Share New Research 
Sharing a short-horizon H1 liquidity sweep engine for XAUUSD operating strictly during the UTC Asian session break, threw away retail technical indicators and built the model on price action structural extremes and institutional bank schedules.
The script maps Tokyo high/low boundaries, when London opens, it identifies fake breakouts with a 0.7*ATR deep penetration filter, once the stop hunt fails and price snaps back inside the range, it executes against the break targeting the bracket mean.
The model functions as an equity smoother rather than a raw alpha driver, delivering a 76% Win Rate with a strict 1.0% maximum drawdown constraint across a 5-year backtest, clean choice for parallel sub-account risk mitigation, you can inspect the code, performance metrics, and equity curve directly through the public backtest.
link here: https://www.quantconnect.cloud/backtest/a55e450d84f6984772c86e6079089d58/?theme=chrome
Eduardo T
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