Does the Liquidity sweep reversal strategy work?
We coded the liquidity sweep reversal to exact mechanical rules and ran it on june 1, 2025 – june 1, 2026 (12 months) of real data with fees on. No discretion, losers published as losers. Here is the verified result.
Verified Result
No edge: net negative after costs across 4 markets.
| Market | TF | Trades | Win | PF | Max DD | Net |
|---|---|---|---|---|---|---|
| EUR (EURUSDT) | 15m | 1,079 | 7.6% | 0.08 | 100.0% | -100.0% |
| ETH | 15m | 2,066 | 22.7% | 0.35 | 100.0% | -100.0% |
| BTC | 15m | 2,140 | 20.0% | 0.22 | 100.0% | -100.0% |
| Gold (PAXG) | 15m | 1,866 | 16.8% | 0.15 | 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 tested
- Enter when price sweeps a recent swing high/low then reverses; structure stop; 2R target
How to read this
This is the mechanical floor — what the rules alone produced after costs, with zero discretion. A low score doesn’t mean the idea is worthless; it’s the baseline your filtering and judgement have to beat. The SVS methodology explains exactly how the score is built.
Test your own version of this
Add a trend filter, a session window, or a confluence and see if you can beat the floor. Describe it in plain English and the AI backtester runs it on real data.
Open the AI backtester →Questions
Is the Liquidity sweep reversal strategy profitable?
No edge: net negative after costs across 4 markets. Across 4 markets and 7,151 trades with fees on, it had a profit factor of 0.21 and an average net return of -100.0%.
What is the win rate of the Liquidity sweep reversal strategy?
18.1% across all tested markets. Note that win rate alone is misleading — with a fixed reward-to-risk target, a mechanically negative strategy can still win 30–45% of the time.
How was the Liquidity sweep reversal strategy tested?
Coded to exact mechanical rules and run on June 1, 2025 – June 1, 2026 (12 months) of real 1-minute data, fees on (0.05% per side), $10,000 start, 1% risk per trade, on Secuora's deterministic engine. No discretion.