Prior-day levels
All matching sessions
RTH closed above the prior day's high on
34.8%of 4,012 matching days · 95% CI 33.3%–36.3%
Base rate
34.8%
n 4,012
Lift
+0.0 pp
vs base rate
Matching days
4,012
sample size
Every outcome of this report
RTH touched the prior day's high56.3% n 4,012RTH touched the prior day's low44.5% n 4,012RTH closed above the prior day's high34.8% n 4,012RTH closed below the prior day's low22.8% n 4,012RTH touched the prior day's high and closed back below it21.3% n 4,012RTH touched the prior day's low and closed back above it21.5% n 4,012
By weekday
Select a weekday to condition the whole report on it; select it again to clear.
Evidence
Sample split
In sample 2010–202234.7% n 3,131
Out of sample 2023–present35.1% n 881
By regime
Regime era · Pre-202034.6% n 2,381
Regime era · Covid 202038.6% n 249
Regime era · Post-202034.4% n 1,382
Trend / chop · Trend38.8% n 1,397
Trend / chop · Chop32.7% n 2,596
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 17 |
| 2010-07 | 36.8% | 38 |
| 2010-08 | 30.0% | 60 |
| 2010-09 | 35.8% | 81 |
| 2010-10 | 37.3% | 102 |
| 2010-11 | 36.1% | 122 |
| 2010-12 | 34.0% | 144 |
| 2011-01 | 36.6% | 164 |
| 2011-02 | 37.7% | 183 |
| 2011-03 | 36.9% | 206 |
| 2011-04 | 36.7% | 226 |
| 2011-05 | 36.0% | 247 |
| 2011-06 | 36.5% | 252 |
| 2011-07 | 34.7% | 251 |
| 2011-08 | 35.7% | 252 |
| 2011-09 | 34.5% | 252 |
| 2011-10 | 34.5% | 252 |
| 2011-11 | 34.9% | 252 |
| 2011-12 | 34.7% | 251 |
| 2012-01 | 33.9% | 251 |
| 2012-02 | 34.3% | 251 |
| 2012-03 | 34.8% | 250 |
| 2012-04 | 34.3% | 251 |
| 2012-05 | 32.7% | 251 |
| 2012-06 | 32.4% | 250 |
| 2012-07 | 34.0% | 250 |
| 2012-08 | 35.2% | 250 |
| 2012-09 | 34.5% | 249 |
| 2012-10 | 32.7% | 248 |
| 2012-11 | 32.3% | 248 |
| 2012-12 | 32.8% | 247 |
| 2013-01 | 31.2% | 247 |
| 2013-02 | 30.0% | 247 |
| 2013-03 | 29.0% | 245 |
| 2013-04 | 29.6% | 247 |
| 2013-05 | 32.4% | 247 |
| 2013-06 | 31.3% | 246 |
| 2013-07 | 32.0% | 247 |
| 2013-08 | 31.3% | 246 |
| 2013-09 | 31.2% | 247 |
| 2013-10 | 33.3% | 249 |
| 2013-11 | 33.9% | 248 |
| 2013-12 | 34.9% | 249 |
| 2014-01 | 35.3% | 249 |
| 2014-02 | 35.7% | 249 |
| 2014-03 | 34.8% | 250 |
| 2014-04 | 35.7% | 249 |
| 2014-05 | 35.9% | 248 |
| 2014-06 | 36.8% | 247 |
| 2014-07 | 35.2% | 247 |
| 2014-08 | 35.8% | 246 |
| 2014-09 | 34.8% | 244 |
| 2014-10 | 34.8% | 244 |
| 2014-11 | 35.4% | 243 |
| 2014-12 | 33.7% | 243 |
| 2015-01 | 33.1% | 242 |
| 2015-02 | 35.1% | 242 |
| 2015-03 | 36.2% | 243 |
| 2015-04 | 35.8% | 243 |
| 2015-05 | 34.3% | 242 |
| 2015-06 | 33.5% | 245 |
| 2015-07 | 35.0% | 246 |
| 2015-08 | 33.3% | 246 |
| 2015-09 | 33.7% | 249 |
| 2015-10 | 35.5% | 248 |
| 2015-11 | 33.7% | 249 |
| 2015-12 | 35.2% | 250 |
| 2016-01 | 34.5% | 249 |
| 2016-02 | 32.0% | 250 |
| 2016-03 | 32.9% | 249 |
| 2016-04 | 30.9% | 249 |
| 2016-05 | 32.0% | 250 |
| 2016-06 | 31.6% | 250 |
| 2016-07 | 33.3% | 249 |
| 2016-08 | 33.6% | 250 |
| 2016-09 | 34.8% | 250 |
| 2016-10 | 31.2% | 250 |
| 2016-11 | 31.6% | 250 |
| 2016-12 | 31.5% | 251 |
| 2017-01 | 33.9% | 251 |
| 2017-02 | 35.9% | 251 |
