Trade Breakdown
6 min read
Microstructure Edge: NQ Liquidity Sweep at US Open
Lead AuthorNathan Anneh
Release DateJanuary 15, 2026
ClassificationUNRESTRICTED_ACCESS
Today's session provided a textbook example of a liquidity sweep at the US Open. This breakdown analyzes the microstructure signals that triggered our entry.
The Setup: Liquidity Engineering
Prior to the 9:30 AM EST open, $NQ had established a clear pre-market range. Our systematic model flagged a high-probability sweep of the Asian session lows.
"If you can't identify the liquidity in the first 15 minutes of the open, you are likely providing it."
Execution Metrics:
- Inversion Point: 19820.50
- Volume Delta: +450 contracts on the 1-minute reversal candle.
- Exit Logic: Profit target reached at the internal range gap.
Conclusion
By strictly adhering to liquidity protocols and ignoring the momentum FOMC noise, we captured a high-R trade with minimal drawdown. The mechanical stop remained untouched throughout the expansion.