TJR Trades
Sweep → market-structure shift → fair value gap
A smart-money sequence: liquidity is swept below a 20-candle low, market structure shifts above the 10-candle high, and entry is a limit order into the fair value gap left behind.
Win rate
29.6%
Share of trades that closed in profit
Trades
142
Completed trades in the test
Profit factor
0.15
Above 1 means profit beat loss
Return
-18.9%
Account change over the window · buy & hold -23.6%
Max drawdown
21.2%
Worst fall from a peak
Step by step, exactly as executed
Timeframe
5M
Setup / filter
no separate filter — the entry rule is the whole setup
Entry
inside 08:30-11:00 America/New_York time, price first sweeps the 20-candle low and closes back above it, then a candle closes above the highest high of the last 10 candles (market-structure shift), then a LATER candle in the same window completes a bullish fair value gap → limit at the 50% level of the sequence's fair value gap, valid until the session window closes (filled at the level, or at the open on a gap)
Stop
the low of the sweep candle that armed the sequence
Target / exit
Target: 2R (R = entry-to-stop distance)
Risk
1% of equity risked to the stop
Executable rules
Published sources
Known limitations
The published rules, verbatim
Timeframe
5 minute, New York session 08:30–11:00. Step 1 — a candle sweeps the recent low (the lowest low of the previous 20 candles) and closes back above it. Step 2 — a later candle in the same session shifts market structure: it closes above the highest high of the last 10 candles. Step 3 — a later candle completes a bullish three-candle fair value gap.
Entry
a limit at the 50% level of that fair value gap, valid until the session window closes. One trade per session.
Stop loss
below the sweep candle's wick.
Take profit
the next liquidity level; 2R is the stated expectation.
Sources
What this test cannot reproduce
The rules are taught in videos, not in a page that states them as numbers; the lookbacks above (20-candle sweep, 10-candle structure shift) are stated explicitly here and executed as written, and a secondary write-up is cited alongside the channel.
"Previous day's low" as the swept level is approximated by the lowest low of the previous 20 five-minute candles.
Long side only: the mirror short sequence cannot be executed on Spot.
"Next liquidity level" is approximated by a fixed 2R target, because the published rule is a judgement call on the chart.
Portfolio — every backtest of this strategy
Each row prints the exact window it was measured on. Rows with different windows measure different market periods, so their numbers differ without contradicting each other.
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