How SPXXL labels a recorded Liquidity Sweep day: the longer wick shows which side was hunted (Sweep High or Sweep Low), and the Reversed / No reversal tag shows whether the close went the other way.
When a session is recorded as a Liquidity Sweep, SPXXL answers two separate questions about it: where did the hunt happen, and what did price do afterward? The label answers the first. The small tag next to it answers the second.
The wick is the hunt:
The 1.15× rule:
SPXXL measures each wick as a share of the day's full range. A side is named only when its wick is more than 1.15 times the other wick. Anything closer than that is treated as a two-sided day and keeps the plain Liquidity Sweep label.
The Reversed tag:
Real examples from the Session Archive:
Why the label and the tag are kept apart:
Where the hunt happened and which way the day closed are two different facts. Before this rule, a label taken from the close direction alone could name the wrong side — Oct 1 hunted the lows, but it would have been shown as a Sweep High. Reading the wick first keeps the label honest; the tag then tells you how the story ended. Across 70 recorded sweeps, 31 of the 68 one-sided days reversed, and the other 2 were two-sided — so a sweep is not a promise of a reversal.
What it is not:
What SPXXL shows: the label and the Reversed / No reversal tag appear on the Session Archive list and each session's detail page, in History, and in the recent results on the Track Record.
For 0DTE traders: use these records to learn how sweeps behave, not to trade the wick in real time. Live, wait for the reclaim back inside the level and a structure break against the hunt (see Sweep-and-Fail), then express the reversal with a defined-risk vertical debit spread — the debit paid is your maximum loss if the reclaim fails.
This entry is educational and uses SPX for illustration — it is not financial advice, and no outcome is predicted or guaranteed.
A session where price probes beyond key levels to trigger clustered stop-loss orders before reversing — designed to trap directional traders.
Price runs through a Liquidity Pool, fills the stops, and closes back inside — the break fails, and the traders who chased it become fuel for the move the other way.
Chart overlay arrows ("S") that flag individual candles where price probed beyond the Initial Balance to hunt stops, then reversed — micro-level sweep event detection.
A cluster of resting stop orders sitting just beyond an obvious level — the fuel large players need to fill size. A location, not a signal.
Sweep, reclaim, then a close through the opposing swing point — the confirmation that control has actually changed hands.
SPXXL's public database of every classified trading session — a searchable, transparent record of engine accuracy across 340+ trading days.
SPXXL's public accuracy dashboard showing win rate, streak data, and Engine Edge score — graded daily at 4:05 PM ET.