L
Liquidity Sweep / Turtle Soup (ICT)
ICT
Analysed 01 Jul 2026, 11:31 PM IST
Detected components (auto-read from transcript)
Claims it makes (quotes pulled from the transcript)
- “Institutions spike price past an obvious high or low to grab retail stops, then reverse. Wait for the sweep (a false break that closes back inside), then a displacement + market-structure shift, enter on the fair-value-gap retest, stop beyond the raid candle, target the opposite liquidity pool. Pitched at 50–65% win with 1:3 reward-to-risk.”
Verdict
The most sophisticated reversal model in the set, and the confirmation layer is genuinely doing something — requiring a displacement and a market-structure shift before fading a swept level lifts the win rate from 24% (naive fade) to 34%. The concept is internally coherent and, unlike most, it tells you exactly where it's wrong (a re-break of the raid candle).
How we tested it
Mechanized the full sweep → displacement → market-structure-shift → entry sequence on 48 Nifty-50 stocks, 5-min, 2 years, using prior-day high/low as the liquidity pool and the real Zerodha MIS cost model + slippage. We ran the ICT confirmation model against a naive no-confirmation fade, scored opposite-pool / 2R / 3R targets, and stripped out all costs to isolate any raw edge — 22,000 confirmed setups.
But it has no cost-surviving edge. Gross of all costs and slippage the confirmed model sits exactly on the coin-flip line — about ₹0 per trade, 39% win at ~1.5 payoff — because the higher hit-rate is precisely offset by a worse payoff and fewer, later entries. So its net economics are identical to the naive Sneaky-Pivot fade (≈−₹290/trade), and it loses every year and on both the long and short side once real MIS friction is applied. The strategy thrives on hindsight: after the move you can always point to the sweep that reversed, but in real time every level gets poked constantly. The 50–65% / 1:3 figures are vendor numbers, not what the tape pays.
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