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Today’s interview features Simranjit Singh, a fast-rising futures and FX trader breaking down how he builds consistency from simple, repeatable rules. Recorded on YouTube in a no-frills, long-form format, the conversation centers on how Singh approaches risk first, execution second, and narrative last—why that order matters, and how it’s helped him navigate both prop accounts and personal capital without blowing up.
In this piece, you’ll learn his core operating system: session selection, clean entries, fast break-even management, and letting conviction trades breathe without abandoning risk limits. We’ll unpack how Singh times execution on lower timeframes while anchoring decisions to higher-timeframe structure, how he scales risk up or down based on recent performance, and the mindset work—journaling, rule enforcement, and emotional throttling—that turns a good idea into a durable edge other traders can model.
Simranjit Singh Playbook & Strategy: How He Actually Trades
Account Focus & Market Scope
This section lays out what he trades, when, and why. Keep your lane narrow so you can recognize patterns fast and execute without hesitation.
- Trade 1–2 instruments primarily (e.g., major FX pair or a single index future).
- Only trade during two sessions: London open (first 2 hours) and New York open (first 90 minutes).
- Skip Asian session unless volatility is above 30-day median ATR.
- No weekend holds; flatten all positions by session end.
- Maximum total daily exposure: 1.0R across all open positions.
Higher-Timeframe Bias, Lower-Timeframe Execution
Here’s how he aligns the “big picture” with precision entries. Decide direction from the higher timeframe, then let the lower timeframe hand you the trigger.
- Set bias from D1/H4: trade only in the direction of the last daily close unless price breaks and closes beyond that day’s high/low.
- Mark two levels per session: HTF key level (S/R) and current session VWAP/IB high-low; trade only where they interact.
- Execute on M1–M5; enter only if the lower-timeframe creates a stop-hunt/false break through the HTF level and re-accepts inside.
- Stand down if D1 and H4 disagree; reassess after the next H1 close.
A+ Setup Checklist
This is the pre-trade filter. If the setup doesn’t tick enough boxes, you don’t touch it.
- Require 3/4 confluence: (1) HTF level, (2) session timing window, (3) liquidity sweep, (4) momentum confirmation (structure shift on M1–M5).
- Only take the first touch of the level per session; ignore second-touch fades.
- Favor entries into the “imbalance fill” toward VWAP/IB; avoid mid-range chops.
- If spread > 25% of stop size, pass the trade.
Entry Triggers
Get in only when the price proves your idea. Small, repeatable triggers > hero entries.
- Use stop entry above/below the confirmation candle that re-accepts inside the level; no guessing bottoms/tops.
- Limit orders are allowed only on clear liquidity grabs (wick through level then close back in).
- If price moves >0.3R before fill, cancel and wait for the next rotation.
- Maximum 2 attempts per idea; the second attempt must have a tighter structure or better location.
Stop, Break-Even & Partial Rules
This keeps you alive and lets winners pay for the inevitable scratches.
- Initial stop: beyond the liquidity sweep wick or last swing, whichever is cleaner; minimum stop = 1x the average M5 candle range over the last 10 bars.
- Move to break-even at +0.6R or after a clean M1 market structure shift in your favor, plus one retest.
- Scale out 50% at +1R; trail the remainder behind M5 swing structure or a 14-period ATR-based stop (multiplier 1.2).
- Hard exit if price re-enters the original liquidity pool and closes against you on M1.
Risk & Sizing Framework
Sizing adapts to performance, so one bad day can’t nuke the week. Keep it mechanical.
- Base risk per trade = 0.25R (prop) or 0.5R (personal).
- Daily risk cap = 1.0R; weekly risk cap = 3.0R.
- Performance throttle: after two consecutive +1R days, allow one 0.5R risk attempt; after a red day, revert to 0.25R.
- If equity drawdown > 3R from peak, cut size in half for the next 5 trades and prohibit compounding.
Trade Management Playbook
Let the market do the lifting; your job is to avoid meddling until the plan says move.
- No add-ons unless trade is risk-free (BE) and price breaks a fresh level with volume expansion.
