Quantitative Liquidity Research

This page provides an overview of quantitative research models designed to analyze liquidity behavior across major FX sessions. All studies are based on rule-based statistical analysis.

Liquidity Models

・Session Liquidity Cycle
Asia liquidity accumulation → London manipulation → New York resolution. Statistical validation of Weekly Open reaction probability.

・London Raid Model
Analysis of liquidity sweep behavior during London session.
Directional bias formation and NY continuation patterns.

Behavioral Studies

・First FVG Behavior
Study of initial displacement inefficiency following MSS.
Probability of mitigation vs continuation.

・External MSS Research
Structural shift detection using higher timeframe liquidity.

Statistical Research

・Asia Range vs NY Continuation
Correlation between Asia session range size and NY directional expansion.

・Weekly Open Reaction
Probability of Weekly Open interaction based on session structure.

Research Overview

Session Liquidity Cycle

A unified framework linking Asia range, London sweep, New York resolution, and Weekly Open reaction.
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London Raid Model

Analysis of liquidity sweep behavior during the London session and its effect on subsequent directional expansion.
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First FVG Behavior

Study of initial displacement inefficiency and its continuation or mitigation patterns.
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External MSS Research

Research on structural shifts following liquidity sweeps and their role in directional market behavior.
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Asia Range vs NY Continuation

Quantitative analysis of Asia range size and its relationship with New York expansion.
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Weekly Open Reaction

Conditional study of Weekly Open as a target under specific liquidity and session conditions.
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Data Scope

Primary instruments: GBPUSD, EURUSD, XAUUSD, BTCUSD
Timeframe: M5
Sample period: 2019–2026
All studies are based on rule-based analysis of historical session data.