Shadow research · no orders
ICT-SMC-01
Liquidity sweep → MSS / displacement → fair value gap → first midpoint retest → opposing liquidity.
INSUFFICIENT_SAMPLE · Collector needs attention
10:00–11:00 New York · registered from 2026-10-06 · 7/30 complete sessions · 1/150 primary trades.
Data through 2026-10-14; last collection 2026-10-16T04:50:03.084154+00:00. Reload this page for the latest observation.
No strategy verdict before both sample minimums. GO_CANDIDATE is a research result and never enables trading.
Ablations
A: sweep only. B: sweep + MSS. C: full sequence with displacement and FVG retest. Each arm has the same independent risk limits.
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| A | 108 | 0.178 | 1.059 | 22.2% | 1.852 / -0.666 | $4.18 | 52 |
| B | 7 | 0.185 | 1.282 | 42.9% | 1.26 / -0.6 | $1.56 | 89.4 |
| C | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
Primary mean-R 95% interval: awaiting sufficient sample.
Incremental R per reclaimed candidate: C−A -0.098; C−B -0.003.
Primary candidate funnel
| Stage | Accepted events | Rejected events |
|---|
| DISPLACEMENT | 6 | 18 |
| ENTRY | 1 | 4 |
| EXIT | 1 | 0 |
| FVG_CREATED | 5 | 1 |
| FVG_RETEST | 1 | 0 |
| LIQUIDITY_LEVEL | 635 | 301 |
| MSS | 24 | 165 |
| RECLAIMED | 190 | 87 |
| SWEPT | 277 | 0 |
Rejection reasons across all arms
- already_consumed_before_freeze: 301
- break_too_deep: 43
- fvg_timeout: 1
- mss_timeout: 49
- no_displacement: 18
- no_previously_confirmed_swing: 7
- projected_rr_below_1_5: 17
- reclaim_timeout: 44
- session_flatten: 11
- size_or_stop_invalid: 61
- stop: 86
- stop_gap: 1
- sweep_extreme_invalidated: 109
- target: 18
- target_unavailable_at_order_creation: 25
Liquidity source
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| PML | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
Long / short
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| long | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
Symbols
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| NVDA | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
Sessions
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| 2026-10-07 | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
Regime context
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| not_available | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
Symbol P&L concentration
Share of primary signed net P&L; undefined when total P&L is non-positive. Maximum positive contribution: 20%.
Context tags
These observations never gate an entry.
opening_range_sweep
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| False | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
order_block_overlap
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| False | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
ote_62_79_overlap
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| False | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
pdh_pdl_sweep
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| False | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |
pmh_pml_sweep
| Cohort | Trades | Mean net R | PF | Win rate | MFE / MAE R | Net P&L | Hold min |
|---|
| True | 1 | 0.638 | ∞ (no losses) | 100% | 2.013 / -0.052 | $0.4 | 24 |