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In this interview, London/Dubai-based trader Nasir Yarimi sits down for a relaxed, no-fluff conversation about how he went from broke, bouncing between sales jobs, to consistent performance in prop firm challenges and beyond. You’ll hear why he matters to newer traders: he documents the whole arc—blown accounts, 16-hour backtesting days, and the mindset shifts that turned raw ambition into a repeatable process. He explains how passing evaluations, capping risk, and building buffers changed his results and psychology.
Read on to learn the exact strategy themes he leans on: one-percent risk per trade with locked-in cushions, when to hold vs. take partials, how to avoid “rent-is-due” trading by diversifying income, and why focusing on a few clean setups beats chasing a Holy Grail. If you’re a beginner, this piece will help you copy the parts that actually move the needle—risk, timing, and discipline—so you can stop gambling and start trading with intent.
Nasser Al Yarimi Playbook & Strategy: How He Actually Trades
Market Focus & Playbook Scope
Before anything else, you need tight boundaries: which markets, which times, and which setups. Here’s how Nasser keeps attention narrow so execution stays sharp and repeatable.
- Trade 1–3 pairs you know cold (e.g., GBPUSD, XAUUSD, US100) and ignore the rest for 90 days.
- Operate during two sessions only: London open ±2 hours and New York open ±2 hours.
- Pre-mark the weekly and daily swing points every Sunday; trade intraday only in the direction of that higher-timeframe bias.
- Keep a written “permission slip” for setups you actually trade (e.g., liquidity sweep + break of structure + FVG fill). If it’s not on the slip, you don’t take it.
- No-trade windows: 15 minutes before and after red-flag data, plus the last 30 minutes of NY cash close.
The Entry Model (Bias → Trigger → Confirmation)
Nasser compresses analysis into three steps, so there’s no hesitation when the price reaches his levels. This section turns the idea into a checklist you can run in seconds.
- Bias: choose long or short from the HTF (H4/D1) structure and moving mean (e.g., 20/50 EMA alignment).
- Level: predefine one of three entry locations only—previous day high/low, weekly open, or an untested H1 supply/demand/FVG.
- Trigger: wait for a liquidity sweep through the level, then a decisive shift in market structure on M5–M15.
- Confirmation: first pullback that respects the new structure; enter on limit at the imbalance/OB with invalidation 1–2 wicks beyond the swept high/low.
- Minimum reward-to-risk: 1:2 baseline; pass if you can’t map two clean targets ahead (PDH/PDL, session high/low, or VWAP bands).
Risk & Money Management Rules
Edge is fragile without hard risk limits. Nasser protects the account first so he can show up tomorrow with the same firepower.
- Per-trade risk: 0.5% when cold, 1.0% when aligned (bias + session + clean level).
- Daily loss cap: 2R or 2% (whichever hits first), then hard stop—platform closed.
- Weekly drawdown stop: 5% from equity high; trade review only until next Monday.
- Max exposure: 2 correlated positions at once; the second trade requires an independent level and trigger.
- Move to breakeven only after partials at 1R; never earlier.
- News risk: if a red-flag event hits in <15 minutes and you’re not at 1R partials yet, reduce risk by half or flatten.
Trade Management & Exits
The plan to exit is decided before entry. Here’s how to lock in cushions while keeping room for runners.
- Take 50% at 1R; slide stop to entry minus fees/slippage only after fill.
- Trail the remainder behind structure: last M15 swing for active markets, H1 swing for “hold” conditions.
- If target #1 is the prior day’s high/low, pre-place a scale-out and let the rest aim for session extremes or the next HTF level.
- If price returns to entry after 1R partials, exit the remainder at breakeven; do not re-enter unless a fresh sweep + structure shift occurs.
- Hard close before session end unless the H4 trend is strong and the trade is >2R in profit.
Evaluation & Buffer Tactics (Prop-Friendly)
Rules tighten during evaluations; Nasser optimizes for survival, not glory. Use these constraints when an account has strict drawdown terms.
- Trade one setup per day maximum until the buffer reaches +4R; then allow two.
- Cut risk to 0.25–0.5% if trailing drawdown is live and within 2R of breach.
- Stop trading for the day after the first green trade closes ≥1R; protect your buffer.
- No holding through major scheduled data unless already risk-free with partials banked.
- Withdraw or lock milestones: +8R, +12R, +16R—reduce size by 50% for the session after each withdrawal.
