Research
Does a sweep + MSS work mechanically? 88 BTC, ETH and SOL trades, 2023–2026
Short answer: no. The mechanical liquidity sweep + MSS + FVG retest model, across the whole sample the detector found, hit target on 25 of 88 trades (28%), totaling −13.27R with a profit factor of 0.79. The pretty +2R examples are real — they come from the 28% of trades that reached target.
What was tested
The model from a Trading OS Academy lesson, in mechanical form with no human judgment. Liquidity is two swing highs (or lows) 6–60 candles apart, no more than half an ATR from each other, with price never trading beyond them in between. A sweep pierces that level by at least 0.1×ATR(14) of the same timeframe (ATR over the 14 candles before the sweep candle) and closes back inside on the same candle. The MSS is a body close beyond the last swing of the leg that came into the sweep, within 12 candles.
Entry is a limit order at the near edge of the FVG between the sweep and the MSS, placed only after the MSS candle closes; the retest has to happen within 12 candles. The stop sits exactly at the sweep extreme, with no buffer. The target is the far edge of the range, with a planned R of at least 1.5. The outcome is whichever price touched first: stop or target.
Data
Binance spot (GET /api/v3/klines), BTC, ETH and SOL against USDT, 15m, 1h and 4h, UTC, from the first sweep on April 2, 2023 to the last exit on September 6, 2026. Each of the 88 trades was machine-checked against the candles: the sweep closed back, the MSS was a close, the limit filled, and which came first — stop or target.
Trades where the order of events can't be read from candles (stop and target in one candle, the entry candle touching the stop, the target inside the entry candle) were dropped. The full trade table is below and in a JSON file you can check.
Result
88 trades, 25 reached target (28%). Total −13.27R, −0.15R per trade on average, profit factor 0.79. Winners paid between 1.53R and 3.59R; at the average winning R the model needs a win rate around 34% just to break even — the actual one is 28%, below that bar.
The worst run was 10 stops in a row, and the deepest fall of the curve from its peak was 24.13R. Longs made +5.48R (13 targets out of 34), shorts −18.75R (12 of 54). At this size that's not proof that “shorts don't work” — it's a reason to test each side separately.
Survivorship bias in one chart
The best 10 trades in a row — from September 25, 2023 to February 23, 2024 — made +9.16R with a profit factor of 4.05: in that window the model looks like it works. Windows like that end up in screenshots and lessons. The same model over the whole sample: −13.27R.
Ten trades aren't statistics. A verdict on a model comes from the whole sample, collected without picking a window, and from several dozen trades at least.
Limitations
The sample is only what the detector catches: equal extremes and a retest within 12 candles. A human trading a setup with the same name selects differently. The stop sits exactly on the sweep extreme with no buffer, and the target is the far edge of the range, with no partial exits or break-even stops; with a nearer target or a stop buffer the result would differ and has to be recomputed the same way.
The data is spot, with no fees, spread or funding — those would make the result worse, not better. 88 trades are enough to say “in this form the model doesn't make money”, but too few to slice by coin and timeframe hunting for a piece that “works”.
Conclusion: a model without filters isn't an edge
Sweep + MSS is a language for describing a chart, not an advantage in itself. An edge, if there is one, lives in a particular trader's filters and execution — and can only be tested on that trader's own complete sample.
In the Trading OS journal, trades are tagged with a setup and stats are sliced by it: win rate, average R and profit factor across the setup's whole sample, not its best screenshots.
