Came across research by NQ Stats that statistically measured how often London's session high or low gets swept after the close, across 10 years of NQ futures data.
The numbers are interesting on their own but the way to read them trips people up at first, so worth explaining properly.
Take this example: London breaks above Asia's high but holds above Asia's low — a bullish overnight structure with upside already extended into the NY open.
In that pattern the data shows:
- London High gets swept: 80.8%
- London Low gets swept: 65.5%
the numbers overlapping past 100% just means both levels getting swept on the same day is common
How this actually helps your trading**
These stats aren't signals. They're confluence filters.
Example: It's a trending day, manipulation phase looks complete, and you're looking at a continuation long after a retracement. London High is sitting above as a target. If you're in a pattern where the high gets swept 80%+ of the time historically, that's a meaningful statistical backing for your target selection, not a guarantee, but a genuine edge when combined with your read on the market.