The liquidity sweep — price wicks through an obvious swing high or low, takes out the resting stops, and immediately closes back inside — is the Smart Money Concepts trade in its purest form. The thesis: that wick was engineered to fill large orders, and the close back inside reveals the real direction.
We tested the mechanical version on 12 months of BTC and ETH 15-minute candles, around the clock, with costs and 1% risk per trade. No session filter, no bias filter — the raw pattern, every occurrence. Full results below.
Verified Result
No edge: net negative after costs across 2 markets.
| Market | TF | Trades | Win | PF | Max DD | Net |
|---|---|---|---|---|---|---|
| ETH | 15m | 3,282 | 23.7% | 0.29 | 100.0% | -100.0% |
| BTC | 15m | 3,349 | 21.1% | 0.22 | 100.0% | -100.0% |
How the SVS 20 breaks down ▾
12 months of real 1-minute data, fees on (0.05%/side), $10k start, 1% risk. How the score works →
The exact rules we tested
- Swings are confirmed fractals (lookback 3) — a swing exists only after 3 later candles close, no look-ahead.
- Sweep: the current candle’s wick trades through the most recent confirmed swing, and the candle closes back inside the range.
- Enter at that candle’s close, against the sweep (fade the stop run).
- Stop beyond the sweep extreme via the last opposing swing; target 2R.
- Risk 1% per trade; 0.05% commission per side; 10× max notional leverage; 24/7 (no session filter).
Results
Binance spot 1-minute klines (data-api.binance.vision), aggregated per strategy timeframe · starting balance $10,000 · risk 1%/trade · Commission 0.05% per side; no spread/slippage modeled (BTC/ETH spot spreads are sub-basis-point); position size capped at 10× notional leverage. Generated 2026-06-12 by the Secuora ai-strategy deterministic runner (same engine as the in-app AI backtester).
| Month | Trades | Win rate | Net P&L |
|---|---|---|---|
| 2025-06 | 247 | 23% | −$8,742 |
| 2025-07 | 286 | 19% | −$1,159 |
| 2025-08 | 290 | 20% | −$91 |
| 2025-09 | 269 | 17% | −$7 |
| 2025-10 | 313 | 20% | −$1 |
| 2025-11 | 271 | 24% | −$0 |
| 2025-12 | 307 | 17% | −$0 |
| 2026-01 | 293 | 22% | −$0 |
| 2026-02 | 249 | 21% | −$0 |
| 2026-03 | 282 | 24% | −$0 |
| 2026-04 | 253 | 24% | −$0 |
| 2026-05 | 289 | 23% | −$0 |
| Month | Trades | Win rate | Net P&L |
|---|---|---|---|
| 2025-06 | 286 | 25% | −$8,865 |
| 2025-07 | 298 | 29% | −$981 |
| 2025-08 | 282 | 24% | −$136 |
| 2025-09 | 275 | 23% | −$16 |
| 2025-10 | 274 | 23% | −$1 |
| 2025-11 | 244 | 23% | −$0 |
| 2025-12 | 263 | 25% | −$0 |
| 2026-01 | 257 | 21% | −$0 |
| 2026-02 | 245 | 23% | −$0 |
| 2026-03 | 276 | 22% | −$0 |
| 2026-04 | 272 | 23% | −$0 |
| 2026-05 | 310 | 23% | −$0 |
What this test isolates
Running the pattern with no filters answers one question: does the bare sweep-and-reclaim pattern carry edge after costs, or does the edge (if any) live in the context around it — the higher-timeframe level, the session, the displacement that follows? Discretionary SMC traders add all of that. The baseline below is what the pattern alone earns.
Methodology, in one paragraph
Data: Binance spot 1-minute klines (data-api.binance.vision), aggregated per strategy timeframe, June 1, 2025 – June 1, 2026 (12 months). Execution: Secuora’s deterministic strategy runner (the same engine behind the in-app AI backtester) — single position at a time, entries at the close of the signal candle, commission 0.05% per side; no spread/slippage modeled (btc/eth spot spreads are sub-basis-point); position size capped at 10× notional leverage, starting balance $10,000, 1% risk per trade. Swings are confirmed fractals with no look-ahead. These are mechanical results: no discretion, every signal taken. Past performance does not predict future results; this is research, not financial advice.
Frequently asked questions
What is a liquidity sweep?
A move where price wicks through an obvious prior swing high or low — where stop-losses cluster — and then closes back inside the prior range. Smart Money Concepts traders read it as large players filling orders against the triggered stops, and trade the reversal.
What win rate does a liquidity sweep strategy have?
Our unfiltered mechanical test (every sweep of a confirmed fractal swing on 15-minute BTC/ETH for 12 months, structure stop, 2R target, costs on) produced the stats in the table above. Adding context filters — session, higher-timeframe bias, displacement confirmation — changes the sample and is exactly what you should test next.
How is this different from a false breakout / stop hunt?
Same phenomenon, different vocabulary. "False breakout", "stop hunt", "liquidity grab" and "sweep" all describe price violating an obvious level and reversing. The mechanical definition we tested — wick through a confirmed swing, close back inside — is the common denominator.
Can I backtest liquidity sweeps on Secuora?
Yes — the sweep detector used for this research is a built-in primitive of Secuora’s AI backtester, so you can run "fade every sweep of a swing low after 9:30" in plain English, or replay any market bar by bar and mark the sweeps yourself.