MODEL ADOPTION #1148: REJECT — VIDEO SCOUT: High Win Rate ICT Liquidity Sweep Strategy (+1 Hour Backtesting) — E8 Intelligence Research

Q: What does this research mean for the field?

The 20-bar breakout/retest entry rule of the ICT Liquidity Sweep Strategy yields a fragile, low win rate (19.9% to 24.1%) that is structurally incompatible with rhythm-defined scalping models. Novelty: ClaimNovelty.INCREMENTAL. Consensus alignment: ConsensusAlignment.NEUTRAL.

Andrew Stewart Caldin

doi:10.5281/zenodo.22006323

August 19, 2026Open Access

MODEL ADOPTION #1148: REJECT — VIDEO SCOUT: High Win Rate ICT Liquidity Sweep Strategy (+1 Hour Backtesting) — E8 Intelligence Research

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Key Points

To evaluate the performance, compatibility, and integration viability of an ICT liquidity sweep strategy utilizing a 20-bar breakout/retest rule within a high-frequency scalping framework.
Conducted backtesting evaluation across 663 trades on EURUSD currency pairs.
Assessed performance metrics across multiple timeframes, specifically comparing 15-minute and 5-minute charts.
The strategy achieved a 24.1% win rate yielding +70.5R over 663 trades on the EURUSD 15-minute timeframe.
Performance degraded severely on the 5-minute core scalping timeframe, resulting in a 19.9% win rate and a net loss of -46.1R.
The model was rejected due to excessive entry latency from retest conditions, regime dependency in low volatility, and failure to meet the required >40% win rate threshold.

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Implication

Backtesting analysis demonstrates that fixed-bar breakout and retest strategies underperform on core scalping timeframes, highlighting structural incompatibility with high-frequency execution.

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Cite This Study

Andrew Stewart Caldin (2026) studied this question.

synapsesocial.com/papers/6a895f74ca7ade938187e210 https://doi.org/10.5281/zenodo.22006323

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MODEL ADOPTION #1148: REJECT — VIDEO SCOUT: High Win Rate ICT Liquidity Sweep Strategy (+1 Hour Backtesting) — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

MODEL ADOPTION #1148: REJECT — VIDEO SCOUT: High Win Rate ICT Liquidity Sweep Strategy (+1 Hour Backtesting) — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

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