Time-Based Range Sweep (Nasdaq)
NAS100 · 1m chart · strategy s23_tbr_sweep · 2 variations
Marks the Nasdaq 100's 08:12-09:12 New York range, waits for one side to be swept, and trades back to the other side, but only when the move into the sweep is stretched far from its average.
What it is about
Before the New York stock open, the Nasdaq often builds a one-hour range. Many traders watch it: when price pokes above the range high (or below the low), stops get triggered and fresh orders come in, and the move often fails and reverses back through the range.
Tested exactly as the videos teach it, that reversal did not pay: the stop above the sweep was hit first too often, and every good-looking setting lost money in 2024-26. The research then measured 24 things at the moment of entry, and only one separated the winning days: how far price had stretched away from the 5-minute EMA 50 before the sweep. A sweep at the end of an already long, stretched move is the tired one that snaps back.
So the strategy only takes the reversal when price is more than 2 ATRs (average 1-minute candle sizes) away from the 5-minute EMA 50, on the far side from the target.
How it trades
NAS100, US trading days. Entries between about 09:13 and 12:00 New York. Closed the same day. About 5-6 trades a month.
- About 1 trade in 3 wins (32-35%), but winners are larger than the risk: the target is usually 2-4 times further away than the stop.
- Backtest at zero cost (variation A): 2019-23 +74.6R (largest drop 25.7R), 2024-26 +115.6R (largest drop 11.5R), 2026 so far +51.3R from 42 trades.
- Uneven years: 2021 and 2022 lost a little (A), and most of the profit has come since 2024.
- Losing streaks of 10 or more trades in a row are normal for a strategy that wins a third of the time.
- The stretch filter was found by searching many conditions (about 150 levels of 24 features), so part of its result may be luck; it held up in every threshold from 1.5 to 5 ATRs and in both directions, which is why it was kept.
- It only works on the Nasdaq 100: the same rules on the S&P 500 and gold were profitable before 2024 and have lost since.
- The 2019-23 period is thin (+74.6R with a 25.7R drawdown); the strong numbers are from 2024 onwards.
- Variations A and B take exactly the same trades and differ only in the closing time, so they win and lose on the same days.
Where it comes from
From six short videos by daytradingrauf that Victor shared on 2026-10-20 ('map the 08:12-09:12 range, wait for one side to be taken, target the other end'). Tested on NAS100, US500 and gold, 2019-2023 (train) and 2024-2026 (test). The video rules failed; the stretch filter was found in a follow-up study of what lines up on the winning days, and the exit (the video's own 'other end' target) was confirmed in a 25,000-setting scenario grid.
Main variation: s23-B ★ Main
The variations
Each variation is the same strategy with a different approach, trading its own paper account. Click one to see exactly what it changes.
Same trades, but anything still open at noon is closed. Most reversals that work do so in the first two hours, and an earlier exit cut the 2019-23 drawdown.
s23-ATarget the other end, out by 16:00The full rules: the trade can run all day until the other end of the range is reached.
Variations side by side
Live result of all 2 together: −2.0R (zero cost).
| Live paper account (R, zero cost) | Backtest 2018 – today (R, zero cost) | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| s23-B★ MainTime-based range sweep | NAS100 | 1m | −1.0R | 1 | 0% | – | +180.8R | +0.36R | 7/8 | 5.4 | 34% | −21.8R |
| s23-ATime-based range sweep | NAS100 | 1m | −1.0R | 1 | 0% | – | +190.2R | +0.38R | 6/8 | 5.4 | 34% | −25.7R |
Main = the variation with the most backtest R per R of max drawdown (2018 – today, zero cost). It is picked on that history, so the live accounts are the real test.