Born as a discretionary ICT system, made mechanical trade by trade, then tested across 14.5 years of 5-minute data. The full logic is frozen and identical on all three tickers — only the session window differs per market.
The core in four steps. Exact parameter values stay private; the structure is fully public.
In the London-morning window, price raids the Asia range (AS.H/AS.L) or a 5m swing point and closes back inside — a liquidity sweep, not a genuine breakout.
The sweep must occur inside a higher-timeframe zone (FVG). In validation this proved to be the only "switch" that lifts the hardest block (2017–2021) to break-even and halves the drawdown.
Only after a confirmed MSS in the opposite direction is an order placed. Without this requirement drawdown in testing ran up to 76% — the MSS rule is a survival condition.
Limit entry deep in the entry gap, stop with a small ATR buffer behind the sweep extreme, fixed TP per ticker, time-exit 22:45 — never an overnight position. Max 1 trade per day.
One frozen rule set; only the time layer and TP/risk differ per market.
| EURUSD | GBPUSD | XAUUSD | |
|---|---|---|---|
| Sweep window | 09:00–11:30 | 08:00–11:30 | 09:00–11:30 |
| Take-profit | 2R | 4R | time-exit |
| Risk per trade | 1.0% | 0.5% | 0.5% |
| Trades/week | 0.71 | 1.09 | 0.59 |
Jan 2012 – Jul 2026, 5m data, estimated costs included. Configurations are judged on robustness across three time blocks — never on the headline number, because in-sample winners look good by definition.
| Ticker | PF total | 2012–16 | 2017–21 | 2022–26 | Max DD | Trades/wk |
|---|---|---|---|---|---|---|
| EURUSD | 1.26 | 1.13 | 1.02 | 1.67 | 12.2% | 0.71 |
| GBPUSD | 1.17 | 1.05 | 1.25 | 1.22 | 12.2% | 1.09 |
| XAUUSD | 1.19 | 1.15 | 1.16 | 1.26 | — | 0.59 |
| Portfolio | +227% | sum since Aug 2013 · not a single losing block (XAU) | 15.9% | 2.40 | ||
Eight entry configurations, 14.5 years of EURUSD, judged per time block. The winner is the only one without a losing block and with the lowest drawdown.
Without it: 76% drawdown in 2017–21. Non-negotiable.
The only switch that lifts the problem block to break-even and halves the DD.
Tested and dead: strangles all Asia trades, net losing. Touched ≠ toxic.
Regime-sensitive: shines 2022–26, loses 2012–16. Left off.
Measured, published, benched. This is part of the evidence.
The first measurement looked interesting but turned out contaminated: 56% of trades stayed open overnight because the time-exit fell outside trading hours. Remeasured cleanly: PF 1.017 — flat across all blocks. Definitively rejected; an annual recheck suffices.
Entries before or into the US open get run over (PF 0.40 around 15:00). Excluded.
XAU at 0.75% instead of 0.5%: +31 percentage points of return for +3.2pp of drawdown. Rejected — the ratio isn't worth it.
What's still on the research list — that's public too.
A news layer (flat before CPI/NFP 14:30 and FOMC 20:00 — most important for gold), a break-even test per ticker, rule-based exits (there is demonstrably profit evaporating between 4R and the time-exit), and the correlation measurement with the MR4H system for the 6-sleeve portfolio.