Playbook Setups (What “Counts”)
Your results explode when you trade the same few pictures again and again. These are the patterns Nasser records, tags, and repeats.
- Liquidity Sweep → BOS → FVG Fill (trend continuation): only with HTF alignment and session volatility.
- Rejection at Weekly Open (reversion): fade the first impulsive probe when it stalls and shifts structure on M5.
- VWAP Rejection + Prior Day Level: confluence of intraday mean and yesterday’s S/R to catch a clean 1:2.
- News Whipsaw Reclaim: wait for the first post-news sweep to fail, then enter on the reclaim with tight invalidation.
- Time-of-Day Push: the 30–60 minutes after London or NY open; if it doesn’t go, stand down.
Preparation & Routine
Consistency is environmental. Nasser treats trading like a sport: warm-up, playbook, review.
- Night before: mark HTF levels, key highs/lows, weekly open, and red-flag times; write one sentence for directional bias.
- Pre-session (15 minutes): open checklist—news filter, bias, top two levels, invalidation, and target map.
- Screens: one “bias” chart (H4/H1), one “execution” chart (M15/M5). Hide all indicators during entry.
- Maximum watchlist: three instruments; if a fourth looks juicy, drop the weakest.
- If you miss the A setup, you’re done for that instrument; no revenge or chasing late.
Psychology & Behavior Constraints
Mindset rules are guardrails that keep the account alive when emotions flare. Nasser’s constraints are simple and enforceable.
- If you talk about the P&L mid-trade, close 50% and mute the platform alerts.
- Two losing days in a row → cut size in half and trade one setup next day.
- No social media or group chats until the session is over and trades are journaled.
- If you alter a stop “just this once,” finish the session at micro size (≤0.1R risk).
- Celebrate process, not outcome: green day only “counts” if all rules were followed.
Journaling & Metrics That Matter
Review is where edge compounds. Track the few numbers that predict future consistency.
- Tag every trade by setup type, session, HTF bias, and news proximity.
- Record pre-planned invalidation vs. actual stop; flag any discretionary changes.
- Compute hit rate and expectancy per setup; keep only patterns with ≥1.5R expectancy over 30 trades.
- Measure average adverse excursion (MAE) to refine stop placement; aim to cut stop size by 10–20% without increasing stop-outs.
- Review weekly: kill your bottom setup, double-down size on the top setup for the following week within risk caps.
Scaling & Capital Barbell
Income volatility kills discipline; Nasser balances trading risk with safer cash flow so he can stay selective.
- Maintain a base income stream (freelance/ops/agency/teaching) that covers living costs, so trades aren’t forced.
- Keep a “trading runway” of 6–9 months’ expenses in cash or cash-like instruments.
- Scale size only after three consecutive green weeks at current risk with flawless rule adherence.
- When equity hits a new high-water mark, increase risk by 10–20% of the current per-trade risk—not more.
- Rotate surplus profits quarterly into lower-volatility assets to avoid giving back lifestyle capital.
Fast Start: 14-Day Implementation
Turning ideas into muscle memory requires a short, strict sprint. Use this two-week plan to install the habits.
- Days 1–2: write your permission-slip setups and print the checklists; pick 2–3 instruments.
- Days 3–7: trade micro size (0.25–0.5% risk); aim for process-perfect days, not PnL.
- Days 8–10: keep the same setups; add partials at 1R and structural trailing only.
- Days 11–14: review expectancy by setup; drop the weakest, nudge risk to 1.0% on the strongest if rules were flawless.
- At day 14: freeze the playbook for 30 days; no new strategies until the next review cycle.
Size Risk First: Fixed Risk Unit, Let Reward Compound
Nasser Al Yarimi starts by making risk the star, not entries. He sets a fixed risk unit per trade so every decision is measured, repeatable, and unemotional. That single move turns chaos into math, because P&L swings come from position sizing far more than from being “right.” With a fixed unit, Nasser lets the reward compound naturally while the downside stays capped.
He treats green streaks and red patches the same: the risk unit doesn’t balloon just because confidence does. If volatility spikes, he shrinks size or widens stops, but the dollar risk remains constant. This keeps him trading the plan instead of chasing outcomes or nursing losses. It’s the simplest edge in the book—and Nasser Al Yarimi uses it to stay dangerous without ever being reckless.
