EUR/USD 2915: liquidity sweep and return playbook for +10m (Asian range window)

Market Snapshot

This article is built as a repeatable decision protocol for EUR/USD in the Asian range window window. The goal is not to guess one candle but to validate context before execution.

Baseline regime: low-liquidity drift. If live behavior diverges from this assumption, the setup is downgraded or skipped.

Primary quality filter: execution slippage control. Without clean execution conditions, short-horizon edges degrade quickly.

A +10 minute horizon requires fast invalidation rules. Delayed exits often turn small mistakes into structural losses.

This note is designed for operational use: each paragraph maps to an action, not just a concept.

Setup Logic

Core setup for this brief: liquidity sweep and return. Confirmation is evaluated on 5m via close quality, retest behavior, and rejection speed.

The setup is considered valid only if price structure and execution quality confirm in the same direction.

• Mark invalidation level before entry.
• Wait for confirmation close or clean reclaim/retest.
• Skip entries during spread expansion spikes.
• Avoid late entries after most impulse is already printed.

Entry Protocol

Entry logic follows a confirmation-first sequence: context check -> trigger check -> execution quality check -> position sizing.

If one required condition is missing, no trade is a valid decision.

• Trigger must be visible and repeatable.
• Position size is reduced when volatility rises.
• No averaging down on failed short-horizon entries.
• Time-stop is set at entry, not after stress appears.

Exit Protocol

For +10 minute execution, exits are rule-based: partial lock at nearby structure, then full close by scenario completion or invalidation.

If momentum stalls or market returns inside the broken zone, exposure is reduced early.

• Use time-stop if movement does not develop in expected bars.
• Do not move stop farther to avoid a loss.
• Prefer fast risk reduction over hope-driven hold.

Risk Control

Risk management is the main stabilizer: fixed risk per trade, capped loss per session, and mandatory pauses after error clusters.

Performance review separates setup quality from execution quality; both must improve together.

• Fixed risk per trade (small and stable).
• Daily loss cap with hard stop.
• No revenge trading after a stopped setup.
• Journal every trade with context and cancellation reason.

Session Context

Session context for this case is Asian range window. The same pattern behaves differently across London, overlap, and Asia; this is why session selection is part of the setup.

Context-oriented execution means scenario updates are expected. If regime shifts, plan adapts immediately.

• Check upcoming macro events before entry sequence.
• Treat liquidity and spread as hard constraints.
• Separate trend-mode and range-mode statistics in review.

BetFox Workflow Notes

This format is designed for the BetFox streaming workflow: quick briefing, explicit trigger, explicit cancellation, and post-trade debrief.

IQvortex AI layer is used as a scenario assistant. Final execution still requires price confirmation and risk filters.

The objective is operational clarity: viewers can reproduce the checklist, not just watch isolated entries.

• Brief context first, action second.
• Confirmation before commitment.
• Cancellation rule is never optional.
• Debrief each trade in the same structure.

FAQ

Q: Can EUR/USD be traded on +10 minutes without context? A: Technically yes, but quality drops sharply without session and liquidity filters.

Q: What is the key rule for liquidity sweep and return? A: Respect invalidation early; short-horizon setups lose edge when held emotionally.

Q: Is AI output enough for execution? A: No. AI is a context assistant, not a replacement for confirmation and risk discipline.

Q: What improves consistency fastest? A: A strict journal with setup, context, execution, and cancellation notes.