NY Liquidity Sweep RSX Hybrid

Family: hybrid · Regime: high_vol · Complexity: high · Asset classes: FX, Indices, Crypto · Timeframes: M15, D1

Thesis

The NY session often begins by sweeping liquidity levels established during the Asian and London sessions. By entering only when price captures these stops (Daily Sweep) and resumes the HTF trend (Ichimoku Score) with noise-filtered momentum (Corrected RSX), we can capture high-velocity mean-reversion moves back to the Daily Pivot Points. This edge exists because institutional participants require liquidity pools to enter large positions, creating predictable 'fake-outs' before the real daily move.

Components

• ATLS: Session Atlas (regime) — Provides the session-specific performance context; ensures NY entries are evaluated against EU session expansion/contraction.
• Corrected RSX (direction) — Filters out market noise to provide a smoother directional bias than standard RSI.
• The Daily Sweep (entry) — Captures the specific liquidity purge (stop-run) and FVG displacement required for institutional entry.
• Pivot Point S&R with GMT Correction (exit) — Provides objective, non-lagging price targets based on prior day's range.
• Average True Range (ATR) (risk) — Standardizes risk based on current volatility to avoid being stopped out by noise.
• MMT Ichi Workflow Overlay Profiles (confirmation) — Ensures the intraday sweep aligns with a multi-timeframe structural trend (Ichimoku Score).

Known failure conditions

• Session Atlas shows extreme EU performance (>3%) suggesting NY session exhaustion/reversal.
• Ichimoku score remains neutral (0) during a sweep, indicating lack of structural trend.
• Price targets (Pivots) are too close to entry (Reward:Risk < 1:1).

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