Trade the Mechanics, Not Predictions: Levels, Triggers, Structured Exits
Nasser Al Yarimi doesn’t forecast; he follows a checklist. He premarks levels, waits for a specific trigger like a liquidity sweep plus market-structure shift, and then executes without storytelling. By stripping out predictions, he reduces hesitation and keeps every trade comparable in the journal. The power comes from repeating the same mechanical sequence until it’s second nature.
He also predefines exits so “hope” never becomes a strategy. Partial at 1R, stop to breakeven only after, then trail behind structure—those rules keep winners orderly and losers small. When price action doesn’t deliver the trigger, Nasser Al Yarimi simply passes and preserves mental capital. The result is a clean feedback loop: same inputs, same process, better data, faster improvement.
Volatility-Based Positioning: Adjust Size by ATR and Session Conditions
Nasser Al Yarimi sizes trades to the market that shows up, not the one he wishes for. He reads the recent ATR and the session’s typical range to set stop distance and contract size so the dollar risk stays constant. If London is running hot, he trims size or widens the stop; if New York is sluggish, he tightens the stop or skips entirely. This makes his risk unit resilient to sudden spikes and prevents random slippage from blowing the plan.
He also ties targets to expected moves, not dreams. When ATR compresses, he banks at 1R and keeps trails tight; when ATR expands, he lets runners breathe toward session extremes. A surprise news burst? He halves the exposure or waits for the post-spike structure to reset. By letting volatility dictate position and expectations, Nasser Al Yarimi keeps consistency through quiet drifts and wild surges alike.
Diversify Smartly: Underlying, Strategy, and Holding Duration Buckets
Nasser Al Yarimi doesn’t “diversify” by adding random charts; he builds buckets that actually reduce correlated pain. One bucket is the underlying—pairing something like GBPUSD with XAUUSD or US100 so that a single USD impulse doesn’t sink the whole day. Another bucket is the strategy—trend continuation sits alongside a simple mean-reversion reclaim, so one style can rest while the other works. The third bucket is time—intraday takes quick, defined shots while a separate, smaller swing holds only when the higher-timeframe is aligned. This turns one P&L stream into several smaller, steadier rivers.
He caps risk per bucket so no theme can hijack the account, and he kills a bucket fast if its expectancy slips. On choppy weeks, he leans on the mean-reversion play; when range expands, he lets the trend bucket lead. If two underlyings start moving as one, he treats them like a single trade to avoid double exposure. That’s how Nasser Al Yarimi stays active without getting overextended when the market starts rhyming a little too well.
Defined-Risk Discipline: Hard Stops, Daily Loss Caps, Weekly Buffer
Nasser Al Yarimi treats risk like rent—non-negotiable and due on time. Every trade carries a hard stop placed where the idea is objectively wrong, not where it “feels” comfortable. If the stop hits, he accepts it instantly and logs the outcome, because defending bad entries is how accounts die. This strict cut-loss mindset keeps his average loser small enough for winners to matter.
He enforces a daily loss cap so tilt can’t hijack the session, and a weekly buffer rule to pause when equity slips from the high-water mark. After two red days, he halves in size and trades one setup only until rhythm returns. By protecting the downside at the account level—not just the chart level—Nasser Al Yarimi gives his edge room to play out without emotional sabotage.
In the end, Nasser Al Yarimi’s edge isn’t a mysterious indicator—it’s the way he reduces the game to simple, enforceable rules. He sizes with a fixed risk unit so emotions can’t bully position size, trades only when a premarked level plus a clear trigger lines up, and decides exits before the entry, so hope never sneaks into management. Volatility sets his expectations: ATR and session tempo determine stop width, partials, and whether a runner deserves room. When the tape gets weird, he either cuts size or steps aside; survival comes first, then profits.
He also spreads risk across buckets that actually diversify outcomes—by underlying, by setup type, and by holding duration—while capping exposure so one theme can’t hijack the week. Hard stops, daily loss caps, and a rolling weekly buffer protect the account the way a seatbelt protects a driver; after two red days, he automatically downshifts to regain rhythm. Around that skeleton sits the routine: HTF bias marked the night before, a tight pre-session checklist, clean charts at the moment of entry, and ruthless journaling of setups, MAE, and expectancy so only the best patterns survive. Put together, this is a trader who wins by removing discretion where it hurts and keeping it only where it helps—letting discipline compound just as surely as R-multiples.
