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Research

This research analyzes how liquidity is taken during the London session and how it influences directional movement into New York.
All statistics are derived from rule-based detection applied to M5 data.
The objective is to identify repeatable behavioral patterns in ICT-based market structure.

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Asia Range Statistical Study

Analysis of Asia session range distribution and its impact on subsequent London volatility.

• Average range (pips)
• Expansion probability
• Breakout direction bias

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London Raid Behavior

Overview

The London session frequently interacts with Asia range liquidity, but its role in determining subsequent directional movement remains unclear.
This section investigates whether liquidity sweeps during the London Killzone provide reliable signals for continuation or reversal into the New York session.
The objective is to quantify these behaviors and identify conditions under which they offer a statistical edge.

Methodology

This study uses rule-based event detection applied to M5 price data.

Definitions:

• London Raid:
  A sweep of Asia session high or low during the London Killzone.
  
• Displacement:
  A strong directional move exceeding average range threshold.
  
• NY Expansion:
  Directional continuation occurring during the New York session.
  

All events are detected programmatically and aggregated into statistical results.

Key Insight

London raids are highly efficient at generating expansion (92.68%), but only a minority lead to immediate displacement (24.66%).
This suggests that liquidity sweeps alone are insufficient for directional conviction and must be evaluated within structural context.
Notably, when Judas conditions are present, New York expansion occurs with very high consistency (100%), indicating a strong conditional edge.

Sample Information

– Bars analyzed: 21,419
– Timeframe: M5
– Approx. sample days: 74.4
– Asia Range samples: 73
– London Kill Raid times: 56

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Full Statistics

Full statistical output (complete dataset for transparency)

Interpretation

The London session frequently engages Asia range liquidity, with a high expansion rate of 92.86% once a raid occurs.However,

displacement following Asia sweep is observed less frequently (24.66%), suggesting that not all liquidity events immediately result in strong directional moves.

Judas behavior appears relatively rare (6.85%), but when present, it shows a strong association with New York expansion in the observed sample.

These findings indicate that while liquidity sweeps are common, the quality of follow-through varies depending on structural conditions.

Optional

Related Models (Structural Context)

These models should be interpreted in conjunction with London Raid behavior to refine directional bias.

– London Raid Model
– External MSS Model
– Session Liquidity Model

Conclusion

London session liquidity events are highly frequent, but their predictive power depends on structural conditions.

While raids occur regularly, only specific configurations (e.g., Judas conditions) show strong consistency in driving New York expansion.

This highlights the importance of filtering liquidity events rather than treating them as standalone signals.

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New York Displacement Analysis

Investigation of displacement events during the New York session.

• Displacement occurrence rate
• Average move size
• Correlation with London sweep

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