Aggressive Sweep — Signal Playbook

What it detects

A burst of aggressive market orders sweeps one side of the tape (a large buy or sell run in notional) while the book already leans that way — momentum players are paying up to get filled.

How Aggressive Sweep paints across a heatmap row — the colour language it speaks on the live map.

How to play it

Use it as scanner context, not an automatic entry:

• A sweep shows urgency — someone wants in now and is crossing the spread.
• Trade with the sweep’s direction on continuation, only when the book agrees.
• Best on liquid majors where a sweep means real size, not a thin-book blip.
• Pair with OFI/CVD for a higher-conviction read.

Confirmation

What strengthens the read:

• Follow-through prints in the same direction.
• Book imbalance stays on the sweep’s side (it didn’t just get absorbed).
• Spread stays orderly through the burst.

Invalidation

What kills it:

• The sweep is fully absorbed and price stalls (see Delta Absorption).
• Imbalance flips against the sweep immediately after.
• One isolated print with no follow-through.

Risk & honest evidence

Respect the limits:

• Sweeps can mark exhaustion (the last buyers) as easily as continuation.
• Chasing a sweep means paying the worst price.
• Evidence: grounded in market-microstructure research. vyx's own live backtest is still accruing — treat this as scanner context, not a proven edge.