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Liquidity Sweep definition
A quick run above prior highs or below prior lows designed to stop out retail orders before price reverses.
This page is the short definition. For rules, worked NQ examples and invalidation, read the full Liquidity Sweep guide.
What it means in ICT
ICT views liquidity sweeps as engineered stop-runs. The reversal after the sweep confirms the real directional intent.
NQ example
NQ commonly sweeps the overnight high at 09:30 ET and then reverses into the AM Killzone — the sweep is the entry trigger, not the breakout.
Related guides
Practice Liquidity Sweep in replay
Load a historical NQ session and watch for liquidity sweep bar-by-bar, with ICT overlays drawn automatically.
Data & methodology
All NQ and MNQ examples use Databento GLBX.MDP3 1-minute OHLCV candles for continuous front-month E-mini Nasdaq-100 futures, aggregated to higher timeframes (5m, 15m, 1h, 4h, 1D, 1W) so every bar agrees across timeframes. Sessions cover the full CME Globex day, 18:00–17:00 ET. ICT overlays are drawn algorithmically from the same price data used in the replay trainer.