- Time stop: if trade hasn’t reached +0.5R within 30 minutes of NY/London open, reduce to half-size or exit on next M1 close.
- If news hits within 10 minutes of entry, take partial and defend BE; no fresh entries inside that window.
- For fast trend days, convert the runner to a “session close” hold, trail behind M5 swings, and flatten by the end of the session.
Session Routine (Before, During, After)
Consistency beats brilliance. This is the daily scaffold that keeps execution clean.
- Pre-market (20–30 min): mark D1/H4 levels, note session IB/VWAP, log news times, define A+ locations.
- During session: take screenshots of entries/exits, tag setup (e.g., “liquidity sweep + VWAP re-accept”).
- Post-session (10 min): record R result, what invalidated/validated the idea, and one micro-rule to improve tomorrow.
News & Volatility Protocol
News can be fuel or fire. Treat it with respect and a stopwatch.
- No new positions 10 minutes before red-flag events; maintain only risk-free runners.
- For CPI/FOMC/NFP: trade second impulse only—wait for initial spike, 5-minute cool-off, then a structure shift back into the pre-news level.
- If the spread widens or slippage jumps (check fills), stop trading for the session.
- On unusually low ATR days, halve the risk and require tighter entry confirmation.
Prop-Firm Compliance (If Applicable)
Rules are rules. The edge includes not getting disqualified.
- Manual entries only; no trade copiers or automation that violates terms.
- Max daily loss and max trailing drawdown are tracked in your journal every trade; stop immediately when the buffer hits 25% of the daily limit.
- No overnight holds if the firm prohibits; flatten before the end of the session regardless of unrealized R.
- Scale up only after 20+ trades at the target win rate and drawdown within firm limits.
Psychology & Behavior Rules
Edge dies when discipline slips. These rules keep emotions from steering the wheel.
- Two-strike rule: two plan-breakers in a session = stop trading and review.
- No social media during session window; phone on airplane mode until post-session notes are done.
- If you feel FOMO, reduce the size by half or skip the next rotation entirely.
- Weekly reset: choose one behavior to eliminate next week (e.g., revenge entries) and track compliance as pass/fail.
Drawdown & Recovery Protocol
Getting back to baseline is a plan, not a hope. Here’s the thermostat for risk and mindset.
- At −3R week-to-date: switch to “recovery mode”—trade only A+ setups, cap to 1 trade per session, 0.25R risk.
- At −5R rolling: mandatory 48-hour break; review the last 10 trades and rewrite one rule you violated most.
- Return from drawdown with a 3-green-session rule before increasing size.
- If the next 10 trades win rate < 40% or average R < 0.3, pause and rebuild playbook with chart replays before live risk.
Tech & Chart Settings
Your tools should be boring and reliable so the focus stays on execution.
- Use one clean template: D1/H4 for bias, M15 for mapping, M1–M5 for entries; keep only session times, VWAP, IB, and simple S/R.
- Disable indicators that duplicate information; momentum is read from structure shifts and volume relative to the last 20 bars.
- Hotkeys: market out, move to BE, and screenshot are mapped to single keys.
- Record every trade with pre- and post-annotations for quick pattern recall.
Size Risk First: Fixed R, Scale Only After Proven Edge
Simranjit Singh starts with risk, not predictions. He sets a fixed R per trade—small enough that three losses don’t dent his week—and caps total daily risk before the session begins. Every entry is sized from the stop, not feelings or “how good it looks.” By keeping R constant, he can judge performance cleanly and avoid the trap of random bet sizes that distort results.
Scaling comes only after the edge shows up in live data. Singh allows a modest size bump following multiple green sessions, then instantly dials back after a drawdown or sloppy execution day. He treats R like a speed limit: hit the daily cap, park the car, and live to drive tomorrow. The message is simple—protect the downside first, and let consistency, not adrenaline, decide when you earn the right to size up.
Trade Volatility, Not Vibes: ATR-Gated Entries and Dynamic Stops
Simranjit Singh treats volatility like a traffic light—green means trade, red means stand down. He won’t engage unless the current ATR clears a predefined threshold relative to the 30-day median, which filters out dead sessions. Once the gate is open, he sizes from the stop and lets ATR set that stop: typically 1.0–1.2× the recent M5 range for normal days, expanding on spike days. If ATR collapses mid-session, he either halves risk or requires a tighter confirmation before touching another entry.