Breakdown
By side
| Group | Trades | Targets | Total R |
|---|---|---|---|
| short | 54 | 12 | −18.75R |
| long | 34 | 13 | +5.48R |
By coin
| Group | Trades | Targets | Total R |
|---|---|---|---|
| ETH | 27 | 6 | −7.93R |
| SOL | 30 | 5 | −15.84R |
| BTC | 31 | 14 | +10.50R |
By timeframe
| Group | Trades | Targets | Total R |
|---|---|---|---|
| 15m | 61 | 18 | −7.31R |
| 1h | 17 | 5 | −1.39R |
| 4h | 10 | 2 | −4.56R |
Every trade in the sample
| # | Market | Side | Sweep (UTC) | Entry | Stop | Target | Outcome | R |
|---|---|---|---|---|---|---|---|---|
| 1 | ETH 15m | short | 2023-04-02 06:45 | 1818.98 | 1824.81 | 1809.73 | target | +1.59R |
| 2 | SOL 15m | long | 2023-04-24 08:30 | 21.34 | 21.13 | 22.02 | stop | −1.00R |
| 3 | SOL 1h | long | 2023-04-25 08:00 | 21.1 | 20.73 | 22.02 | target | +2.49R |
| 4 | BTC 15m | long | 2023-05-06 06:00 | 29366.82 | 29250.65 | 29820 | stop | −1.00R |
| 5 | ETH 15m | long | 2023-05-07 19:00 | 1912.88 | 1903.38 | 1933.33 | stop | −1.00R |
| 6 | ETH 15m | short | 2023-06-04 04:15 | 1892.89 | 1896.14 | 1881.6 | stop | −1.00R |
| 7 | BTC 15m | short | 2023-06-09 09:45 | 26612.76 | 26685.43 | 26269.91 | stop | −1.00R |
| 8 | SOL 15m | short | 2023-06-15 20:00 | 14.7 | 14.86 | 14.18 | stop | −1.00R |
| 9 | BTC 15m | short | 2023-06-24 12:30 | 30720 | 30800 | 30552.01 | target | +2.10R |
| 10 | BTC 15m | long | 2023-07-26 11:45 | 29222.51 | 29160.33 | 29320.84 | target | +1.58R |
| 11 | BTC 15m | short | 2023-08-14 08:30 | 29430.1 | 29495.76 | 29102.45 | stop | −1.00R |
| 12 | SOL 15m | short | 2023-09-25 14:00 | 19.55 | 19.68 | 19.34 | stop | −1.00R |
| 13 | SOL 15m | long | 2023-10-22 11:30 | 28.49 | 28.09 | 29.17 | target | +1.70R |
| 14 | SOL 15m | long | 2023-10-26 00:45 | 32.44 | 31.73 | 33.9 | stop | −1.00R |
| 15 | ETH 15m | long | 2023-12-03 06:45 | 2162.14 | 2152.92 | 2177.41 | stop | −1.00R |
| 16 | BTC 15m | long | 2023-12-03 19:15 | 39592.53 | 39430.01 | 39841.1 | target | +1.53R |
| 17 | SOL 15m | short | 2023-12-11 11:15 | 69.09 | 69.96 | 67.73 | target | +1.56R |
| 18 | BTC 15m | short | 2023-12-26 14:15 | 42619.63 | 42827.68 | 42150 | target | +2.26R |
| 19 | BTC 15m | short | 2024-01-14 09:45 | 42891.99 | 43079 | 42562.56 | target | +1.76R |
| 20 | ETH 15m | short | 2024-02-11 08:15 | 2530.29 | 2539.63 | 2514.76 | target | +1.66R |
| 21 | BTC 4h | long | 2024-02-23 20:00 | 51437.84 | 50521 | 52985 | target | +1.69R |
| 22 | BTC 1h | short | 2024-03-17 22:00 | 67775 | 68904.4 | 64533 | stop | −1.00R |
| 23 | SOL 15m | short | 2024-04-14 20:00 | 141.83 | 143.76 | 133.44 | stop | −1.00R |
| 24 | BTC 1h | long | 2024-04-16 10:00 | 63613.71 | 61600 | 66867.07 | stop | −1.00R |
| 25 | BTC 15m | long | 2024-05-11 23:30 | 60926.57 | 60743.51 | 61515 | stop | −1.00R |
| 26 | ETH 15m | short | 2024-05-22 17:15 | 3747.6 | 3798 | 3653.15 | stop | −1.00R |
| 27 | SOL 15m | long | 2024-05-23 01:00 | 177.33 | 175.62 | 185 | stop | −1.00R |
| 28 | ETH 15m | short | 2024-05-30 04:30 | 3785.3 | 3801.65 | 3742.59 | target | +2.61R |
| 29 | SOL 15m | long | 2024-06-03 11:00 | 165.07 | 164.51 | 166.85 | stop | −1.00R |
