Turtle Soup
Also: Turtle Soup Reversal
Definition
Turtle Soup is an ICT reversal model where price runs just beyond a prior high or low (a "soup") to sweep stops, then rejects and reverses in the opposite direction. Classic false breakout logic — the liquidity above/below an obvious pool gets taken and the algorithm immediately reprices back through the level.
Key characteristics
- Requires a clean, obvious swing high or low for liquidity
- Penetration is brief — a wick or single candle beyond the level
- Rejection delivered with displacement back through the original level
- Works on any timeframe but sharpest intraday (1m–15m)
- Stop sits just beyond the soup's extreme
How to use
Mark obvious old highs/lows near your HTF target. When price spikes through and rejects with displacement, sell/buy the retracement into the nearest PD array inside the range. Stop goes beyond the soup extreme; target is the opposite side of the range or next liquidity pool.
Common mistakes
- Shorting every high that gets swept — bias and narrative still matter
- Entering before rejection candles close back inside the range
- Placing stops too tight, inside the sweep noise
Source quotes
"You treat that as a real turtle soup, not some goober on X pretending he authored something. This is one of the highest probability patterns."
"Focus on the ideal little intraday turtle soup formations. They could act as targets or they can act as new entries.
Read the full Turtle Soup entry in the Vault.
Includes related concepts, cross-domain bridges, source quotes, and the trader's checklist for using Turtle Soup live. Free, no signup required.