Interview noteThis page restates a public interview in new words. Dollar results, win rates, and payouts are claims made by the speaker or the host. They are not this desk's record, and they are not a result to expect.
Tobias, scores the currency first and lets the chart only choose the moment. Growth, policy, and risk mood have to agree before a zone counts. Losses, scores, and pips below are his telling, not an audit.
Why it matters
The start was with his father. A demo month worked, then 5,000 euros were gone in a week or two. Another 1,000 followed. More accounts died. Co-workers were tapped and a loan was taken. Three years removed well over 100,000 euros. More than 56,000 was his and more than 50,000 was his father's. They had copied untested methods. His father quit. Tobias tested one idea until he calls it the turn, says the losses were later earned back, and says speculation has paid his living for 10 years.
The idea in plain words
Currencies are split first: euro, dollar, pound, Australian dollar, and the others. A PMI above 50 means growth is more likely, and he will score a rising PMI above that line as plus one. Falling confidence can be minus one or minus two. The same scoring covers the central bank: a higher-rate lean should pull money in, and cuts should weigh on the currency. Risk mood is the third plus or minus. Then he checks whether the currency is actually responding. A chart, he says, does not forecast an economy.
A headline is finished when the currency stops moving. Ignored data is not a trade. He reads free bank notes from JP Morgan, ING, and MUFG, plus a feed he names Financial Juice, the commitment of traders report, and retail books from ING and OANDA. Retail is the side he fades.
NZD/CAD was the long the week before the talk. Retail, about nine in ten, was short as the pair rose. After a hawkish Reserve Bank of New Zealand meeting, bank research favored the New Zealand dollar and institutions were building longs. Canada was the weak side. Strong against weak is the only pair he wants. A currency already scored weak does not get a long.
How to use it
The day he shows uses a strength board, seven days of performance, and a calendar. Another NZD/CAD long. Manufacturing PMI was falling, a minus one, yet still above 50. Services, confidence, and annual GDP were rising. He places the last policy meeting on 27 May near 5:00 a.m. The bank wanted rates higher still, and the New Zealand dollar jumped. Canada remained the weak side, so the chart opened was NZD/CAD.
Timing is a one-hour supply-and-demand read. A level that rejected and then broke is likely to resist on the return. He waits for momentum. No limit. ATR sets the room, at least 29 pips on this trade, because he thinks most currency stops are too tight. The objective is a fixed double. This New Zealand swing expanded by roughly 60 pips after the range, and he banked one long before taking another. Two or three times risk can still pay, he says, if winners are only about a third of trades. One to one at a 50 percent hit rate should make nothing. Before the hawkish meeting, zones failed. After it, pullbacks could be bought.
What usually goes wrong
Gold and crude can use the same macro frame. Crude also reacts to OPEC and, in the months he cites, to US-Iran headlines. The S&P is a price of 500 firms that need gains. Right on the story and early on the timing is normal. Three or five losses and a new method never builds an edge. Test the condition first. A decade of it working is a reason to think it may continue, not a certainty. Copying a clip cannot. An edge, the work, and capital are the requirements.
Two later changes mattered: a historical test, and risk small enough to feel impersonal, on the order of fifty or a hundred dollars. Losses that also showed up in a profitable test are easier to sit through. Run the rules in TradingView, MultiCharts, or any engine that will execute them. A chatbot can help specify the test. It is not the result. Ten profitable years means keep the rules. Otherwise read the bank research. His confidence peaks when banks, data, and the retail fade agree.
Questions people ask
How large were the early losses?
Above 100,000 euros across three years, more than 56,000 of it his and more than 50,000 his father's, after a 5,000 euro account died in a week or two. He says those losses were later recovered and that the trading has been his living for 10 years. That is his account of it.
What made NZD/CAD a long?
A New Zealand economy still printing PMI above 50, a central bank leaning toward higher rates, and a weak Canadian dollar opposite. Retail was about 90 percent short. The hour-chart long used at least 29 pips of room and a fixed double, with the post-range expansion near 60 pips.
Does he claim a 33 percent win rate?
He claims the payoff math: two or three times risk can still pay if winners are only a third of trades. One-to-one at a 50 percent hit rate should not. He does not publish 33 percent as the win rate of the NZD examples.