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In this interview, host Riz sits down with guest Riz Sardar for a straight-talking conversation about how a real trader builds skill, stamina, and results. Sardar matters because he’s candid about the grind—balancing life, work, and markets—while breaking down what actually moves the needle for consistency. The setting is casual, the tone is honest, and the focus is on practical decisions that beginners can copy without getting lost in jargon.
You’ll learn the core of Sardar’s process: how he defines risk first, plans entries around structure (not hope), and scales only when the data proves the edge. We’ll hit the mindset that keeps him steady during drawdowns, the simple metrics he tracks to judge progress, and the routines he uses to prep, execute, and review—so you can borrow his strategy and apply it to your next trade with confidence.
Riz Sardar Playbook & Strategy: How He Actually Trades
Core Philosophy: Build a Repeatable Edge, Not a One-Off Win
This section sets the tone for everything that follows. The aim is to help you think like a professional—clear criteria, controlled risk, and a workflow you can repeat on Monday or in six months.
- Define your edge in one sentence: “I trade liquid majors and gold using structure, momentum shifts, and risk-first execution.”
- Trade only what you can explain in plain English; if you can’t explain the setup, you can’t scale it.
- Process > prediction: plan the trade, then let the rules fire; no improvising after entry.
- Keep all rules visible on one page; if your edge needs a binder, it’s not an edge.
- Treat each trade as one of the next 100—never as “the one.”
Markets & Timeframes: Liquidity First, Clarity Second
You’ll move faster and make fewer mistakes when you limit the playground. Pick a small basket you truly understand and lock in the timeframes that give you clean reads.
- Focus set: 3–5 instruments (e.g., GBPUSD, EURUSD, XAUUSD, US500, BTCUSD); ignore the rest.
- Primary timeframes: HTF bias on H4/D1; execution on M15–M30; manage on M5 only after entry.
- Only trade sessions with real flow (London and New York); no Asia scalps unless tested and profitable.
- Skip days with overlapping high-impact events on your instruments if your data shows edge decay.
- If the higher-timeframe trend and session flow disagree, pass or cut size by 50%.
Setup & Triggers: Structure, Levels, Confirmation
Good trades start before the entry. You’ll define the context, map the levels, then wait for the market to confirm your idea instead of front-running it.
- Bias: mark trend via HH/HL vs. LH/LL on H4; no trade against structure without a clear catalyst.
- Location: pre-draw key S/R, prior day’s high/low, session VWAP/AVWAP, and weekly open.
- Trigger: only enter on a break-and-retest or a failed-break reversal with a fresh momentum shift.
- Confluence: require at least 2 of 3—HTF bias, level, trigger; otherwise, no entry.
- Invalidations are price-based (structure broken), not time-based feelings.
Risk Management & Position Sizing: Survive First, Scale Second
Capital protection is the business model. These rules keep you in the game long enough to let the edge show up.
- Risk per trade: 0.25%–0.50% of equity; cap daily loss at 1.0% and weekly at 3.0%.
- One idea, one risk unit: stacking adds exposure—size the “idea,” not each ticket.
- Position size from the stop, never the target; widen stops only if you cut size proportionally.
- After two consecutive losing days, auto-reduce risk by 50% until you print a green day.
- No adding to losers; scaling is reserved for trades already working and only after partials are banked.
Execution Checklist: From Plan to Fill Without Noise
Execution is where most traders leak P&L. Use a simple checklist to remove hesitation and emotional override.
- Pre-trade: screenshot plan with bias, level, trigger, stop, targets, and what invalidates.
- Entry: place stop-loss and first take-profit with the order; partial at +1R, move stop to entry at +1.25R.
- Management: If price stalls for two full candles against the HTF bias at your level, exit to breakeven.
- News: 15 minutes flat before/after top-tier releases unless the setup is an HTF swing with a small size.
- End-of-day: flatten all intraday positions; swings require written justification and weekend hedge rules.
Scaling Path: From Funding to External Capital
Growth comes from compounding discipline, not jackpot trades. These steps keep expansion controlled and credible.
- Size upgrades happen at equity milestones or a 50-trade sample, not after a hot week.
- Withdraw a fixed % of profits monthly; keep a “dry powder” buffer equal to 3× your average drawdown.
- Keep prop/funding accounts for strategy R&D and distribution, but make personal equity the core.
- Document a 12-month track with risk, drawdown, and expectancy before courting investors.
- Never expand the instrument list and risk size in the same quarter.
Drawdown Playbook: Limit, Diagnose, Reboot
Everyone draws down. The pros know exactly what to do when it happens, so they can recover without panic.
- Hard stops: -3% week = halt until Monday; -6% rolling 20-day = switch to “rebuild mode” at 0.10% risk.
- Diagnose with tags: overtrading, chasing, news-fade, HTF-misread; fix the tag, not the ego.
- Enforce a 10-trade micro-cycle with a smaller size focused on A+ setups only.
- During rebuild, cap screen time to planned sessions; no revenge trading outside the plan.
- Journal only facts (setup, context, management), not stories.
Journal & Metrics: Make the Edge Measurable
You can’t improve what you don’t measure. Track just enough to see what’s real and cut what isn’t.
- Log for each trade: instrument, session, HTF bias, setup tag, R multiple, MFE/MAE, and reason to exit.
- Weekly review: top/worst setups by expectancy; kill or fix the bottom 10% next week.
- Watchlist your best hour per instrument; trade that window with priority.
- Track slippage and spread; if costs eat >20% of average R, switch venues or time windows.
- Build a 100-trade scorecard; don’t change rules mid-sample unless a risk breach forces it.
Psychology & Routine: Keep the Mind Calm, The Rules Loud
Discipline is easier when your routine is simple and repeatable. These steps reduce noise and decision fatigue.
