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Gold Sweep Desk: What We Measured Before Release.

Two pre-registered studies of a gold liquidity-sweep rule on 2026 data: every candidate, every period we ran, and why no setting became a tested default.

PL · 8 min read
Ink sketch on ivory paper: price falls into the Asia low, a candle wicks through it and closes back inside, a later close breaks up through the orange opposing gap, with the stop beyond the sweep's extreme and a 2R target above; the statement reads: two studies, no setting we could call tested.

We tested the rule the written-first way, twice, on 2026 gold data.

Neither study produced a setting we could call tested.

The first found too few trades to choose from.

The second chose one, and it failed its check period.

So Gold Sweep Desk ships with design-choice defaults and says so.

The default rule's small recent record on TradingView is below too, with why it proves nothing.

This article is where the numbers live. The free page carries none of them, and the Pro page makes no performance claim.

The plan, written first: three periods in order. SEARCH, January to April 2026, chooses, among candidates with at least 30 trades and a profit factor of at least 1.1, the one with the highest net R per trade. CHECK, May to June, needs net R above zero. FINAL, July to August, runs once. Study 1 stopped at SEARCH: none of its eight candidates reached 30 trades. Study 2 chose one candidate, 5-minute, flip close, continuous window: 40 trades, plus 2.92R, profit factor 1.13 on SEARCH; on CHECK it made 15 trades, minus 11.63R, profit factor 0.14, and failed. FINAL was never run for the selected candidate.
Where each study stopped. Neither reached the final period, so no setting became a tested default.

The rule

Gold's session liquidity: yesterday's high and low, the Asia range (20:00–24:00 New York) and the London range (02:00–05:00) are the pools. In the London (02:00–05:00) or New York (07:00–11:00) window, a raid through a fresh pool that closes back inside, on the raid candle or within the next three, is a sweep. A close through the nearest opposing fair value gap, at least 1 ATR from the sweep's extreme, is the flip. The entry is that close (or, as a variant, a later close back inside the gap); the stop sits beyond the sweep's extreme plus 0.1 ATR; the target is 2R or 3R; stop first, then target, flat at 16:45 New York. The written contract is in the release (docs/engine-contract.md), with the plan and its dated amendments beside it (docs/measurement-plan.md).

The rule on the New York clock. The pools: yesterday's high and low, the Asia range from 20:00 to 24:00, and the London range from 02:00 to 05:00. Sweeps count in the London window, 02:00 to 05:00, and the New York window, 07:00 to 11:00. Study 2 also tried one continuous window from 01:00 to 11:00. Every plan is flat at 16:45. The hours when spot gold is closed are skipped.
Gold's day as the rule reads it, New York time. The continuous window is the Study 2 variant.

Run it yourself. Gold Sweep Desk is free and open-source (MIT), no signup, and its Strategy Lab is the second file in the same download. Get it on the free page →

How we measured

  • The question: does the rule make R after realistic spot-gold costs on 5- and 15-minute candles, in a final period it was never tuned on?
  • Data: Binance's XAUUSDT perpetual (public, checksummed archives), December 2025 to August 2026. The rule skips the hours when spot gold is closed. Over July and August, its 15-minute returns had a 0.997 correlation with OANDA:XAUUSD on TradingView.
  • Costs: 0.40 an ounce for the round trip (spread and slippage for a spot or CFD gold trader), not Binance's fees.
  • Periods: SEARCH January–April 2026, CHECK May–June, FINAL July–August, the final to be run once.
  • Written first: the plan, the rule's contract and the engine were fingerprinted (SHA-256) before any result, and the amended plan, the engine and the study script again before Study 2's first result. Changes after that are dated amendments.
  • Pass rule: choose on SEARCH (among candidates with at least 30 trades and a profit factor of at least 1.1, the highest net R per trade), confirm on CHECK (net R above zero), then FINAL once: at least 30 trades, net R above zero at base and at doubled costs, a profit factor of at least 1.15, and, for a 15-minute choice, a positive native TradingView run on OANDA:XAUUSD.

Study 1: eight candidates, too few trades

Timeframe (5m, 15m) × entry (flip close, retest close) × target (2R, 3R); a sweep failed on any new extreme before the flip. SEARCH, January–April 2026, after costs:

CandidateTradesNet RR per tradeProfit factorDeepest fallLongest losing run
5m · flip close · 2R18+4.85+0.271.593.52R2
5m · flip close · 3R18+2.99+0.171.335.17R2
5m · retest close · 2R9+7.32+0.814.561.24R1
5m · retest close · 3R9+5.67+0.633.761.24R1
15m · flip close · 2R21−7.85−0.370.3010.16R5
15m · flip close · 3R21−7.75−0.370.3110.16R5
15m · retest close · 2R14+4.58+0.332.001.78R3
15m · retest close · 3R14−1.16−0.080.794.59R3

No candidate reached 30 trades, so none could be chosen: no validated edge. The 5-minute retest rows look good on nine trades; nine trades say very little. Where the setups went (15-minute flip close): 98 raids, 77 sweeps, 36 sweeps failed on a new extreme before the flip, 21 raids held beyond the level, 14 sweeps had no gap to flip, 6 found no flip in time, 21 plans.

