Quantitative backtesting demonstrates positive expectancy for a 20-bar liquidity sweep strategy across multiple EURUSD timeframes, suggesting viability for shadow testing.
GREEN lab strategy with positive multi-TF replay — auto-promoted into the harness for eToro shadow testing. --- VIDEO RE-ENGINEERING (video xzSFYcgKiao, source: description) --- ESSENCE: Enter on close beyond 20-bar high/low after a retest, TP 2x range, stop 1x range. BENCH PARAMS: {"pair": "EURUSD", "lookback": 20, "tp": 2.0, "stop": 1.0, "hold": 100, "direction": "BOTH"} EURUSD 5m: 1821 trades | 19.9% wr | -46.1R EURUSD 15m: 663 trades | 24.1% wr | +70.5R EURUSD 30m: 388 trades | 23.5% wr | +23.8R EURUSD h1: 1715 trades | 20.5% wr | +39.3R ADOPTION: ADOPT-CANDIDATE — positive expectancy on 3/4 timeframes — best EURUSD 15m: 24.1% wr, +70.5R over 663 trades. Queue for shadow-test. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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Andrew Stewart Caldin (2026) studied this question.
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