Prior-day levels
All matching sessions
RTH closed below the prior day's low on
22.8%of 4,012 matching days · 95% CI 21.6%–24.2%
Base rate
22.8%
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 2010–202222.8% n 3,131
Out of sample 2023–present22.9% n 881
By regime
Regime era · Pre-202021.8% n 2,381
Regime era · Covid 202019.7% n 249
Regime era · Post-202025.2% n 1,382
Trend / chop · Trend17.8% n 1,397
Trend / chop · Chop25.4% n 2,596
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 17 |
| 2010-07 | 28.9% | 38 |
| 2010-08 | 30.0% | 60 |
| 2010-09 | 24.7% | 81 |
| 2010-10 | 21.6% | 102 |
| 2010-11 | 21.3% | 122 |
| 2010-12 | 20.8% | 144 |
| 2011-01 | 19.5% | 164 |
| 2011-02 | 18.6% | 183 |
| 2011-03 | 19.9% | 206 |
| 2011-04 | 19.5% | 226 |
| 2011-05 | 20.2% | 247 |
| 2011-06 | 20.6% | 252 |
| 2011-07 | 20.7% | 251 |
| 2011-08 | 20.2% | 252 |
| 2011-09 | 22.6% | 252 |
| 2011-10 | 23.8% | 252 |
| 2011-11 | 25.0% | 252 |
| 2011-12 | 25.9% | 251 |
| 2012-01 | 25.1% | 251 |
| 2012-02 | 23.9% | 251 |
| 2012-03 | 23.2% | 250 |
| 2012-04 | 24.3% | 251 |
| 2012-05 | 24.3% | 251 |
| 2012-06 | 23.2% | 250 |
| 2012-07 | 24.4% | 250 |
| 2012-08 | 22.4% | 250 |
| 2012-09 | 22.1% | 249 |
| 2012-10 | 23.8% | 248 |
| 2012-11 | 23.8% | 248 |
| 2012-12 | 24.3% | 247 |
| 2013-01 | 25.9% | 247 |
| 2013-02 | 27.9% | 247 |
| 2013-03 | 27.3% | 245 |
| 2013-04 | 27.5% | 247 |
| 2013-05 | 25.9% | 247 |
| 2013-06 | 26.8% | 246 |
| 2013-07 | 24.7% | 247 |
| 2013-08 | 25.6% | 246 |
| 2013-09 | 23.9% | 247 |
| 2013-10 | 20.9% | 249 |
| 2013-11 | 20.2% | 248 |
| 2013-12 | 19.7% | 249 |
| 2014-01 | 21.7% | 249 |
| 2014-02 | 20.5% | 249 |
| 2014-03 | 22.4% | 250 |
| 2014-04 | 22.5% | 249 |
| 2014-05 | 22.6% | 248 |
| 2014-06 | 20.2% | 247 |
| 2014-07 | 21.9% | 247 |
| 2014-08 | 20.7% | 246 |
| 2014-09 | 21.7% | 244 |
| 2014-10 | 22.5% | 244 |
| 2014-11 | 21.4% | 243 |
| 2014-12 | 21.4% | 243 |
| 2015-01 | 20.7% | 242 |
| 2015-02 | 19.8% | 242 |
| 2015-03 | 20.2% | 243 |
| 2015-04 | 18.9% | 243 |
| 2015-05 | 20.2% | 242 |
| 2015-06 | 22.9% | 245 |
| 2015-07 | 21.5% | 246 |
| 2015-08 | 24.4% | 246 |
| 2015-09 | 24.9% | 249 |
| 2015-10 | 24.6% | 248 |
| 2015-11 | 25.3% | 249 |
| 2015-12 | 24.8% | 250 |
| 2016-01 | 24.9% | 249 |
| 2016-02 | 27.6% | 250 |
| 2016-03 | 24.5% | 249 |
| 2016-04 | 25.7% | 249 |
| 2016-05 | 24.4% | 250 |
| 2016-06 | 22.8% | 250 |
| 2016-07 | 22.5% | 249 |
| 2016-08 | 20.8% | 250 |
| 2016-09 | 20.8% | 250 |
| 2016-10 | 21.6% | 250 |
| 2016-11 | 22.8% | 250 |
| 2016-12 | 23.5% | 251 |
| 2017-01 | 21.5% | 251 |
| 2017-02 | 19.1% | 251 |
| 2017-03 | 19.4% | 252 |
| 2017-04 | 18.0% | 250 |
| 2017-05 | 17.5% | 251 |
| 2017-06 | 17.5% | 251 |
| 2017-07 | 17.2% | 250 |
| 2017-08 | 16.8% | 250 |
| 2017-09 | 16.5% | 249 |
| 2017-10 | 15.2% | 250 |
| 2017-11 | 13.2% | 250 |
| 2017-12 | 12.0% | 249 |
