About eXpeed Research Lab

eXpeed Research Lab is an independent quantitative research initiative focused on liquidity behavior in the FX market. The objective is to statistically evaluate ICT-based market structure using multi-year historical session data.

The philosophy of this site

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① Short Statement

This research project explores structural liquidity behavior across major FX sessions. The objective is not prediction, but observation of recurring market transitions.

② Motivation

Conventional explanations often rely on fixed indicators. This project focuses instead on structural displacement and liquidity-driven behavior.

③ Research Philosophy

The approach favors minimal assumptions. Only observable behavior is considered. Execution logic is intentionally omitted.

④ Scope

This site presents conceptual frameworks only. Detailed implementation is intentionally not disclosed.

Research Focus

• Session-based liquidity behavior
• London raid and NY continuation
• Market structure shift (MSS) analysis
• Fair Value Gap (FVG) behavior
• Weekly Open interaction probability
• True Order Block determination method

Data Scope

Primary instruments: GBPUSD, EURUSD, XAUUSD, BTCUSD
Timeframe: M5
Sample period: 2019–2026
Methodology: Rule-based historical session analysis

Research Philosophy

The goal is not to provide trading signals, but to study recurring liquidity behavior through objective statistical analysis.

Contact

For research-related inquiries: researchlab@expeed.co.jp

Disclaimer

This content is provided for informational and educational purposes only. Nothing on this website should be considered financial advice, trading advice, or a solicitation to buy or sell any financial instrument. Trading involves substantial risk and is not suitable for all investors. Past performance does not guarantee future results. The models and observations presented are based on historical data and probabilistic behavior, and may not reflect future market conditions. Users are solely responsible for their own trading decisions.

This research emphasizes structural observation over prediction. Only recurring liquidity behavior is considered. The framework continues to evolve.