Boutgajouft Liquidity Triangle Theory (BLT Theory™): A Structural Model for Liquidity-Based Price Reversion and Continuation in High-Volatility Markets

The Boutgajouft Liquidity Triangle Theory (BLT Theory™) introduces a structural and geometric model
for understanding short-term equilibrium, liquidity allocation, and displacement behavior in
high-volatility financial markets such as XAUUSD and major U.S. indices.

BLT Theory defines price structure through two confirmed opposite pivots (swing high and swing low)
and constructs a Liquidity Triangle with a mathematically central Midline representing the market's
short-term equilibrium. The model demonstrates that, following displacement through the Midline,
price exhibits a statistically recurrent tendency to return to equilibrium via a retest, forming the
basis of a high-frequency, high-probability execution framework.

This whitepaper formalizes the theory, presents mathematical proofs, multi-timeframe considerations,
execution rules, triangulation geometry, and practical applications for algorithmic systems such as
those deployed by OrgaX LLC. The document includes structural diagrams, retest models, statistical
behavior analysis, and a full operational framework for traders, quantitative researchers, and
algorithmic system designers.

This is the first public release of BLT Theory™.