NQ Intraday Reversal Setups Using Sweeps, Displacement, and FVG Retraces

Summary

This NQ strategy looks for reversals during selected New York trading windows. A setup combines a liquidity sweep beyond a prior-day or recent swing level, a large directional displacement candle, a close through a recent swing as a market-structure shift, and a fair-value gap. It then waits for price to retrace into that gap before entering, with premium or discount location relative to the prior day’s range and a manual directional bias acting as filters.

The script also uses an S&P 500 futures symbol for trend and relative-strength confirmation, offers limits on stop distance and daily trade count, and manages positions with a buffered stop and risk-multiple target, including a break-even trigger. Its evidence is the rule set and configurable parameters in the script; the supplied text contains no strategy report or performance results. Several ICT concepts are operational approximations, and outcomes depend on instrument, timeframe, settings, execution assumptions, and validation.

Key ideas

• Entries require a recent sweep, displacement, structure shift, and valid fair-value gap in a permitted session and price zone.
• The strategy enters only after price retraces into the active gap.
• S&P 500 trend or SMT-style divergence provides configurable confirmation for NQ trades.
• Stops, targets, a break-even trigger, and a daily trade limit define trade management.
• The document provides implementation rules but no evidence of historical or live performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.