Table of Contents
In this interview, the guest is “Shinobi” (stage name), a U.S.-based intraday trader who cut his teeth in options and is now pushing into futures. Filmed in NYC with the Titans of Tomorrow crew, the conversation digs into why he matters right now: he’s turning Smart Money Concepts into a simple, repeatable game plan on the one-minute chart—using higher-timeframe narrative, fair value gaps, SMT divergence, and clean order-block definitions to get razor-tight entries and asymmetric risk. You’ll also hear how he navigated prop firms, built a cushion with live funds, and why environment and routine often beat personality in trading outcomes.
Read on to learn his exact one-minute entry model (HTF bias → 15m FVG → 1m SMT + order block → reaction, then execute), his risk framework (tight stops and minimum 2R targets), and how he chooses liquidity targets (external highs/lows first, internal gaps second). We’ll break down what to watch, what to ignore, and how to avoid the common trap of limit-ordering into imbalances that get knifed. If you’re a newer trader trying to make SMC practical—and decide between prop evaluations and building a live account—this piece translates Shinobi’s playbook into simple steps you can use today.
Shinobi Signals Playbook & Strategy: How He Actually Trades
The Core Idea: HTF Narrative → 1-Minute Precision
This is a rules-first, futures scalping approach that builds a simple story on higher timeframes and executes with sniper-like entries on the one-minute chart. You’ll align with liquidity and imbalances, then take asymmetric risks where your stop is tiny and your target is clean.
- Trade futures indices (e.g., ES, NQ) during liquid sessions; avoid dead hours.
- Run a top-down pass: Daily → 1H/15M for bias and key levels, then 1M to execute.
- Only trade in the direction of your defined bias; skip fade attempts unless a full reversal condition triggers.
- Mark external liquidity (prior day H/L, session H/L) and internal liquidity (equal highs/lows, swing clusters).
- Prioritize trades that “travel between pools”: from internal to external liquidity or into/through fair value gaps (FVGs).
Time Windows & Instruments
He maximizes probability by pairing the fastest setup with the most liquid hours. This section tells you when to be at the screen, what to avoid, and how to quickly get positioned for the move.
- Primary windows: 9:30–11:30 ET and 13:30–15:30 ET; optional pre-NY 8:00–9:20 ET.
- Sit out the first 1–3 minutes after the open to avoid whipsaw; let the opening range print.
- If VIX is extreme or there’s major news in ≤15 minutes, reduce size or stand down.
- Prefer one instrument per session; context switching kills focus and edge.
- Hard cutoff after your daily stop or target is hit—no “one more trade.”
Building Bias (HTF)
Bias is not a guess; it’s a structured read of where liquidity likely resides next. You’ll learn how to map that destination so every 1M decision is anchored to a bigger story.
- Daily/1H: Identify market structure (HH/HL or LH/LL), premium/discount zones, and FVGs.
- 15M: Mark nearest external liquidity (session/daily H/L) and any fresh 15M FVG aligned with trend.
- If price is in premium (above 50% of the HTF swing), prefer shorts into discount; reverse for longs.
- No bias → no trade. If HTF is mixed (chop), reduce risk or skip the session.
The A+ Setup (Recipe)
This is the exact pattern he wants: a higher-timeframe level, a 15M imbalance, and a one-minute confirmation. Follow it like a checklist so you don’t invent trades that aren’t there.
- Price trades into an HTF key area (FVG, OB, prior H/L, or daily open).
- 15M prints confluence (e.g., reaction inside a directional FVG aligned with bias).
- On 1M: grab confirmation via SMT divergence (index vs sister index), liquidity sweep, or displacement candle.
- Entry anchors to a clean 1M order block or a micro FVG inside the reaction.
- If any piece is missing (HTF level, 15M confluence, 1M confirmation), pass.
Entry Triggers (1M)
Entries are mechanical: you’re catching the first valid micro pullback after displacement or the reclaim after a sweep. This keeps stopping tiny and invalidations are obvious.
- After a liquidity sweep against bias, wait for a strong displacement candle away from the sweep.
- Mark the origin OB or the micro FVG created by displacement; enter on a limit at its mid/edge.
- Require the next candle to respect the zone; if it closes beyond your invalidation, cancel.
- No entry if the spread widens abnormally or if the retest pierces the zone and closes through it.
Risk & Trade Sizing
The edge is asymmetric risk: small, consistent stops and realistic targets at obvious liquidity. This section gives fixed numbers you can apply immediately.
- Default stop: 0.6–1.2× the 1M OB/FVG size; hard cap at a pre-defined tick value.
- Initial target: nearest opposing liquidity (equal highs/lows, session H/L, unfilled FVG edge).
- Minimum RR: 2R; if the initial map only offers 1–1.5R, skip or lower size.
