Macro-Sweep Efficiency Hybrid

Family: hybrid · Regime: ranging · Complexity: high · Asset classes: Equities, FX, Indices · Timeframes: M15, H1

Thesis

Price reversals at key intraday liquidity levels (sweeps) are most reliable when the macro environment is stable and price movement shows high efficiency (EOM). By using the ADX crossover as a 'deep pullback' signal, we enter at the start of a displacement phase confirmed by FVG alignment, assuming institutions have cleared liquidity before moving price.

Components

• Macro Risk Dashboard v8.2 (regime) — Filters out high-stress environments where liquidity sweeps are more likely to be 'exhaustion' rather than 'reversals'.
• ADX Crossing INGM (direction) — Identifies structural momentum shifts; specifically used here to catch mean-reversion pulses after directional crossovers.
• The Daily Sweep (entry) — Provides the mechanical trigger via ICT liquidity grabs and FVG formation during high-volume NY open.
• HiLo Activator 02 (exit) — Acts as a trend-following trailing stop to capture volatility expansion while protecting gains.
• Roshaneforde Pivot Levels (risk) — Uses candle-reversal 'pivots' (engulfing levels) for hard stop-loss placement and position sizing based on structural invalidation.
• Ease of Movement (EOM) (confirmation) — Ensures the displacement following the sweep occurs on 'light' resistance (high EOM/Volume efficiency).

Known failure conditions

• Failure of external FRED/INDEX data feeds for the Macro Dashboard.
• Regime where price 'sweeps' but fails to create an FVG within the NY session window for >10 consecutive days.
• Environment where EOM stays near zero despite large price candles (suggesting high-friction/high-volume churning).

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