| 2017-03 | 35.3% | 252 |
| 2017-04 | 36.0% | 250 |
| 2017-05 | 37.8% | 251 |
| 2017-06 | 38.6% | 251 |
| 2017-07 | 38.0% | 250 |
| 2017-08 | 38.4% | 250 |
| 2017-09 | 36.5% | 249 |
| 2017-10 | 37.6% | 250 |
| 2017-11 | 38.4% | 250 |
| 2017-12 | 38.2% | 249 |
| 2018-01 | 38.4% | 250 |
| 2018-02 | 36.4% | 250 |
| 2018-03 | 37.1% | 248 |
| 2018-04 | 37.2% | 250 |
| 2018-05 | 35.2% | 250 |
| 2018-06 | 35.7% | 249 |
| 2018-07 | 34.8% | 250 |
| 2018-08 | 35.2% | 250 |
| 2018-09 | 35.3% | 249 |
| 2018-10 | 33.6% | 250 |
| 2018-11 | 32.8% | 250 |
| 2018-12 | 32.3% | 248 |
| 2019-01 | 31.5% | 248 |
| 2019-02 | 31.9% | 248 |
| 2019-03 | 32.3% | 248 |
| 2019-04 | 34.7% | 248 |
| 2019-05 | 33.1% | 248 |
| 2019-06 | 34.0% | 247 |
| 2019-07 | 33.5% | 248 |
| 2019-08 | 32.8% | 247 |
| 2019-09 | 33.5% | 248 |
| 2019-10 | 35.5% | 248 |
| 2019-11 | 36.4% | 247 |
| 2019-12 | 38.6% | 249 |
| 2020-01 | 39.0% | 249 |
| 2020-02 | 38.5% | 247 |
| 2020-03 | 37.1% | 248 |
| 2020-04 | 35.1% | 248 |
| 2020-05 | 36.4% | 247 |
| 2020-06 | 36.4% | 247 |
| 2020-07 | 37.1% | 248 |
| 2020-08 | 39.5% | 248 |
| 2020-09 | 40.3% | 248 |
| 2020-10 | 38.9% | 247 |
| 2020-11 | 38.3% | 248 |
| 2020-12 | 38.6% | 249 |
| 2021-01 | 37.7% | 247 |
| 2021-02 | 38.3% | 248 |
| 2021-03 | 39.0% | 249 |
| 2021-04 | 39.4% | 249 |
| 2021-05 | 38.2% | 249 |
| 2021-06 | 38.0% | 250 |
| 2021-07 | 38.2% | 249 |
| 2021-08 | 36.4% | 250 |
| 2021-09 | 34.4% | 250 |
| 2021-10 | 36.5% | 249 |
| 2021-11 | 37.2% | 250 |
| 2021-12 | 35.9% | 251 |
| 2022-01 | 34.9% | 252 |
| 2022-02 | 34.5% | 252 |
| 2022-03 | 34.9% | 252 |
| 2022-04 | 33.5% | 251 |
| 2022-05 | 34.5% | 252 |
| 2022-06 | 31.9% | 251 |
| 2022-07 | 32.4% | 250 |
| 2022-08 | 31.5% | 251 |
| 2022-09 | 32.3% | 251 |
| 2022-10 | 31.1% | 251 |
| 2022-11 | 31.1% | 251 |
| 2022-12 | 30.4% | 250 |
| 2023-01 | 32.8% | 250 |
| 2023-02 | 33.6% | 250 |
| 2023-03 | 33.6% | 250 |
| 2023-04 | 33.7% | 249 |
| 2023-05 | 34.0% | 250 |
| 2023-06 | 36.4% | 250 |
| 2023-07 | 34.5% | 249 |
| 2023-08 | 34.9% | 249 |
| 2023-09 | 34.7% | 248 |
| 2023-10 | 33.7% | 249 |
| 2023-11 | 33.7% | 249 |
| 2023-12 | 35.9% | 248 |
| 2024-01 | 34.5% | 249 |
| 2024-02 | 34.1% | 249 |
| 2024-03 | 33.6% | 247 |
| 2024-04 | 34.5% | 249 |
| 2024-05 | 33.7% | 249 |
| 2024-06 | 33.9% | 248 |
| 2024-07 | 34.1% | 249 |
| 2024-08 | 33.5% | 248 |
| 2024-09 | 34.5% | 249 |
| 2024-10 | 34.5% | 249 |
| 2024-11 | 33.5% | 248 |
| 2024-12 | 31.7% | 249 |
| 2025-01 | 31.6% | 247 |
| 2025-02 | 30.8% | 247 |
| 2025-03 | 29.8% | 248 |
| 2025-04 | 31.2% | 247 |
| 2025-05 | 31.7% | 246 |
| 2025-06 | 32.4% | 247 |
| 2025-07 | 32.4% | 247 |
| 2025-08 | 33.7% | 246 |
| 2025-09 | 35.2% | 247 |
| 2025-10 | 36.4% | 247 |
| 2025-11 | 36.2% | 246 |
| 2025-12 | 36.0% | 247 |
| 2026-01 | 36.0% | 247 |
| 2026-02 | 36.0% | 247 |
| 2026-03 | 35.1% | 248 |
| 2026-04 | 36.7% | 248 |
| 2026-05 | 38.5% | 247 |
| 2026-06 | 37.1% | 248 |
filters applied 0 · p 1.000 · adjusted p 1.000
The 35% rate on 4012 matching days was not distinguishable from the 35% base rate after adjustment (adjusted p = 1.00).