Where the setups went, 15-minute flip close, SEARCH January to April 2026: 98 raids; 21 raids held beyond the level; 77 sweeps; of those, 36 failed on a new extreme before the flip, 14 had no gap to flip and 6 found no flip in time; 21 plans. The 36 is the largest loss and the one Study 2 changed.
From 98 raids to 21 plans. The biggest leak, a new extreme before the flip, is the rule Study 2 changed.

Study 2: one change, registered before its first result

The most setups were lost to "a new extreme before the flip". A sweep often keeps wicking for a while (36 of the 77 sweeps above did), so we registered one change for every candidate: a new wick moves the extreme (and the stop) and only a close back beyond the swept level ends the setup. We also tried one continuous 01:00–11:00 window beside the two windows, and kept the 2R target for all. SEARCH, January–April 2026, after costs:

CandidateTradesNet RR per tradeProfit factorDeepest fallLongest losing run
5m · flip · two windows20+2.52+0.131.275.57R4
5m · flip · continuous40+2.92+0.071.135.32R4
5m · retest · two windows9+7.22+0.804.511.24R1
5m · retest · continuous19+11.89+0.632.653.63R2
15m · flip · two windows21−7.85−0.370.3010.16R5
15m · flip · continuous34−5.26−0.150.717.56R5
15m · retest · two windows14+4.59+0.332.011.78R3
15m · retest · continuous16+4.18+0.261.752.36R4

Only one candidate met the selection rule: 5-minute, flip close, continuous window (40 trades, profit factor 1.13). On CHECK, May–June 2026:

CandidateTradesNet RR per tradeProfit factorDeepest fallLongest losing run
5m · flip · continuous15−11.63−0.780.1411.63R9

It failed the check: no validated edge. Our stopping rule, written in the amendment, says there is no third study on this data. The FINAL period (July–August 2026) was never run for the selected candidate.

The default rule on TradingView's recent history

After both studies, while auditing the product, we ran the default rule (15-minute, flip close, the two windows, 2R) on the recent history TradingView loaded on our charts (on OANDA:XAUUSD 15m, from 30 June 2026). That history overlaps the FINAL period, so we say so here and in a dated amendment to the plan: FINAL is no longer untouched for the default rule, and any future test uses bars after 26 September 2026.

ChartTrading daysPlansNet R after costs
OANDA:XAUUSD 15m6312+1.9
OANDA:XAUUSD 5m207+5.8
BINANCE:XAUUSDT.P 15m4011+2.5

These are twelve, seven and eleven plans. The same 15-minute rule lost 7.85R over 21 trades from January to April. Small samples of one rule can change sign from one period to the next; these rows support no conclusion either way, and they are why the desk shows its own chart's record rather than a claim.

Sixteen candidates were tried in all. A search that looks at sixteen candidates can find good-looking rows by chance alone; that is why the choice has to survive a check period, and here it did not.

What we disclose about ourselves

An earlier build of a related tool (Sweep Desk 1.1) had reported good in-sample gold numbers over a window that overlaps this study's FINAL period. That is why we looked at the sweep-and-inversion family at all. None of this rule's settings were fitted on that window.

What this means for the tool

  • The defaults (flip close, the two windows, Study 2's close-back fail rule, 2R, flat at 16:45) are design choices. The tool marks the day's liquidity, the sweep and the flip, and draws a plan you can judge; it does not tell you the plan will work.
  • The on-chart record is that chart's own history, counts first.
  • Gold Sweep Desk Pro is a set of tools (the game plan before each window, context checks and your own gates, half off at 1R, a multi-market Radar, alerts, a Research Lab) and makes no performance claim.

Check it yourself

The engine is the release's tests/reference/engine.mjs. The pre-registration hashes: plan 6db5cace… (study 1) and 4332aedd… (study 2 amendment), engine 3a764de7… and 2376306d…. The 1.1.0 release ships a later revision of the engine (02c14246…), the one that matched the Pine engine plan for plan on TradingView; re-run on the same archive on 1 October 2026, it reproduces every row of the three study tables above. The data is Binance's public XAUUSDT archive from data.binance.vision.

Hypothetical backtests after the stated costs, not a forecast and not a live record. Not financial advice.

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