners handle the upside.
Process Discipline: Pre-Market Checklist, Session Rules, Post-Trade Review
Ahmed Ben Chaibah turns routine into an edge. He starts with a tight pre-market checklist—bias, key levels, volatility regime, and known catalysts—so every trade idea has context before he even opens a ticket. He limits himself to pre-defined A+ setups and a single primary instrument per session to reduce decision fatigue. If the market conditions don’t match his playbook, he stands down and protects his attention as aggressively as his capital.
During the session, Chaibah follows simple execution rules: no chasing, no mid-trade thesis changes, and no “just a little more” risk after a loss. He time-boxes breaks to reset after stop-outs and respects a daily loss cap to avoid tilt. After the close, he logs entries, exits, R multiples, regime tags, and a two-sentence post-mortem—then promotes or retires setups based on rolling stats, not vibes. That cycle—plan, execute, review—keeps his process sturdy when markets get noisy and ensures tomorrow’s trades are cleaner than today’s.
Ahmed Ben Chaibah’s interview boils down to a ruthless, transferable playbook: process over noise, discipline over drama, and risk over ego. He shows how a fixed-R mindset and volatility-aware sizing give you staying power when conditions flip. He treats entries as contracts—context, level, and trigger—then manages winners with structure and cuts losers with zero negotiation. The same mentality that carried him through 57 months without a day off and 600+ rejections in a single year is the mentality that keeps a trader solvent: clear standards, consistent routines, and an intolerance for undisciplined risk.
For working traders, his edge is repeatability. Diversify by driver, strategy, and duration so one macro impulse can’t torpedo your week. Set hard daily loss caps to stop tilt dead. Journal the same variables every time so feedback becomes data, not vibes. And when uncertainty spikes, switch to defined-risk structures or smaller size—because survival is non-negotiable. Do this long enough and compounding stops feeling exciting and starts feeling inevitable, which is exactly the point.