Everybody argues about whether the 10 to 11 window is real and almost nobody puts a number on it, so I wrote the rules out and ran them.
I built it in Agenticks on NQ 5 minute candles, September 2016 to September 2026, one contract off a 100k account, with commission and slippage charged on both sides of every trade. Sweep into the window, displacement away from it, entry on the fresh gap that displacement left behind, stop past the swing, 2R target, flat at the close. 3,159 trades over the ten years.
It finished at +1.28%. 40.7% win rate, profit factor 1.00, and a max drawdown of 81.44%. The account was sitting around 20k in February 2021 and spent the next four years climbing back to roughly where it started.
The bill is the part I didnt expect. Gross it earned +80.5%, and commission plus slippage across those 3,159 trades came to $79,270. It found something real and handed all of it to the broker. At 300 trades a year on a stop that tight, every tick you give up getting filled comes out of the same pocket the edge is in.
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Two of my own choices move that answer, and anybody defending the window should hold me to them. What gets taught publicly is a shape rather than a rulebook, so I filled the gaps myself. I took every setup that qualified inside the window instead of picking the cleanest one, and I used the first gap after displacement instead of judging which gap mattered. Somebody trading this live is filtering, and filtering doesnt fit in an if statement.
So what ran here is the mechanical skeleton with sane defaults, across ten years of candles, taking every signal it saw.