- Daily risk cap: 1–2R of the average day; stop trading when it’s hit.
- Scale only if price leaves your entry decisively and the HTF target is farther; never scale into a drawdown.
Managing the Trade
Management is simple, so you don’t sabotage good entries. You’ll learn when to move stops, when to take partials, and when to do nothing.
- Partial at 1R or at the first liquidity tap; move stop to breakeven after partials on strong momentum only.
- If momentum stalls before 1R, keep the original stop; avoid premature BE taps.
- Trail behind fresh 1M swing structure only when the HTF path-to-target remains obvious.
- If major news hits mid-trade and you’re not at partials, flatten or reduce size.
Session Prep & Markups
Preparation compounds your edge: the 1M is fast, so the work must be slow. Here’s what to draw and why it matters.
- Pre-market: mark prior day H/L, overnight H/L, session open, daily open, and any D/1H/15M FVGs.
- Box the opening range (first 5 minutes) to frame early traps and breakouts.
- Label “external target first” on your chart to avoid counter-trend impulses.
- Write a one-line plan: “Bullish to PDH via 15M FVG—wait 1M sweep+displacement long.”
SMT & Correlation Confirmation
SMT is his favorite micro filter. It keeps you out of weak impulses and puts you into real ones.
- Compare your primary index to a sister (e.g., ES ↔ NQ): you want divergence at the sweep.
- For longs: your primary makes a lower low; the sister does not (or prints HL) → higher-probability long.
- For shorts: your primary makes a higher high; the sister does not (or prints LH) → higher-probability short.
- If SMT is absent but all other signals align, reduce the size or wait for a cleaner print.
News & Volatility Rules
Fast charts punish impatience around catalysts. Use these rules to survive news spikes and exploit the aftermath.
- 10 minutes before tier-1 releases (CPI, NFP, FOMC): flat; no new positions.
- 3 minutes after: re-assess structure; only trade if structure + imbalance + sweep reappear.
- If ATR expands massively post-news, halve its size until ranges normalize.
Prop vs. Live: Operating Rules
He treats funding and live accounts like different gears of the same engine. This keeps psychology tidy and performance consistent.
- For evaluations: cap daily drawdown at 50–60% of the eval’s daily limit; stop after 1 loss.
- For live: same playbook, smaller clip sizes, compound only after 20R of net gains.
- Never change the setup to “pass a challenge”; pass by waiting for your A+ conditions.
Psychology & Discipline
Most errors are self-inflicted: forcing trades, adding to losers, or chasing after misses. These rules lock the doors on your worst habits.
- “No setup, no trade” is literal—write the three required elements and check them off.
- One loss in the first 30 minutes → mandatory 15-minute break and fresh markup.
- No revenge trading: if you miss a move, mark why and wait for the next mapped pool.
- If you break any rule, close the platform for the session and journal the breach.
Journaling & Iteration
The edge improves when you measure it. Here’s what to log so you can refine entries and sizing with evidence instead of vibes.
- Record: bias, HTF level used, 15M confluence, 1M trigger, RR planned vs. realized, and screenshot.
- Tag outcomes by trigger type (sweep+displacement, SMT+OB, pure FVG retest).
- Review weekly: cut the lowest-win tag; double down on the highest-expectancy tag.
- Maintain a “kill list” of contexts you no longer trade (e.g., lunch chop, news drift, end-of-month roll).
Quick Start Checklist (Run This Every Session)
When speed matters, a concise checklist keeps you honest. Use this before you click any button.
- HTF bias clear? (Yes/No) If “No,” do not trade.
- External liquidity mapped? (PDH/PDL/ON H/L, session H/L)
- 15M confluence present? (Directional FVG/OB aligned with bias)
- 1M trigger printed? (Sweep+displacement, SMT, micro FVG/OB retest)
- Risk set? (Stop sized to structure, ≥2R target identified, daily cap noted)
Size risk by volatility: position smaller in wild markets, bigger in calm markets
Shinobi—whose real name isn’t disclosed on the podcast—drives home a simple rule: the market’s mood dictates your size. When range expands and candles are snapping, he tightens stops and clips position size so one trade can’t wreck the day; when ranges compress and structure is clean, he steps up slightly because targets are closer and noise is lower. He frames it as protecting the account first, catching the move second, and never letting a “wild” tape bait him into oversized bets.
In practice, that means using recent range or ATR to scale in or out of size, setting a hard daily loss cap, and only adding risk when volatility cools and the chart respects levels. If the open is chaotic, he trades smaller until the opening range resolves; if news spikes dispersion, he either halves size or sidelines entirely. The key is consistency: same setup, same rules, different size based on realized conditions—so edge survives both quiet grinds and stormy sessions.