His stop and management are just as dynamic as the filter. On fast days, Singh uses an ATR trailing stop that only moves one way; on sluggish days, he’ll switch to structure-based stops and time-stop anything that hasn’t reached +0.5R by a set window. Targets flex with conditions too—he favors partials at +1R when volatility is messy, and lets runners breathe when range expansion is obvious. The point is simple: trade the market that exists, and let ATR—not adrenaline—decide your leash.
Diversify By Instrument, Setup, and Timeframe—Not By Random Trades
Simranjit Singh doesn’t “spray and pray.” He diversifies on purpose: one or two uncorrelated instruments (say, a major FX pair and an index future), two core setups (liquidity sweep into VWAP re-acceptance and first pullback after a structure shift), and two execution windows (London and New York opens). That mix keeps him exposed to different market behaviors without doubling up on the same risk. If EURUSD and DXY are mirroring, he treats them as one bet, not two.
Singh also staggered the time frame roles so signals don’t echo. Daily/H4 sets the bias, M15 maps levels, M1–M5 triggers entries—each chart has a job, none votes twice. When conditions break correlation (e.g., macro catalyst hits one market harder), he rotates focus rather than forcing trades where the edge is thin. The result is real diversification: independent edges with clean risk walls, instead of a pile of look-alike trades pretending to be variety.
Mechanics Over Predictions: Rules, Checklists, and Session Windows Drive Execution
Simranjit Singh doesn’t try to outguess the market; he out-processes it. Before the bell, he runs a short checklist: higher-timeframe bias, key levels, news windows, ATR gate, and max daily risk. If one box fails, the trade idea fails—no exceptions. During the session, he limits decisions to pre-defined windows (first 2 hours London, first 90 minutes New York) so he’s not chasing random midday noise. The prediction impulse fades because the rules make the decisions for him.
Once in a trade, Singh follows mechanical triggers instead of “feel.” Break-even moves at a specific milestone, partials come at +1R, and the runner trails behind structure or ATR—not vibes. If the market violates any rule (spread spikes, conflicting timeframe signals, news hits early), he exits without debate and logs the reason. The whole point is to make execution boring and repeatable, so the edge shows up through consistency rather than occasional hero calls.
Prefer Defined Risk: Cut Losers Fast, Let Partial Runners Trail
Simranjit Singh builds every trade around a hard stop that he’s willing to get hit. If price invalidates the idea—re-enters the liquidity pool or closes beyond the key level—he’s out without debate. He moves to break-even quickly once the market proves him right, so downside is capped while upside stays open. Partial profits are taken mechanically at +1R to bank progress and reduce decision fatigue.
After banking the first partial, Singh lets the runner work behind structure or an ATR-based trail that only ratchets tighter as momentum continues. If volatility dies or the spread widens, he protects the position by tightening the trail or closing at the next clean M1 close. He refuses to rescue losers or average down; the only direction after entry is smaller risk, not larger. Defined risk keeps him solvent, partial runners keep him in the move—together they stack R without gambling.
In the end, Simranjit Singh’s edge isn’t a mystery—it’s a stack of small, repeatable decisions that compound. He trades within tight session windows, anchors bias on higher timeframes, and waits for clean confirmations on lower timeframes. Risk is fixed before the bell, entries are sized from the stop, and losers are cut without debate. He moves to break-even quickly, banks partials at defined milestones, and lets a runner trail only when the market earns it. It’s mechanics over prediction, every single day.
What stands out just as much is his discipline off the charts. Singh ditched overleveraging, adopted therapy and a dopamine fast to kill impulse trading, and built confidence with backtesting and a simple journal. He stays compliant on prop rules—manual execution, single device, no copiers—so operational risk never torpedoes performance. He’ll scale risk only after a green stretch, throttle down after drawdown, and pass on dead volatility rather than force trades. The lesson for the rest of us is straightforward: define risk, respect volatility, automate the boring rules, and let consistency—not adrenaline—do the heavy lifting.
