Fading yesterday's high and low

Price sweeps yesterday's high and low, fails to hold, and an M5 candle closes back inside. You take that close and trade against the sweep. XAUUSD, Tuesday to Friday, entries in 00:00–08:00 UTC, the Asia session, flat by the end of the window. 2026 only — 66 trades on 146 eligible days.

%

Every percentage here is R × risk. R values, win rate and profit factor do not move.

01The result

Every trade the rules produced in 2026. Nothing excluded after the fact.

Trades
66
9.8 a month
Win rate
44.6%
29 W · 36 L · 1 scratch
Per trade
+0.160 R
+0.40% of the account
Total
+10.6 R
+26.4% at 2.5% risk
Reward : risk
2.41
median · 2.28 average
Profit factor
1.30
avg win +1.57 R · avg loss -0.97 R
Worst drawdown
9.7 R
-24.2% at 2.5% risk
Worst losing run
10
best winning run 7
Cumulative returnCumulative return, ending at +26% at 2.5% risk.0%12%25%38% +26%
Cumulative return, trade by trade. The axis follows the risk selector.

02The rules

Draw one fib on the range before the session. Everything else reads off it.

Step
The rangeYesterday's high and low.
Draw the fibAnchor 0 on the level you are fading, 1 on the other side. Longs: drag low→high. Shorts: high→low.
The sweepPrice trades beyond the level during 00:00–08:00 UTC, the Asia session
The entryAn M5 candle closes back inside the level. Enter at that close, at market. One trade a day — the first signal only.
The stopThe −0.10 fib — 10% of the range beyond the level
The targetThe 0.35 fib — 35% of the range back inside. Reward:risk therefore varies; median 2.41.
The stop moveNone. Moving it to breakeven or to −0.5R was measured on both strategies and lost money every way it was tried.
The exitStop, target, or the close of the window — whichever comes first
DaysTuesday to Friday. Monday is excluded — its levels come from Friday, with a weekend in between.

03Month by month

5 of 9 months green.

MonthTradesWin ratePer tradeTotal At 2.5%
Jan838%-0.456 R-3.6 R-9.1%
Feb814%-0.601 R-4.8 R-12.0%
Mar560%+0.729 R+3.6 R+9.1%
Apr978%+1.235 R+11.1 R+27.8%
May1040%+0.204 R+2.0 R+5.1%
Jun650%+0.503 R+3.0 R+7.5%
Jul633%-0.133 R-0.8 R-2.0%
Aug850%+0.145 R+1.2 R+2.9%
Sep633%-0.191 R-1.1 R-2.9%

04How the trades ended

ExitTradesShareAverageTotal At 2.5%
stopped out3350%-1.01 R-33.3 R-83.2%
hit the target1827%+2.02 R+36.3 R+90.8%
closed at the session end1523%+0.50 R+7.5 R+18.8%

A trade that reaches neither level is closed at the end of the window, at whatever price is there. Those are neither wins by design nor failures — they are the rule running out of time.

05Every trade

All 66, drawn from the same bars the result was computed on. Click to open full size.

