From a scientific standpoint, SMC and ICT can be understood as pattern-recognition systems applied to financial time-series data. The framework identifies recurring structural features in price charts — order blocks, liquidity zones, breaks of structure — that correspond to observable behaviours of large market participants. Much like ethologists cataloguing animal behaviour, SMC practitioners document and classify market actions into repeatable patterns. The framework's validity rests on the assumption that institutional order flow leaves detectable traces in price action, and that these traces are statistically more informative than random noise. Critics within the scientific community would note that the claims are largely observational and lack peer-reviewed empirical validation of predictive power.