LBTECHNOLOGY DOSSIER · AGROALGO 9.30

LiquidBrain reads where price is drawn.

It maps unswept swing liquidity above and below price, then estimates which pool is reached first. The useful claim is not that ML exists. The useful claim is that the question, feature contract and release test are stated precisely.

Review the resulting evidence

MODEL FAMILY: LightGBM direction classifier
INPUT CONTRACT: 22 MT5-native features
RUNTIME: Local ONNX inference
PORTFOLIO: Six per-market configurations
DELIVERY: Signed OTA bundles

01THE REFRAMED QUESTION

Raw up or down was not learnable enough.

The earlier symmetric direction label repeatedly settled near random performance. The research did not hide the null. It changed the question to a market-structure event with a defined destination: the nearest unswept pool above or below price.

≈0.49

Raw direction AUC in the failed thesis

0.776–0.786

Pooled out-of-fold AUC after the liquidity-draw reframe

02FEATURE CONTRACT

Twenty-two closed-bar inputs, rebuilt inside MT5.

Fifteen context features describe regime, movement and time. Seven proximity features describe price relative to the two nearest pools. ATR scaling and bounded transforms make the contract more stable across markets.

01Volatility across day, week and month horizons
02ATR regime and price efficiency
03Momentum, session and cyclical time
04Distances to the nearest liquidity pools
05Pool imbalance, pool age and trend location

03THE RELEASE CHAIN

Question

Predict which unswept liquidity pool price reaches first, rather than guessing a symmetric next-bar direction.

Model

Train a per-market LightGBM classifier on closed-bar, MT5-native features with leakage-aware validation.

Parity

Compute the same 22-feature contract inside the exporter and the live EA to reduce training-serving skew.

Execution

Apply conviction gates, market-specific stop geometry, fixed reward-to-risk and time controls.

Release

Require MT5 Model 1 backtests and walk-forward confirmation before a market enters the client bundle.

04AUTHORED PROCESS RECORDS

The shape of a strategy is more than its equity curve.

These sanitized XAUUSD research outputs are drawn from the same 9.30 MT5 replay used in the public evidence record. They show deal sequence, holding-period behavior and favorable-versus-adverse excursion.

Sanitized XAUUSD deal sequence research chart — **Deal sequence**
The chronological trade record exposes clustering and inactive periods.

Sanitized XAUUSD holding period research chart — **Holding period**
Time in trade helps distinguish system geometry from a generic return claim.

Sanitized XAUUSD excursion research chart — **Excursion**
MFE and MAE show how far winning and losing trades travelled before exit.

05LIMITATIONS

The harness narrows uncertainty. It does not remove it.

Backtests do not reproduce every live spread, slippage, gap or broker condition.
Settings fitted with later data are not the same as a sealed policy holdout.
Correlation and market regimes can change after the measured window.
File availability and release controls do not establish live-forward profitability.