- Daily pre-market: 20 minutes to mark levels, 5 minutes to visualize entries/exits, 5 minutes to set alerts.
- During trading: hide P&L; monitor only price, levels, and checklist criteria.
- Post-market: five screenshots (plan, entry, exit, HTF view, lesson) into your journal.
- Health rules: minimum sleep target and step count; no caffeine overload during decision windows.
- Social filter: share results monthly, process daily; no posting mid-drawdown.
Start Small: Fixed Risk Per Trade and Weekly Loss Limits
Riz Sardar keeps the math simple, so discipline is easier to execute. He treats risk like a bill you pay upfront, committing a tiny, fixed slice of equity on every trade—small enough that a string of reds won’t knock him off plan. That fixed risk turns each setup into a repeatable decision instead of a bet sized by impulse or conviction. When markets get noisy, the number doesn’t change; the trade either fits inside it or gets passed.
The second guardrail is the weekly loss limit that forces a reset before tilt sets in. Sardar’s logic is straightforward: a damage cap protects focus and keeps next week’s opportunities intact. If the limit is hit, he stops, reviews what slipped, and shrinks the size until the edge is back on paper. With those two constraints—fixed risk per trade and a hard weekly stop—Riz Sardar makes consistency non-negotiable and lets skill, not mood, drive the P&L.
Let Volatility Set Your Size, Not Your Ego or Hopes
Riz Sardar sizes positions only after he measures the day’s actual movement, not what he wishes would happen. If the instrument is stretching wide, he cuts size to keep the same risk in currency terms; if it’s quiet, he can nudge size up while keeping stops realistic. Volatility—whether he gauges it by recent range, session swings, or a simple ATR—dictates distance to invalidation and, therefore, the only sane position size.
This keeps Sardar from forcing trades to fit his preferred size or target. When the range expands, he respects it with wider stops and smaller lots, so one bad candle doesn’t erase a week. When range contracts, he avoids overtrading chop by waiting for a clear structure and takes profit faster because the market isn’t paying big. In short, Riz Sardar lets the tape set the terms, so the math, not the mood, decides how big he goes.
Diversify by Strategy, Instrument, and Timeframe to Smooth Equity Curve
Riz Sardar spreads his risk across more than just tickers; he diversifies the actual ways he takes risks. He keeps a small core list of instruments but rotates which ones are active based on clean structure and session flow. When GBPUSD is messy, he might lean on XAUUSD or an index future rather than forcing a read. The goal isn’t to trade more—it’s to keep the curve steady by avoiding concentration in one market’s mood.
He also diversifies by playbook and duration, so one idea can’t sink the week. A breakout continuation, a pullback-to-value, and a mean-reversion fade are never on at the same time with the same weighting. If he’s running an intraday trend trade, he won’t stack another intraday bet in the same direction on a correlated instrument; he’ll let a higher-timeframe swing or a different structure carry the balance. By mixing instrument selection, strategy type, and timeframe, Riz Sardar reduces variance and keeps expectancy intact when any single edge goes cold.
Trade Mechanics Over Prediction: Rules, Checklists, and Preplanned Exits
Riz Sardar treats prediction as a distraction and execution as the job. He builds a simple pre-trade checklist—bias, level, trigger, stop, and targets—and won’t click until each box is ticked. The checklist reduces “gut feel” to near zero and keeps every decision traceable after the fact. By the time he’s in, the exit plan is already written, so he’s not negotiating with price when emotions spike.
During the trade, Riz Sardar runs the plan like a script: partial at a predefined R multiple, stop to breakeven only after a fresh structure, and flatten if the market violates the premise. If new information contradicts the setup, he acts on the rulebook, not hope, and logs the reason so the journal stays objective. He measures success by how well he followed the mechanics rather than whether a single trade won, which keeps him consistent across changing regimes. In Sardar’s world, rules create the edge; predictions only distract from executing it.
Prefer Defined Risk Setups; Handle Undefined Risk with Strict Controls
Riz Sardar favors trades where the maximum loss is known and capped from the start. He prefers clean invalidation levels—previous swing highs/lows or well-tested zones—so the stop isn’t a guess. If the structure won’t offer a tight, logical stop, he passes and waits for a clearer read. Defined risk lets him position-size precisely and review outcomes without excuses.
When faced with inherently undefined risk—gaps, news spikes, or fast markets—Riz Sardar tightens the playbook. He cuts the size dramatically, widens stops only with proportional size reduction, and sets hard timeouts so a “hold and hope” never develops. He avoids stacking correlated exposure, takes profits earlier, and refuses to add to any loser in a chaotic tape. By making undefined risk the exception and surrounding it with strict controls, Sardar keeps drawdowns shallow and his edge measurable.
In the end, Riz Sardar’s playbook is refreshingly simple: protect capital first, let volatility set your size, and only take trades that fit a clear, prewritten script. He narrows the playing field to liquid markets and clean sessions, frames bias on higher timeframes, and waits for structure plus confirmation before ever clicking. Risk stays fixed, drawdowns trigger an automatic slowdown, and execution is measured by rule-following—not by any one win or loss.
What makes this truly actionable is how the parts interlock. Defined risk enables precise sizing; volatility-aware stops keep you honest; diversification across instruments, setup, and timeframe smooths the equity curve; and a tight checklist turns “I think” into “I know what I do here.” When conditions change, the system flexes without breaking: smaller size, fewer trades, tighter review. If you adopt just these core habits from Riz Sardar—clear structure, fixed risk, volatility-based sizing, diversified playbooks, and ruthless process discipline—you’ll trade less emotionally, learn faster, and give your edge the time it needs to show up.