| 30 | SOL 1h | short | 2024-06-03 13:00 | 165.31 | 167.21 | 161.32 | stop | −1.00R |
| 31 | BTC 15m | long | 2024-06-19 15:45 | 65003.23 | 64756.28 | 65727.54 | stop | −1.00R |
| 32 | SOL 15m | long | 2024-06-25 18:00 | 138.09 | 137.01 | 139.9 | stop | −1.00R |
| 33 | SOL 15m | long | 2024-06-26 10:15 | 136.72 | 136.03 | 140.41 | stop | −1.00R |
| 34 | ETH 1h | long | 2024-06-30 02:00 | 3389.8 | 3352.66 | 3487.7 | target | +2.64R |
| 35 | SOL 4h | short | 2024-07-10 04:00 | 139.01 | 146.2 | 127.77 | stop | −1.00R |
| 36 | BTC 1h | long | 2024-07-11 03:00 | 57872.89 | 57050 | 59470 | stop | −1.00R |
| 37 | BTC 1h | long | 2024-07-12 01:00 | 57688.9 | 56542.47 | 59650 | target | +1.71R |
| 38 | BTC 15m | long | 2024-09-02 00:45 | 57490.23 | 57128 | 58788.93 | target | +3.59R |
| 39 | SOL 1h | long | 2024-09-06 07:00 | 129.8 | 127.41 | 135.58 | stop | −1.00R |
| 40 | ETH 15m | long | 2024-09-19 22:00 | 2465.4 | 2452.26 | 2494.95 | stop | −1.00R |
| 41 | BTC 15m | long | 2024-09-20 01:00 | 62959.61 | 62606 | 63850 | target | +2.52R |
| 42 | SOL 15m | short | 2024-10-06 03:15 | 143.07 | 143.68 | 141.06 | stop | −1.00R |
| 43 | ETH 15m | short | 2024-10-08 21:45 | 2441.76 | 2466.66 | 2401.18 | stop | −1.00R |
| 44 | SOL 15m | long | 2024-10-28 17:00 | 174.87 | 172.45 | 178.59 | target | +1.54R |
| 45 | SOL 15m | short | 2024-12-06 20:15 | 238.82 | 240.73 | 230.92 | stop | −1.00R |
| 46 | BTC 15m | short | 2025-01-02 20:15 | 97251.27 | 97839.5 | 96325.44 | target | +1.57R |
| 47 | BTC 1h | long | 2025-01-12 09:00 | 94173.48 | 93711.19 | 95050.94 | target | +1.90R |
| 48 | ETH 15m | short | 2025-02-04 14:30 | 2792.04 | 2846.3 | 2663.21 | stop | −1.00R |
| 49 | ETH 15m | short | 2025-04-09 10:45 | 1468.35 | 1496.55 | 1385.05 | stop | −1.00R |
| 50 | BTC 4h | short | 2025-04-19 12:00 | 84785 | 85677.99 | 83275 | stop | −1.00R |
| 51 | ETH 4h | short | 2025-04-19 16:00 | 1597.61 | 1631.81 | 1538.07 | stop | −1.00R |
| 52 | ETH 1h | short | 2025-04-26 08:00 | 1799.28 | 1841.16 | 1722.9 | stop | −1.00R |
| 53 | BTC 1h | short | 2025-05-16 16:00 | 103360.01 | 104550.33 | 101383.07 | stop | −1.00R |
| 54 | SOL 4h | long | 2025-05-17 00:00 | 170.56 | 164.01 | 184.88 | stop | −1.00R |
| 55 | ETH 15m | short | 2025-06-18 08:00 | 2528.11 | 2548.42 | 2492.07 | target | +1.77R |
| 56 | SOL 1h | short | 2025-06-25 13:00 | 145.66 | 147.95 | 140.93 | stop | −1.00R |
| 57 | ETH 15m | long | 2025-07-01 00:30 | 2490.55 | 2477.44 | 2522.17 | stop | −1.00R |
| 58 | BTC 15m | short | 2025-07-31 03:45 | 118435.73 | 118600 | 117981.02 | stop | −1.00R |
| 59 | BTC 15m | short | 2025-08-12 02:30 | 118860 | 119275.46 | 118050.11 | stop | −1.00R |
| 60 | SOL 15m | short | 2025-08-16 03:15 | 187.35 | 188.36 | 184.14 | stop | −1.00R |
| 61 | SOL 15m | short | 2025-08-19 22:45 | 178.14 | 179.54 | 175.69 | stop | −1.00R |
| 62 | SOL 4h | short | 2025-08-25 00:00 | 200.8 | 213.6 | 175.69 | stop | −1.00R |
| 63 | ETH 15m | short | 2025-08-27 05:15 | 4607.31 | 4645.93 | 4538.69 | stop | −1.00R |
| 64 | BTC 1h | short | 2025-09-07 14:00 | 111063 | 111412 | 109977 | stop | −1.00R |
