Liquidity events are not signals — they are context.
Quantitative studies on liquidity behavior and intraday market structure.
Each study is based on rule-based analysis of price interaction with key session levels, focusing on identifying repeatable tendencies rather than signals.
Study 01 – London Raid Behavior
Analysis of how London session liquidity sweeps relate to subsequent price development into the New York session.
Study 02 – Asia Range Dynamics
Statistical observations of Asia session range behavior and its influence on London session volatility.
Study 03 – Displacement Behavior
Investigation of displacement events and their relationship to continuation and rebalancing.