Liquidity Sweep → NY Expansion Model (Observed Case)
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Key Findings
- Liquidity raids cluster around session transitions
- London sweep strongly precedes directional expansion
- Asia range size influences volatility distribution
Our Research Framework
A structural model describing liquidity accumulation, sweep events, and displacement cycles across major sessions.
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- Session Liquidity : Price consolidation during low-volatility sessions where resting liquidity accumulates.
- External MSS : Structural shift occurring after external liquidity is swept.
- First FVG : The first fair value gap formed immediately after displacement.
Current Research Topics
External MSS Research
Statistical analysis of market structure shifts after liquidity sweeps.
First FVG Behavior
Study of displacement-generated imbalance patterns.
London Raid Model
Quantitative study of liquidity sweeps during London session.
Latest Publications
Recent quantitative studies on session liquidity behavior and displacement events across major FX pairs.
- 2025 — Asia Range Statistical Study (EURUSD / GBPUSD)
- 2025 — London Raid Probability Model
- 2024 — NY Displacement Behavior
Working Paper Series
About the Research Lab
The eXpeed Research Lab focuses on quantitative analysis of liquidity behavior and market structure events across global financial markets. Our research examines how liquidity accumulates, is swept, and leads to displacement events across major trading sessions such as Asia, London and New York markets.