The short answer
No. Fading the London-open sweep of the Asian range lost money on all four markets in both years: -0.126R a trade in year 1 (535 trades) and -0.164R in year 2 (532 trades), worse than random sides with the same exits. A second test of sweeps and rejections on Asian, London, New York and M15 ranges gave the same result.
What we tested
- Markets
- XAUUSD (gold), EURUSD, GBPUSD, USDJPY
- Period
- Year 1 and year 2 (one-minute data)
- Asian range = high and low from 01:00 to 07:00 London time.
- From 07:00 to 10:00 London, price trades beyond one side by at least 0.1 of the range width, then an M5 bar closes back inside: enter the other way.
- Stop beyond the sweep's extreme plus 0.1 of the width, target the far side of the Asian range, flat at 16:00 London.
Results
| Period | Trades | Average R | Win rate | Random sides | Markets positive |
|---|---|---|---|---|---|
| Year 1 | 535 | -0.126R | 32% | -0.050R | 0 of 4 |
| Year 2 | 532 | -0.164R | 31% | -0.115R | 0 of 4 |
| Range | Year 1 | Year 2 |
|---|---|---|
| Asian | -0.101R | -0.095R |
| London open | -0.118R | -0.113R |
| New York open | -0.181R | -0.158R |
| M15 consolidation | +0.048R | -0.166R |
What it means
- Research on bank order books suggests why: when price breaks through a level where stops sit, the move tends to continue for a while. A sweep fade bets on the weaker, shorter effect.
- Wider sweep and rejection zones did not change the result; one cell looked good in year 1 (+0.28R) and lost in year 2 (-0.07R).
Limits of this test
- Four markets and one precise definition of the sweep; untuned.
Frequently asked questions
Does the Asian range liquidity sweep strategy work?
In our two-year test on gold and three major FX pairs with real costs it lost 0.13R to 0.16R per trade and was negative on every market in both years.
How every test on these pages works
- Prices: the broker's own bars from an FTMO cTrader account. Fills are simulated minute by minute on one-minute bars; when one minute touches both the stop and the target, the stop is assumed to fill first.
- Costs: the broker's bid/ask spread measured by hour of day, commission per market, and the broker's own overnight swap rates for anything held past the daily rollover.
- Periods: year 1 = 24 Oct 2024 to 23 Oct 2025, year 2 = 24 Oct 2025 to 24 Oct 2026. Daily rules also use Dec 2020 to Oct 2024 ("2021-24"). Rules are written down before testing and are not tuned on the period that judges them.
- Controls: every rule is compared with entries that have no reason behind them (random sides, random days, or the same rule at fake levels), so a result has to beat chance, not just be positive.
- R is the trade's risk (entry to stop). An average of +0.10R means the average trade made a tenth of what it risked; -0.10R means it lost a tenth.
The full results for the rules RezSync Algo trades, by market and risk profile with every trade downloadable, are in the backtest report.
Related research
Research, not financial advice. These are simulated results on historical prices: they involve no real money, are produced with hindsight of the rules, and past results do not predict future ones. Costs and fills are modelled, and your broker's prices and costs will differ. Trading leveraged products carries a high risk of losing money; test on a demo account first.