Trade defined risk first; keep undefined risk for only rare, structured edge.s
Shinobi—whose real name isn’t disclosed on the podcast—frames every trade around what he can lose, not what he hopes to make. “Defined risk” for him means pre-set stops at objective invalidation points, OCO orders in the book the moment he’s filled, and no averaging down on losers—ever. He treats undefined risk as a tax on discipline: things like martingaling, holding through binary news without a stop, or shorting volatility with no hedge. If risk can’t be quantified in ticks or dollars before entry, he bins the idea and waits for the next clean setup.
When a rare, structured edge tempts him to push (think: multi-timeframe confluence into obvious liquidity with displacement), he still converts it into defined risk by sizing smaller and using staged exits. The rule is simple: widen the lens, not the stop—he’ll take multiple, smaller attempts rather than one oversized flyer with open-ended downside. He also differentiates instrument risk: futures scalps get hard stops; option structures must have capped max loss by design. That mindset keeps the account durable, so the inevitable string of small cuts never snowballs into an unrecoverable hole.
Diversify by underlying, strategy, and holding time to smooth the equity curve.
Shinobi—whose real name isn’t disclosed on the podcast—balances his book across instrument, setup, and duration so no single tape regime dictates results. He’ll focus on a primary index future but keeps a secondary product ready when correlation or structure is cleaner, treating each as a separate lane with its own rules. He mixes mean-reversion fades after exhaustion with momentum continuations after displacement, so when one style cools off, the other often picks up the slack.
He also staggers holding time: quick one-minute scalps to harvest micro inefficiencies, and occasional 15- to 60-minute swings when the higher-timeframe path is obvious. By tagging trades by underlying, trigger type, and hold time, he sees which combos carry the account and which just add noise, then reweights toward the top performers. The effect is a smoother equity curve: smaller drawdowns, fewer cold streaks, and less psychological pressure to “make it back” in one shot.
Mechanics beat prediction: map liquidity, wait for trigger, execute without hesitation.
Shinobi—whose real name isn’t disclosed on the podcast—builds his edge on repeatable mechanics instead of trying to guess where the market “should” go. He starts by mapping external and internal liquidity—prior highs/lows, equal highs/lows, and obvious fair value gaps—so there’s a clear destination and a lane to get there. Then he zooms to the execution timeframe and waits for a specific trigger: a sweep, a displacement candle, or SMT divergence confirming the move. If that sequence doesn’t appear, he does nothing; missed trades beat bad trades every time.
Once the trigger fires, hesitation is the enemy, so entries and exits are preplanned and loaded. He places the order at the zone edge or mid, anchors the stop to structural invalidation, and sets a first target at the nearest opposing liquidity. If price fails to respect the zone, he cancels; if it respects and runs, he manages mechanically—partial, breakeven, and let the rest work. Prediction might feel clever, but Shinobi’s process wins because it turns the chart into a checklist and the trade into a simple yes/no decision.
Hard process discipline: daily loss cap, session cutoff, no revenge trades
Shinobi—whose real name isn’t disclosed on the podcast—treats discipline like a position, sized and protected every session. Before the bell, he writes a single-line plan and a hard daily loss cap; if that cap is hit, he’s flat and done, no exceptions. He also sets a session cutoff for both wins and losses, because overstaying after strong emotions—euphoria or frustration—usually degrades execution. The message is simple: protect the decision-maker first, the P&L second.
When he breaks a rule, the session ends and the journal begins, converting impulse into data. Missed moves are logged without chasing; the next mapped setup gets the focus, not the last candle. If he feels tilt creeping in—fast clicks, widening stops, adding to losers—he takes a timed break and resets charts from the higher timeframe down. This routine turns discipline into muscle memory, so even on messy days, the process stays intact and the account lives to fight tomorrow.
In the end, Shinobi’s edge isn’t a secret indicator—it’s the ruthless stacking of small, controllable advantages. He sizes to volatility so one bad candle can’t sink the day, anchors every idea to defined risk, and only takes shots where the higher-timeframe narrative and one-minute trigger agree. Liquidity mapping comes first, prediction comes last: external highs/lows, fair value gaps, a sweep or displacement, and then a preloaded entry with a stop at structural invalidation. When the tape is wild, he trades smaller or not at all; when it’s clean, he presses modestly—but never beyond a plan that’s been written before the bell.
What makes this durable is the process, not heroics. He diversifies by underlying, setup, and holding time to smooth the curve; he respects session windows, news risk, and a hard daily loss cap; and he journals with tags that tell him which combinations actually pay. Prop or live, the rules don’t change: same checklist, same targets, same discipline—just different size. If you take one thing from his playbook, let it be this: protect the decision-maker first, codify your mechanics second, and let the P&L show up as a consequence of repeating both.
