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 Nasdaq 100 it buys when the candle closes up, previous candle is bearish and RSI(14) > 55, and sells short when the candle closes down, previous candle is bullish and RSI(14) < 45. Stop 3× ATR(14) against the trade, target 2× risk, 1% of the account per trade.
5 differences from what you wrotePrice taps a key level (external range liquidity) · change in state of delivery (engulfing) · market structure shift (MSS) occurs with a fair value gap (FVG) · Target the high (for long) or low (for short) from the higher timeframe · Higher timeframe FVG or swing point filter
- Price taps a key level (external range liquidity)candle_direction
External liquidity levels are subjective and not supported by the engine grammar.
- change in state of delivery (engulfing)candle_direction (bull/bear) + prev_candle_direction (bear/bull)
Engulfing pattern is approximated by consecutive opposite candle directions.
- market structure shift (MSS) occurs with a fair value gap (FVG)candle_direction
MSS and FVG are complex price action concepts not supported by the engine grammar.
- Target the high (for long) or low (for short) from the higher timeframer_multiple: 2
Higher timeframe structural targets are not supported; defaulting to 2R.
- Higher timeframe FVG or swing point filterNot tested
Multi-timeframe indicator filtering is not supported.
Notes
- Tested on 4 days of 1m candles · 22 trades — the most this feed serves at that resolution.
Market
Timeframe
Account
History
8 fixes since this report
- This report was produced before RSI, ATR and ADX were warmed up for Wilder smoothing; its ATR, RSI rules started trading on a shorter warm-up, so the first signals and the tested window's start may differ. Re-run to get corrected results.
- This report was produced before open positions were separated from closed trades; its stored win count includes a position still open at the end of the data (+0.1% of equity, marked at the last close). This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before R was measured in stop distances; 12 of the 12 stored trades were size-capped, so the R figures first shown for them (average trade, winners, losers) were % of equity per 1% risk, not stop distances. This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before the translation card was checked against the rules that ran; its card listed a rule as tested exactly that did not run as written ("Stop loss at swing low/high"). Re-run to get corrected results.
- This report was produced before limit fills stopped taking slippage in their price, and a re-picked target waits for the script; defect "target filled beyond its limit": its target fills were shown 0.02% short of the target (the P&L effect is commission × slippage, below 0.001% per trade). Re-run to get corrected results.
- This report was produced before rules the engine cannot hold were detected from your words; its rules name a rule on another timeframe, either-or entry conditions, conditions in sequence (this, then that), which the engine cannot run as written, and the report did not say what it tested instead. Re-run to get corrected results.
- This report was produced before win rate and trade counts cover closed trades only; its stored figures counted a position still open at the end of the data as closed (7 wins of 12, 58.3%); over closed trades it is 6 wins of 11, 54.5%; the original on the same window: 3 wins of 12 (25.0%) → 2 wins of 11 (18.2%). This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before fills now sit on the market's price grid; fills in this report can sit between two ticks of 0.01; a re-run places them on the grid (about one tick per fill). Re-run to get corrected results.
54.5%win rate · 11 trades, too few to judge
RECOMMENDEDWeak evidenceProp-firm ready- Trades
- 11
- Timeframe
- 1M
- Selection window
- 1 days
- Time in market
- 80.6%
high win rate · 11 trades, limited sample
- Ended above the starting budget+0.9% · 0.305R
- Win rate above 50%54.5%
- Verdict rules v5
What to watch
- 12 of 12 trades were size-capped at 3× equity
- The window shown was used to choose these rules (improve: the shipped variant was chosen on this window), so no untouched window is left to check them on
- Removed: higher timeframe FVG or swing point filter — the engine cannot execute it
- Tested an approximation of your rules
- Small sample · 11 trades, under the 12 this timeframe usually needs
- Could not be checked with doubled costs
- Too few trades to judge: 11 of the 100 this timeframe needs
- The unseen window was used to choose these rules (improve: the shipped variant was chosen on this window), so no untouched window is left to check them on
- Chosen from 1147 candidates: not significant after the selection penalty (p 1.000)
What the data supports
Beat buy & hold
+0.9% vs +0.8%
same symbol, same window · 11 closed trades
Made money after costs
profit factor 1.64
all 11 trades
Net return
+0.9%
all 11 trades
Average trade
+0.305R
all 11 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
1.43×Avg per trade
1.29RWin rate
36.36 ppReturn
3.86 ppMax drawdown
2.98 ppTrades
sameEvidence window
11 trades
chosen on this window
Best of 1,146 candidates on this window
Failed
t 0.69 · p 1.000 · best of 1146
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 · closed trades
0.9%
+0.1 pts vs buy & holdClosed trades +0.9% · open position +0.1% unrealized · +1.0% with it marked
Original-3.0%
▲ 3.9 pts vs original
Win rate
54.5%
11 trades
Original18.2% · 11 trades
▲ 36.4 pts vs original
Profit factor
1.64
6 wins · 5 losses
Original0.22 · 2 wins · 9 losses
▲ 1.43× vs original
Max drawdown
-0.8%
from peak
Original-3.8%
▼ 3.0 pts vs original
Strategy replay
Entry
29,627.39
Buy · 18 Sept, 15:57 NY · 4 bars
Stop loss
29,599.45
0.09% away
Take profit
29,683.27
0.19% away
Result
+0.39ROpen
Still open · marked at the last close 29,638.24
Monthly returns
Original beside improved, month by month
- Original
- Improved
Best month
0.9%
Original -2.9%
Worst month
0.9%
Original -2.9%
Typical month
0.87%
Original -2.90%
Months in profit
100%
Original 0%
Account curve
Selection window only (17 Sept 2026 – 18 Sept 2026)
$10,000
Starting balance
$9,702
Final · original
$10,087
Final · improved
$10,098
With the open position marked
$10,080
Buy & hold
- Original
- Improved
- Buy & hold
Wins and losses
Original
- Wins2
- Losses9
Improved
- Wins6
- 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 · 12 of 12 trades were size-capped at 3× equity
- After an exit
- The next entry signal is read from the candle after the exit, not on the exit candle
- Not modelled
- Margin calls, liquidation and CFD overnight financing; perpetual funding is charged when the data carries it
Monthly heatmap
Original
P&L of trades closed in the month
| 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 | — | — | — | — | — | — | — | — | 0.9% | — | — | — |
Latest trades
11 closed · 1 open at the end of the data, marked at the last close
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 18 Sept 2026 | long | 29627.3891 | 29638.2391 | Open |
| 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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