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Turtle Soup definition
A reversal setup that fades a break of equal highs or lows once the break fails to hold.
This page is the short definition. For rules, worked NQ examples and invalidation, read the full Turtle Soup guide.
What it means in ICT
Turtle soup is the ICT-flavoured stop-run reversal: the obvious breakout is treated as the liquidity grab, and the trade is taken against it.
NQ example
NQ pokes two matching London highs by a few points, closes back below them, and the failed break becomes the turtle soup short.
Related guides
Practice Turtle Soup in replay
Load a historical NQ session and watch for turtle soup 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.