FINAXIONResearch
Finaxion Research · Smart Money: the liquidity sweep · single stocks · Recomputed 2026-09-10

Does Smart Money: the liquidity sweep work on CHTR?

Smart Money: the liquidity sweep does not beat buy-and-hold on CHTR: -8.1 points a year over 17 years.

Total return
20.2%
Buy and hold
335.5%
CAGR
1.1%
Sharpe
-0.98
Max drawdown
-5.8%
Trades
42
Out of sample
—
Years
17
1×10×20112013201520172019202120232025
StrategyCHTR

Findings

  1. Smart Money: the liquidity sweep does not beat buy-and-hold on CHTR: -8.1 points a year over 17 years.
  2. Against the S&P 500 over the same window: -13.0 points a year.
  3. Total return +20.2% versus +335.5% for buy-and-hold, with 42 trades.
  4. Maximum drawdown -5.8%.
  5. It did not beat before 2018 and started afterwards.
  6. It ranks #165 of 227 markets for this strategy by annual excess over the S&P 500.

Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 2544360d2bb7.

Exactly what was tested

Mechanical approximation: 25-bar low pierced with a close back above it on the same bar → entry; exit after 20 bars.

How to read it

The verdict compares the strategy with buying and holding CHTR over the same window, with round-trip costs per asset class. “Out of sample” is walk-forward: the rule is fit on one stretch and judged on the next. A result that beats in the full sample but not out of it is overfit. Full methodology in the protocol. How we test.

Open this backtest with its trades   Trades (CSV)

Every strategy on CHTR → · Full page for Smart Money: the liquidity sweep →

How to cite

Finaxion Research (2026). Does Smart Money: the liquidity sweep work on CHTR?. Daily backtest 1962-01-01–2026-08-31, artifact 2544360d2bb7. https://finaxion.app/en/research/liquidity-sweep/chtr

Not a recommendation. Past performance does not guarantee future results.