Stop-runs above obvious levels. Breakouts that reverse immediately. News-driven spikes that fade within minutes. These are not accidents. Here is the pattern behind them.
Map how often price sweeps a clear high or low by a few points, then immediately reverses. Map how often a news spike reaches its extreme exactly at a round number before fading. Map how often a breakout closes back inside the range within two candles.
If the market were random, these events would have no more frequency than their alternatives. They do. That frequency is a signal, not a coincidence.
Liquidity clusters where orders concentrate — at obvious swing highs, below round numbers, just past clear breakout levels. These clusters are visible to everyone reading the same chart. They are also visible to the participants with enough size to push price into them.
A stop-run is not malicious in the legal sense. It is rational: if you have a large position to build or exit, you want to do it against resting orders, not into thin air. The retail trader's stop is the institutional participant's entry fill.
You stop treating obvious levels as entry signals and start treating them as traps. The obvious breakout is worth less than the failed breakout. The obvious support hold is worth less than the sweep-and-recover.
The desk looks specifically for evidence that a liquidity sweep has completed — the stop-run has happened, the orders have been filled, and price is now moving in the direction the sweep enabled. That sequencing is more reliable than any single price level. See the method for how this is operationalised.
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