Phase 1 previewSimulated data
All strategies

Liquidity Sweep

idea

Fades stop-runs above/below overnight highs and lows when the sweep fails and price reclaims the range on MNQ.

Profit factor
1.18
Win rate
47.5%
Trades
63
Avg R
0.22
Rules
Exact, discretion-free specification (draft)
  1. Mark overnight high/low before the 09:30 ET open.
  2. Wait for a sweep beyond the level that fails within 5 minutes.
  3. Enter on reclaim of the swept level; stop beyond the sweep extreme.
  4. Target: opposite side of the opening range; max 2 attempts per day.
Backtest results
Research phase deliverable

No backtest runs yet

Preliminary numbers from a small manual sample. A full backtest is queued for the research phase.