| 65 | BTC 15m | long | 2025-09-07 18:30 | 111053.76 | 110861.2 | 111412 | target | +1.86R |
| 66 | SOL 15m | long | 2025-10-27 23:00 | 198.6 | 197.34 | 203.25 | stop | −1.00R |
| 67 | BTC 15m | short | 2025-10-28 11:30 | 114394.45 | 114673.68 | 113483.3 | stop | −1.00R |
| 68 | BTC 4h | short | 2025-12-03 20:00 | 90498.59 | 94150 | 83822.76 | stop | −1.00R |
| 69 | ETH 15m | short | 2025-12-07 04:00 | 3049.62 | 3058.01 | 3026.16 | target | +2.80R |
| 70 | ETH 15m | short | 2025-12-16 23:45 | 2956.5 | 2965.73 | 2938.08 | stop | −1.00R |
| 71 | BTC 4h | short | 2025-12-22 12:00 | 88833.33 | 90588.23 | 84450.01 | stop | −1.00R |
| 72 | SOL 4h | short | 2025-12-29 00:00 | 125.41 | 130.16 | 116.88 | stop | −1.00R |
| 73 | ETH 15m | short | 2026-01-10 02:15 | 3088.07 | 3094.61 | 3074.4 | stop | −1.00R |
| 74 | ETH 1h | short | 2026-01-27 04:00 | 2915.7 | 2957.04 | 2787 | stop | −1.00R |
| 75 | ETH 1h | short | 2026-02-07 04:00 | 2055.7 | 2119.46 | 1747.8 | stop | −1.00R |
| 76 | ETH 15m | long | 2026-02-22 00:15 | 1972.64 | 1967.75 | 1982.79 | stop | −1.00R |
| 77 | SOL 15m | short | 2026-04-02 16:30 | 79.11 | 79.88 | 76.7 | stop | −1.00R |
| 78 | ETH 15m | long | 2026-04-11 01:15 | 2241.47 | 2234.81 | 2257.14 | stop | −1.00R |
| 79 | ETH 15m | long | 2026-04-16 01:00 | 2359.02 | 2345.04 | 2380.45 | stop | −1.00R |
| 80 | BTC 15m | short | 2026-05-05 21:00 | 81474.85 | 81791.48 | 80939.87 | target | +1.69R |
| 81 | SOL 15m | short | 2026-05-21 04:00 | 86.88 | 87.22 | 85.53 | stop | −1.00R |
| 82 | ETH 1h | short | 2026-07-20 00:00 | 1860.23 | 1891.71 | 1803.05 | stop | −1.00R |
| 83 | SOL 15m | short | 2026-07-25 04:15 | 74.06 | 74.36 | 73.44 | stop | −1.00R |
| 84 | BTC 4h | long | 2026-08-01 16:00 | 63415.26 | 62275 | 65409.56 | target | +1.75R |
| 85 | SOL 15m | short | 2026-08-09 08:00 | 76.33 | 76.58 | 75.73 | stop | −1.00R |
| 86 | ETH 15m | short | 2026-08-11 04:00 | 1878.2 | 1882.18 | 1870.12 | stop | −1.00R |
| 87 | SOL 1h | short | 2026-08-15 21:00 | 75.5 | 75.74 | 75.05 | target | +1.88R |
| 88 | BTC 15m | short | 2026-09-06 21:15 | 79837.47 | 80034 | 79233 | stop | −1.00R |
The detector and sample builder are internal Trading OS Academy 2.0 tools; outcomes were checked against Binance candles when the sample was built. The numbers on this page are recomputed from the sample file on every site build.
Frequently asked questions
- So SMC and liquidity sweeps don't work?
- This backtest says one thing: this specific mechanical version of the model lost money on this sample. It doesn't test discretionary trading with extra filters — only a journal of those trades, taken whole, can test that.
- Why not just pick the best timeframe or coin?
- Because that's the same window-picking as “the best 10 trades”: split 88 trades into parts and each part is too small, so the “best” one is almost certainly best by chance.
- Can I check the data?
- Yes. The table of every trade is on this page and the sample file is linked: entry, stop, target, sweep time and outcome of each trade. Candles can be checked against Binance's public API.
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