Does the Liquidity sweep reversal (1H) strategy work?

We coded the liquidity sweep reversal (1h) 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.

Secuora Verification

Verified Result

20/ 100
No Edge

No edge: net negative after costs across 4 markets.

Markets tested
4
Markets profitable
0 / 4
Total trades
1,986
Win rate
20.4%
Profit factor
0.35
Avg net P&L
-95.3%
Avg max drawdown
95.5%
Best market
ETH -91.1%
MarketTFTradesWinPFMax DDNet
ETH1h52624.1%0.5191.6%-91.1%
BTC1h52322.9%0.4294.1%-93.9%
Gold (PAXG)1h49819.5%0.2197.9%-97.9%
EUR (EURUSDT)1h43913.9%0.1498.3%-98.3%
How the SVS 20 breaks down ▾
Edge (profit factor)
0 / 35
Robustness (markets)
0 / 20
Sample size
20 / 20
Drawdown control
0 / 15
Consistency
0 / 10

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, on the 1H; 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.

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Questions

Is the Liquidity sweep reversal (1H) strategy profitable?

No edge: net negative after costs across 4 markets. Across 4 markets and 1,986 trades with fees on, it had a profit factor of 0.35 and an average net return of -95.3%.

What is the win rate of the Liquidity sweep reversal (1H) strategy?

20.4% 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 (1H) 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.

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