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NQ Futures · 1-Minute Data · 2008–2026

Asia Mech Sweep Stats

Mark the 6:00–7:59 PM range every day, then watch the 8:00–10:30 PM window: how often does price sweep one side of that range and travel back through toward the other?

4,499 session-days tested
18 years of 1m data
4,219 sweep-events measured
How This Test Works

Every day, the high and low of the 6:00–7:59 PM range is marked. Then, in the 8:00–10:30 PM window, we check whether price trades beyond either side of that range (a sweep) and, if so, how far it travels back through the range afterward — measured in quarters (fib 0.25/0.50/0.75/1.00, where 1.00 means it fully reached the opposite side).

A full "setup" is the stricter version of the Asia Mech Model logic: price must sweep one side AND fully reach the other, both inside the same window. The fib-quad breakdown below is more granular — it tracks every partial recovery too, not just full round-trips.

How Often The Full Setup Forms

Sweep one side, fully reach the other — both within the 8–10:30 PM window
Full Setup Formed
10.4%
469 of 4,499 session-days
Swept, Never Reached Other Side
73.6%
3,312 session-days
No Sweep At All
16.0%
718 session-days, range held both sides
Avg Range Size
30.4 pts
median 15.3 pts
The Bottom Line On a given day, there's roughly a 1 in 10 chance the full textbook Asia Mech setup plays out — sweep one side, then fully reach the other, both inside the 8:00–10:30 PM window. The far more common outcome (73.6% of days) is a sweep that never makes it all the way across. Of the 469 full setups, 279 swept the high first and reached the low, versus 190 that swept the low first and reached the high.

Fib-Quad Excursion After Sweep

Out of 4,219 individual sweep-events, how far back into the range price actually traveled

This is more granular than the setup-formed stat above — it measures every sweep independently (a day can register both a high-sweep and a low-sweep), and tracks the maximum recovery even when it falls short of a full round-trip.

Reached At Least This Quad, Combined

Cumulative across all 4,219 sweep-events, both directions pooled.

0.25 fib (quarter back)
61.0%
0.50 fib (halfway)
36.1%
0.75 fib (three-quarters)
21.1%
1.00 fib (full round-trip)
12.2%

Low-Sweeps vs High-Sweeps

Does it matter which side got swept first?

Swept the Low (1,958 events)

Median recovery: 0.372 fib · Mean: 0.513 fib · Overshot past 1.0: 11.1%

≥ 0.25 fib
63.6%
≥ 0.50 fib
38.6%
≥ 0.75 fib
22.4%
≥ 1.00 fib
12.1%

Swept the High (2,261 events)

Median recovery: 0.324 fib · Mean: 0.488 fib · Overshot past 1.0: 11.5%

≥ 0.25 fib
58.7%
≥ 0.50 fib
34.0%
≥ 0.75 fib
19.9%
≥ 1.00 fib
12.3%
Read Low-sweeps recover slightly better than high-sweeps at every quad below the full round-trip (e.g. 63.6% vs 58.7% at 0.25 fib), but at the full 1.0 fib they're basically tied (12.1% vs 12.3%) — not a meaningful directional edge either way. The distribution is right-skewed: median sits well below mean on both sides, meaning a smaller number of big round-trip days pull the average up while most individual sweeps recover only partially.

By Day of the Week

Full round-trip rate (1.00 fib), combined both sweep directions
DayEventsReached 1.00 Fib
Monday87112.1%
Tuesday85612.0%
Wednesday87314.3%
Thursday84813.8%

Wednesday shows the highest full-round-trip rate of the days with a meaningful sample. Friday data is sparse in this window (early close / holiday effects on the 6–8PM range) and isn't included here to avoid overstating a small sample.