eXpeed Research Lab

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

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External MSS Research

Statistical analysis of market structure shifts after liquidity sweeps.

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First FVG Behavior

Study of displacement-generated imbalance patterns.

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London Raid Model

Quantitative study of liquidity sweeps during London session.

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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.