| 2018-01 | 12.4% | 250 |
| 2018-02 | 14.4% | 250 |
| 2018-03 | 16.5% | 248 |
| 2018-04 | 18.0% | 250 |
| 2018-05 | 18.4% | 250 |
| 2018-06 | 18.5% | 249 |
| 2018-07 | 20.0% | 250 |
| 2018-08 | 19.2% | 250 |
| 2018-09 | 19.3% | 249 |
| 2018-10 | 21.2% | 250 |
| 2018-11 | 22.8% | 250 |
| 2018-12 | 24.2% | 248 |
| 2019-01 | 25.0% | 248 |
| 2019-02 | 23.0% | 248 |
| 2019-03 | 22.2% | 248 |
| 2019-04 | 20.2% | 248 |
| 2019-05 | 22.6% | 248 |
| 2019-06 | 22.7% | 247 |
| 2019-07 | 22.2% | 248 |
| 2019-08 | 23.9% | 247 |
| 2019-09 | 24.2% | 248 |
| 2019-10 | 23.4% | 248 |
| 2019-11 | 21.9% | 247 |
| 2019-12 | 20.9% | 249 |
| 2020-01 | 19.7% | 249 |
| 2020-02 | 21.9% | 247 |
| 2020-03 | 21.8% | 248 |
| 2020-04 | 22.6% | 248 |
| 2020-05 | 21.1% | 247 |
| 2020-06 | 21.1% | 247 |
| 2020-07 | 20.6% | 248 |
| 2020-08 | 18.5% | 248 |
| 2020-09 | 19.4% | 248 |
| 2020-10 | 20.6% | 247 |
| 2020-11 | 21.4% | 248 |
| 2020-12 | 19.7% | 249 |
| 2021-01 | 21.5% | 247 |
| 2021-02 | 21.0% | 248 |
| 2021-03 | 20.9% | 249 |
| 2021-04 | 21.3% | 249 |
| 2021-05 | 21.7% | 249 |
| 2021-06 | 21.2% | 250 |
| 2021-07 | 22.5% | 249 |
| 2021-08 | 23.2% | 250 |
| 2021-09 | 22.8% | 250 |
| 2021-10 | 21.3% | 249 |
| 2021-11 | 22.0% | 250 |
| 2021-12 | 24.7% | 251 |
| 2022-01 | 25.8% | 252 |
| 2022-02 | 26.2% | 252 |
| 2022-03 | 26.6% | 252 |
| 2022-04 | 29.1% | 251 |
| 2022-05 | 29.8% | 252 |
| 2022-06 | 31.1% | 251 |
| 2022-07 | 30.0% | 250 |
| 2022-08 | 31.5% | 251 |
| 2022-09 | 32.3% | 251 |
| 2022-10 | 32.7% | 251 |
| 2022-11 | 33.9% | 251 |
| 2022-12 | 33.6% | 250 |
| 2023-01 | 31.6% | 250 |
| 2023-02 | 32.4% | 250 |
| 2023-03 | 32.4% | 250 |
| 2023-04 | 30.1% | 249 |
| 2023-05 | 29.2% | 250 |
| 2023-06 | 28.0% | 250 |
| 2023-07 | 28.1% | 249 |
| 2023-08 | 28.1% | 249 |
| 2023-09 | 27.4% | 248 |
| 2023-10 | 28.1% | 249 |
| 2023-11 | 25.7% | 249 |
| 2023-12 | 23.8% | 248 |
| 2024-01 | 24.1% | 249 |
| 2024-02 | 21.7% | 249 |
| 2024-03 | 21.9% | 247 |
| 2024-04 | 22.9% | 249 |
| 2024-05 | 22.1% | 249 |
| 2024-06 | 22.2% | 248 |
| 2024-07 | 23.7% | 249 |
| 2024-08 | 23.0% | 248 |
| 2024-09 | 20.9% | 249 |
| 2024-10 | 20.1% | 249 |
| 2024-11 | 20.6% | 248 |
| 2024-12 | 22.1% | 249 |
| 2025-01 | 21.9% | 247 |
| 2025-02 | 23.1% | 247 |
| 2025-03 | 23.8% | 248 |
| 2025-04 | 22.7% | 247 |
| 2025-05 | 22.4% | 246 |
| 2025-06 | 22.3% | 247 |
| 2025-07 | 21.1% | 247 |
| 2025-08 | 21.1% | 246 |
| 2025-09 | 21.5% | 247 |
| 2025-10 | 21.1% | 247 |
| 2025-11 | 22.4% | 246 |
| 2025-12 | 21.9% | 247 |
| 2026-01 | 22.3% | 247 |
| 2026-02 | 21.9% | 247 |
| 2026-03 | 23.0% | 248 |
| 2026-04 | 21.8% | 248 |
| 2026-05 | 21.5% | 247 |
| 2026-06 | 22.6% | 248 |
filters applied 0 · p 1.000 · adjusted p 1.000
The 23% rate on 4012 matching days was not distinguishable from the 23% base rate after adjustment (adjusted p = 1.00).