Liquidity structure · 1–15m charts · Multi-asset incl. rates

Where stop orders pile up — and what actually happens after.

Tracks equal highs and lows, counts every touch, and classifies how each level finally gives way. It also carries the one claim in Cascade's entire study that passed: on 1-minute charts, these levels mark a range-bound market.

TESTED · CLAIMS SCOPED $30 / month
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Best forReading whether a market is ranging or trending, 1m scale
ReadsTolerance-matched equal highs/lows with touch count
OutputsSweep / break / gap labels, live regime readout, alerts
MarketsIndex futures, equities, and coarse-tick rates (tested on ZB)
What it does

The study's one validated positive result lives in this indicator.
Equal highs and lows only form when price keeps returning to one spot — that's a range, by definition. We tested whether that consolidation is real: on 1-minute charts, movement after a level resolves runs meaningfully below normal, and the effect is strongest after multi-tested pools. It fades on 5-minute charts and disappears by 15 — so we scope the claim to where it holds, not further.

Evidence

See it on a chart

ES and NQ examples from the study, including the ×3+ touch case that produced the strongest result — subsequent movement at 63% of a normal bar.

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An equal-high sweep — the level held on the wick, closed back inside
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A ×3 touched pool — the tier where the calm signature was strongest
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A level breaking on close — labeled a break, not a sweep, at bar close
Honest claims

What we can say, and what we can't

We don't claim

  • That a sweep or break tells you which way price goes next — direction was statistically indistinguishable from zero at every horizon tested
  • That the calm-after-resolution effect holds above 1-minute charts — it fades to nothing by 15 minutes, and we say so on the chart
  • That more touches means higher conviction of a trade outcome — more touches means more consolidation, which is a different claim

We can say

  • On 1-minute charts, resolved pools (especially ×3+) mark below-normal subsequent movement, with confidence intervals that exclude "normal"
  • The tolerance engine was tested and tick-floored on ZB, a genuinely different price grid from index futures
  • Every number is in the study — read the EQH/EQL findings →
Questions

FAQ

What happens after an equal high or low resolves?
On 1-minute charts, the market tends to go quieter. In our test, movement in the 30 minutes after resolution averaged 0.79x a normal bar at the same time of day; after ×3+ touched pools, 0.63x — with confidence intervals that stay below "normal" both times. Full attention test →
Does this hold on 5-minute or 15-minute charts?
No — and that's the study's sharpest finding. The calm signature decays smoothly: 0.79x at 1 minute, 0.91x at 5 minutes, 1.01x (gone) at 15 minutes. We label the effect as a 1-minute phenomenon because that's what the data shows.
Does it work on Treasury futures or other coarse-tick markets?
Yes — the tolerance engine self-adjusts to volatility and was tested with a dedicated tick floor on ZB (30-year Treasury futures) alongside ES and NQ index futures.

Ready to try it?

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