What happens after a session high sweep: 594 of 848 days on US100
Video in Russian “Куча страт за чашку кофе”, 4 October 2026, 9:52.
What the video is about
The video shows the BIASMACHINE Research module: intraday scenarios that count what happened after a session high or low was swept.
On US100 the 07:30–09:30 New York session high was swept on 594 of 848 sample days; in 70% of those cases a 0.2% pullback came before an equal move in the sweep direction, and in 28.7% neither happened within 90 minutes.
Every case opens on the chart, and filters change when the pool forms, when it is swept and the pullback size. The video is in Russian.
Key claims
- Base scenario: price opens inside a session, sweeps its high or low, and the study counts whether a pullback of a given size comes before an equal move in the sweep direction.
- The 0.2% pullback is measured from the swept level: at a price of 10,000 that is 20 points.
- For the 07:30–09:30 New York session a 0.2% pullback followed a low sweep in 65.6% of cases and a high sweep in 70% (data as of 4 October 2026).
- The session high was swept on 594 of 848 sample days; in 28.7% of cases neither the pullback nor the opposite move was reached within 90 minutes (data as of 4 October 2026).
- Filters change the pool's formation hours, its sweep hours, the observation window and the pullback size; other hours change the numbers drastically.
- Every case in the sample opens on the chart, showing where the sweep was recorded and where the pullback was reached.
Chapters
- 0:00 — The Research module: intraday scenarios
- 1:07 — Base scenario: a high sweep and a pullback
- 1:53 — A 0.2% pullback from the swept level
- 3:26 — 594 of 848 days and a 90-minute window
- 4:25 — Filters: when the pool forms and when it is swept
- 5:26 — Every case on the chart
- 6:58 — Other studies and experimental features
- 8:58 — The tester and prop-challenge emulation
Transcript
The video is in Russian. The full Russian transcript is on the Russian page.
Questions about the video
What does "a 70% pullback after a high sweep" mean?
It is the share of sample days on which, after the 07:30–09:30 session high was swept, a 0.2% pullback came before an equal move in the sweep direction. It is a historical frequency, not a forecast or a win rate.
Why did 28.7% of cases see neither?
Within the 90-minute observation window price did not travel 0.2% either way. The window is a filter and can be changed.
Can every case be checked?
Yes: in Research (Pro) every day of the sample opens on the chart showing the sweep and whether the pullback was reached.
How to read the numbers
Numbers are given as stated in the video on the recording date, 4 October 2026. After Research studies are recomputed they may differ.
Historical frequencies are not individual investment advice and do not guarantee repetition. Hypothetical results do not reflect real trading (CFTC Rule 4.41 principle).
Next: how it is computed, glossary, all videos.
Author — Georg Vahi · Video published 4 October 2026