Explain one market movement
Immutable historical chart snapshots, verified candles, price/time anchored annotations and retrospective context for a specific move.
Longitudinal market studies built around explicit questions, reproducible calculations, transparent samples and data that can be traced back to its source. No invented statistics. No “probability” language without a defined historical sample.
*Volume is used only when the active provider supplies a field whose meaning is documented for that dataset. It is never silently treated as centralized exchange volume.
Market Breakdown explains a specific move. Market Research measures a repeated historical behavior. The two surfaces are connected but intentionally do different jobs.
Immutable historical chart snapshots, verified candles, price/time anchored annotations and retrospective context for a specific move.
Defined population, sample size, date range, transformation rules, statistical summaries, limitations, downloadable derived data and a citation-ready record.
The Research layer reuses existing infrastructure first. It does not add a paid data provider merely to manufacture launch content.
Existing Disciply market history supports XAUUSD and other catalog symbols across canonical periods, with UTC timestamps and OHLC fields. Research calculations must preserve provider identity and retrieval metadata.
Published Breakdown snapshots already preserve immutable candle windows plus source metadata. They can link to future longitudinal studies without rewriting their historical chart data.
The identified calendar pipeline covers current/next-week events. That is not enough to reconstruct dozens of historical CPI, NFP, PCE or FOMC releases with publication timestamps and revisions.
Only studies that pass sample, methodology, source, findings and limitation checks receive a public indexable URL.
No validated longitudinal study is published yet. Planned and blocked studies remain in the roadmap until the public evidence gate passes.
Published studies automatically connect to assets, events, guides, blog articles and Market Breakdown reports.
Order reflects data readiness, not SEO volume. A study moves to “published” only after coverage, exclusions and reproducibility checks pass.
Price-only. Requires normalized 1H history, timezone definition, missing-bar audit and distribution statistics.
Price-only. Daily grouping from verified intraday history; publish median, percentiles and sample counts.
Price-only after session-boundary rules and DST handling are frozen in methodology.
Requires deterministic session windows, sweep/break definitions and exclusion rules for missing sessions.
Requires a published definition of “tested”, “broken” and same-day edge cases.
Price-only once DST-aware New York open is normalized consistently across the sample.
Needs a verified historical CPI release archive with exact event timestamps before any sample is reported.
Needs a verified historical NFP event archive and consistent holiday/release exception handling.
Needs verified statement/decision timestamps and explicit separation from press-conference windows.
Only valid after the three event datasets are independently complete enough to compare on the same rules.
These rules are the public contract behind future Disciply Research pages. If a dataset does not satisfy them, the page stays draft/unpublished.
Every study starts with one measurable question, one symbol definition, one period and one event/session definition. The metric is fixed before results are calculated.
Store source/provider, provider symbol, timeframe, capture/retrieval time, timezone and coverage boundaries. Mixed-source samples must be explicitly disclosed or rejected.
Raw timestamps are normalized to UTC. Session studies then apply a named IANA timezone and daylight-saving rules. Display timezone never changes the underlying observation.
Missing or duplicate bars are counted. Observations requiring unavailable windows are excluded and the exclusion count is published instead of silently backfilling a result.
“Break”, “sweep”, “retest”, “continuation” and “reversal” must have numeric rules. Editorial labels cannot substitute for a calculation rule.
Frequencies and probabilities are always described as historical statistics of the analysed sample. They are not presented as the probability of a future trade outcome.
Publish sample size, mean, median, percentiles and a distribution view where useful. Averages are not used alone when outliers can dominate the result.
Holiday sessions, missing data, duplicate events, ambiguous timestamps, provider outages and abnormal records must be handled by an explicit rule and reported.
Raw provider data is downloadable only when redistribution is permitted. Otherwise Disciply publishes derived/aggregated datasets when the applicable terms allow it.
Every published study includes a last-updated date. Material corrections explain what changed, why it changed and whether headline findings were affected.
No sample rows are fabricated here. Until a real study is validated, only the public derived-data schema is downloadable.
A real study download must additionally carry study slug, methodology version, period, generated-at timestamp and licensing/redistribution notes.
Each future study receives a stable canonical URL and a citation block generated from the actual study metadata.
Journalists, bloggers, newsletters, creators and analysts may reuse published charts, statistics, tables, screenshots and study findings free of charge when the material is clearly attributed to Disciply Market Research with a link to the original research page.
Provider-owned raw data is excluded unless redistribution is explicitly permitted. Derived datasets are offered only where the underlying terms allow it.
Corrections should cite the current version of the study, not a cached screenshot if the underlying methodology or dataset changed.
Title, canonical URL, Published by Disciply Research, publication date, last updated date and methodology version.
Origin, symbol, timeframe, timezone, start/end period, sample count, missing-data count and exclusions.
Executive summary, key findings, main chart, statistical tables, distribution view and observations.
Metric definitions, calculation order, derived-data export and a clear statement when raw data cannot be redistributed.
Provider limitations, spread/price-feed caveats, sample limitations, timezone handling and reasons the result should not be read as a forecast.
Exportable chart asset, citation block, reuse policy and concise press summary generated only from the study's validated findings.
Research pages should link to the market context and trader-process surfaces that help a reader understand the finding without turning the study into a sales page.