{
  "study": "liquidity-grab-win-rate",
  "title": "Does the Liquidity Grab Work? 20,335 Sweeps Tested",
  "description": "The liquidity grab is taught as the setup that separates smart money from retail. Across 20,335 sweeps of the previous day's high and low on 22 instruments, the confirmed version wins 48.7% at 1:1 against a 49.4% control - statistically indistinguishable from a random entry. The unconfirmed version loses at z = -22.3.",
  "source": "https://fxbacktest.app/research/liquidity-grab-win-rate/",
  "publisher": "FxBacktest",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "attribution": "FxBacktest, https://fxbacktest.app/research/liquidity-grab-win-rate/",
  "datePublished": "2026-09-22",
  "dateModified": "2026-09-22",
  "generated": "2026-09-22",
  "tables": [
    {
      "id": "liquidity-grab-win-rate-by-instrument",
      "caption": "Liquidity grab win rate by instrument",
      "captionSource": "caption",
      "columns": [
        "Instrument",
        "Sweeps",
        "Reclaim win rate",
        "Control",
        "Edge",
        "z",
        "Significant?",
        "No confirmation"
      ],
      "rowCount": 22,
      "rows": [
        {
          "Instrument": "AUD/CAD",
          "Sweeps": 521,
          "Reclaim win rate": 55.2,
          "Control": 49.5,
          "Edge": "+5.7",
          "z": "+2.45",
          "Significant?": "*",
          "No confirmation": 39.7
        },
        {
          "Instrument": "EUR/USD",
          "Sweeps": 604,
          "Reclaim win rate": 52.9,
          "Control": 49.4,
          "Edge": "+3.5",
          "z": "+1.62",
          "Significant?": "ns",
          "No confirmation": 42.1
        },
        {
          "Instrument": "Gold",
          "Sweeps": 549,
          "Reclaim win rate": 52.3,
          "Control": 49.5,
          "Edge": "+2.8",
          "z": "+1.20",
          "Significant?": "ns",
          "No confirmation": 36.8
        },
        {
          "Instrument": "GBP/USD",
          "Sweeps": 632,
          "Reclaim win rate": 50.8,
          "Control": 49.5,
          "Edge": "+1.3",
          "z": "+0.60",
          "Significant?": "ns",
          "No confirmation": 43.1
        },
        {
          "Instrument": "EUR/JPY",
          "Sweeps": 546,
          "Reclaim win rate": 50.6,
          "Control": 49.4,
          "Edge": "+1.2",
          "z": "+0.53",
          "Significant?": "ns",
          "No confirmation": 37.3
        },
        {
          "Instrument": "EUR/CHF",
          "Sweeps": 656,
          "Reclaim win rate": 50.6,
          "Control": 49.5,
          "Edge": "+1.1",
          "z": "+0.52",
          "Significant?": "ns",
          "No confirmation": 49.6
        },
        {
          "Instrument": "US30 (Dow)",
          "Sweeps": 740,
          "Reclaim win rate": 49.2,
          "Control": 49,
          "Edge": "+0.2",
          "z": "+0.09",
          "Significant?": "ns",
          "No confirmation": 45.4
        },
        {
          "Instrument": "US100 (Nasdaq)",
          "Sweeps": 695,
          "Reclaim win rate": 48.8,
          "Control": 48.8,
          "Edge": "+0.1",
          "z": "+0.03",
          "Significant?": "ns",
          "No confirmation": 43.7
        },
        {
          "Instrument": "AUD/USD",
          "Sweeps": 503,
          "Reclaim win rate": 49,
          "Control": 49.5,
          "Edge": -0.4,
          "z": -0.19,
          "Significant?": "ns",
          "No confirmation": 34.6
        },
        {
          "Instrument": "Silver",
          "Sweeps": 546,
          "Reclaim win rate": 48.6,
          "Control": 49.5,
          "Edge": -0.9,
          "z": -0.38,
          "Significant?": "ns",
          "No confirmation": 37
        },
        {
          "Instrument": "Brent crude",
          "Sweeps": 712,
          "Reclaim win rate": 48.4,
          "Control": 49.5,
          "Edge": -1.1,
          "z": -0.56,
          "Significant?": "ns",
          "No confirmation": 40.6
        },
        {
          "Instrument": "NZD/CHF",
          "Sweeps": 545,
          "Reclaim win rate": 48.4,
          "Control": 49.6,
          "Edge": -1.2,
          "z": -0.54,
          "Significant?": "ns",
          "No confirmation": 45.2
        },
        {
          "Instrument": "AUD/JPY",
          "Sweeps": 481,
          "Reclaim win rate": 48.1,
          "Control": 49.5,
          "Edge": -1.4,
          "z": -0.57,
          "Significant?": "ns",
          "No confirmation": 34.4
        },
        {
          "Instrument": "USD/JPY",
          "Sweeps": 490,
          "Reclaim win rate": 47.2,
          "Control": 49.1,
          "Edge": -1.9,
          "z": -0.78,
          "Significant?": "ns",
          "No confirmation": 35.3
        },
        {
          "Instrument": "EUR/GBP",
          "Sweeps": 656,
          "Reclaim win rate": 47.6,
          "Control": 49.6,
          "Edge": -2,
          "z": -0.96,
          "Significant?": "ns",
          "No confirmation": 44.6
        },
        {
          "Instrument": "CAD/CHF",
          "Sweeps": 632,
          "Reclaim win rate": 47.2,
          "Control": 49.5,
          "Edge": -2.3,
          "z": -1.08,
          "Significant?": "ns",
          "No confirmation": 47.5
        },
        {
          "Instrument": "BTC/USD",
          "Sweeps": 480,
          "Reclaim win rate": 46.8,
          "Control": 49.5,
          "Edge": -2.8,
          "z": -1.14,
          "Significant?": "ns",
          "No confirmation": 36.3
        },
        {
          "Instrument": "US500 (S&P)",
          "Sweeps": 729,
          "Reclaim win rate": 46.1,
          "Control": 49.1,
          "Edge": -3.1,
          "z": -1.54,
          "Significant?": "ns",
          "No confirmation": 43.7
        },
        {
          "Instrument": "ETH/USD",
          "Sweeps": 466,
          "Reclaim win rate": 46.6,
          "Control": 49.8,
          "Edge": -3.1,
          "z": -1.26,
          "Significant?": "ns",
          "No confirmation": 34.5
        },
        {
          "Instrument": "GER40 (DAX)",
          "Sweeps": 689,
          "Reclaim win rate": 46.3,
          "Control": 49.6,
          "Edge": -3.3,
          "z": -1.62,
          "Significant?": "ns",
          "No confirmation": 41.3
        },
        {
          "Instrument": "GBP/JPY",
          "Sweeps": 556,
          "Reclaim win rate": 46.1,
          "Control": 49.4,
          "Edge": -3.3,
          "z": -1.46,
          "Significant?": "ns",
          "No confirmation": 37.6
        },
        {
          "Instrument": "USD/CAD",
          "Sweeps": 668,
          "Reclaim win rate": 45.1,
          "Control": 49.6,
          "Edge": -4.5,
          "z": -2.21,
          "Significant?": "*",
          "No confirmation": 44.2
        }
      ]
    }
  ]
}