Outcome
Direction
Month
66 trades
2026-01-02 short, -1.01 R02 Jan · short · -1.01 R · 3.31 R target2026-01-06 short, -1.01 R06 Jan · short · -1.01 R · 2.43 R target2026-01-08 long, +0.08 R08 Jan · long · +0.08 R · 1.48 R target2026-01-14 short, +0.20 R14 Jan · short · +0.20 R · 3.13 R target2026-01-15 long, +1.11 R15 Jan · long · +1.11 R · 1.12 R target2026-01-20 short, -1.02 R20 Jan · short · -1.02 R · 2.82 R target2026-01-23 short, -1.01 R23 Jan · short · -1.01 R · 3.16 R target2026-01-28 short, -1.00 R28 Jan · short · -1.00 R · 2.25 R target2026-02-03 short, -1.00 R03 Feb · short · -1.00 R · 2.65 R target2026-02-04 short, -1.00 R04 Feb · short · -1.00 R · 3.33 R target2026-02-05 long, -1.00 R05 Feb · long · -1.00 R · 2.30 R target2026-02-06 long, -1.00 R06 Feb · long · -1.00 R · 2.93 R target2026-02-17 long, -1.01 R17 Feb · long · -1.01 R · 2.13 R target2026-02-19 short, -0.01 R19 Feb · short · -0.01 R · 3.36 R target2026-02-20 short, -1.02 R20 Feb · short · -1.02 R · 3.45 R target2026-02-24 short, +1.24 R24 Feb · short · +1.24 R · 1.24 R target2026-03-10 short, -0.84 R10 Mar · short · -0.84 R · 2.77 R target2026-03-12 long, +1.91 R12 Mar · long · +1.91 R · 1.92 R target2026-03-17 short, +3.35 R17 Mar · short · +3.35 R · 3.36 R target2026-03-26 long, -1.01 R26 Mar · long · -1.01 R · 3.23 R target2026-03-31 short, +0.23 R31 Mar · short · +0.23 R · 1.79 R target2026-04-01 short, -1.00 R01 Apr · short · -1.00 R · 3.37 R target2026-04-02 short, +2.64 R02 Apr · short · +2.64 R · 2.64 R target2026-04-09 long, +1.13 R09 Apr · long · +1.13 R · 2.73 R target2026-04-15 short, +2.55 R15 Apr · short · +2.55 R · 2.55 R target2026-04-17 long, +0.75 R17 Apr · long · +0.75 R · 0.76 R target2026-04-21 short, +2.65 R21 Apr · short · +2.65 R · 2.66 R target2026-04-23 long, +0.86 R23 Apr · long · +0.86 R · 0.87 R target2026-04-24 long, +2.54 R24 Apr · long · +2.54 R · 2.65 R target2026-04-28 long, -1.01 R28 Apr · long · -1.01 R · 0.92 R target2026-05-12 short, +2.00 R12 May · short · +2.00 R · 2.01 R target2026-05-14 long, +0.64 R14 May · long · +0.64 R · 0.65 R target2026-05-15 long, -1.01 R15 May · long · -1.01 R · 1.35 R target2026-05-19 short, +3.48 R19 May · short · +3.48 R · 3.49 R target2026-05-20 long, +0.77 R20 May · long · +0.77 R · 2.79 R target2026-05-21 short, -1.00 R21 May · short · -1.00 R · 1.09 R target2026-05-26 long, -1.02 R26 May · long · -1.02 R · 2.16 R target2026-05-27 long, -0.16 R27 May · long · -0.16 R · 2.98 R target2026-05-28 long, -1.01 R28 May · long · -1.01 R · 2.57 R target2026-05-29 short, -0.65 R29 May · short · -0.65 R · 2.57 R target2026-06-03 long, -1.01 R03 Jun · long · -1.01 R · 1.89 R target2026-06-11 long, +1.86 R11 Jun · long · +1.86 R · 3.34 R target2026-06-12 short, +1.01 R12 Jun · short · +1.01 R · 2.91 R target2026-06-23 long, -1.01 R23 Jun · long · -1.01 R · 1.87 R target2026-06-24 long, -1.01 R24 Jun · long · -1.01 R · 1.60 R target2026-06-30 long, +3.17 R30 Jun · long · +3.17 R · 3.18 R target2026-07-07 long, -1.01 R07 Jul · long · -1.01 R · 0.80 R target2026-07-14 long, +1.40 R14 Jul · long · +1.40 R · 1.41 R target2026-07-21 short, -1.01 R21 Jul · short · -1.01 R · 1.38 R target2026-07-24 long, -1.01 R24 Jul · long · -1.01 R · 2.38 R target2026-07-28 long, -1.01 R28 Jul · long · -1.01 R · 2.15 R target2026-07-29 long, +1.84 R29 Jul · long · +1.84 R · 1.84 R target2026-08-06 short, +0.20 R06 Aug · short · +0.20 R · 3.38 R target2026-08-11 short, +2.35 R11 Aug · short · +2.35 R · 2.35 R target2026-08-13 short, +2.03 R13 Aug · short · +2.03 R · 2.03 R target2026-08-14 long, -1.01 R14 Aug · long · -1.01 R · 2.55 R target2026-08-18 short, -1.01 R18 Aug · short · -1.01 R · 0.88 R target2026-08-19 long, +0.61 R19 Aug · long · +0.61 R · 1.14 R target2026-08-21 short, -1.00 R21 Aug · short · -1.00 R · 0.70 R target2026-08-25 short, -1.01 R25 Aug · short · -1.01 R · 3.02 R target2026-09-02 long, -1.01 R02 Sep · long · -1.01 R · 3.30 R target2026-09-03 short, -1.01 R03 Sep · short · -1.01 R · 2.82 R target2026-09-08 short, -1.02 R08 Sep · short · -1.02 R · 2.88 R target2026-09-09 long, +2.38 R09 Sep · long · +2.38 R · 2.39 R target2026-09-10 short, +0.51 R10 Sep · short · +0.51 R · 1.01 R target2026-09-11 long, -1.01 R11 Sep · long · -1.01 R · 2.14 R target

06What this does not show