SMC Liquidity and Structure Strategy
We tested 334 variations on older data and kept stop 3×ATR(14) and only trade when RSI(14) above 55. Chosen on the window shown, from 1,146 candidates checked there.
On the 1-minute chart of ^NDX, it buys when signal candle is bullish, previous candle is bearish and RSI(14) > 55 and sells short when signal candle is bearish, previous candle is bullish and RSI(14) < 45. It gets out if price moves 3× the average candle range (ATR 14) against the trade, and takes profit at 2× what it risked. Each trade risks 1% of the account. It only trades Monday – Friday 09:30 – 16:00 New York time (cash session).
Market
Timeframe
Account
History
58.3%win rate · 12 trades, too few to judge
RECOMMENDEDWeak evidence- Trades
- 12
- Timeframe
- 1M
- Unseen window
- 1 days
- Time in market
- 80.6%
high win rate · 12 trades, limited sample
What to watch
- Removed: higher timeframe FVG or swing point filter — the engine cannot execute it
- Tested an approximation of your rules
What the data supports
Beat buy & hold
+1.0% vs +0.8%
same symbol, same window · 12 trades
Made money after costs
profit factor 1.73
all 12 trades
Net return
+1.0%
all 12 trades
Average trade
+0.082R
all 12 trades
Win rate · original vs improved
Original
Improved
Both measured on the same window. The improved rules were chosen on it.
What changed
2 upgrades applied
Momentum filter
RSI(14) above 55
Stop
3×ATR(14)
Profit factor
1.48×Avg per trade
0.32RWin rate
33.33 ppReturn
3.86 ppMax drawdown
2.98 ppTrades
sameEvidence window
12 trades
chosen on this window
Chance the edge is real
81%
bootstrap of the unseen trades
Variations tested
334
1,146 checked on this window
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
C
Grade
RECOMMENDED
Verdict
Net return
1.0%
+0.2 pts vs buy & hold
Original-2.9%
▲ 3.9 pts vs original
Win rate
58.3%
12 trades
Original25.0% · 12 trades
▲ 33.3 pts vs original
Profit factor
1.73
7 wins · 5 losses
Original0.24 · 3 wins · 9 losses
▲ 1.48× vs original
Max drawdown
-0.8%
from peak
Original-3.8%
▼ 3.0 pts vs original
Strategy replay
Entry
29,577.40
Buy · 18 Sept, 19:53 · 3 bars
Stop loss
29,559.35
0.06% away
Take profit
29,613.52
0.12% away
Result
+0.41R
Take profit at 29,617.40
Monthly returns
Original beside improved, month by month
- Original
- Improved
Best month
1.0%
Original -2.9%
Worst month
1.0%
Original -2.9%
Typical month
0.99%
Original -2.90%
Months in profit
100%
Original 0%
Account curve
Unseen window only (17 Sept 2026 – 18 Sept 2026)
$10,000
Starting balance
$9,712
Final · original
$10,098
Final · improved
$10,080
Buy & hold
- Original
- Improved
- Buy & hold
Wins and losses
Original
- Wins3
- Losses9
Improved
- Wins7
- Losses5
Improved rules
Changed from the original: Momentum filter: RSI(14) above 55 · Stop: 3×ATR(14)
Buys when
signal candle is bullish and previous candle is bearish and RSI(14) > 55
Stop
3 × ATR(14) from entry
Target / exit
2R (R = entry-to-stop distance)
Risk per trade
1% of equity risked to the stop
Monthly heatmap
Original
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | — | — | — | — | — | — | — | — | -2.9% | — | — | — |
Improved
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | — | — | — | — | — | — | — | — | 1.0% | — | — | — |
Latest trades
12 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 18 Sept 2026 | long | 29627.3891 | 29638.2391 | Win |
| 18 Sept 2026 | long | 29577.4045 | 29617.4015 | Win |
| 18 Sept 2026 | long | 29537.4180 | 29563.7853 | Win |
| 18 Sept 2026 | long | 29492.8622 | 29515.7262 | Win |
| 18 Sept 2026 | short | 29459.7026 | 29477.4304 | Loss |
| 18 Sept 2026 | long | 29482.3054 | 29464.9343 | Loss |
| 18 Sept 2026 | long | 29480.9165 | 29464.0045 | Loss |
| 18 Sept 2026 | long | 29432.3326 | 29472.3789 | Win |
| 18 Sept 2026 | short | 29458.9879 | 29387.4056 | Win |
| 18 Sept 2026 | long | 29555.5740 | 29496.4706 | Loss |
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