Prior-day levels
Weekday: Monday
RTH closed below the prior day's low on
21.1%of 755 matching days · 95% CI 18.3%–24.1%
Base rate
22.8%
n 4,012
Lift
−1.8 pp
vs base rate
Matching days
755
sample size
Every outcome of this report
RTH touched the prior day's high57.4% n 755RTH touched the prior day's low42.9% n 755RTH closed above the prior day's high36.7% n 755RTH closed below the prior day's low21.1% n 755RTH touched the prior day's high and closed back below it20.1% n 755RTH touched the prior day's low and closed back above it21.7% n 755
By weekday
Select a weekday to condition the whole report on it; select it again to clear.
Evidence
Sample split
In sample 2010–202223.6% n 589
Out of sample 2023–present12.0% n 166
By regime
Regime era · Pre-202023.2% n 449
Regime era · Covid 202016.7% n 48
Regime era · Post-202018.2% n 258
Trend / chop · Trend15.8% n 260
Trend / chop · Chop23.8% n 492
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 3 |
| 2010-07 | — | 6 |
| 2010-08 | — | 11 |
| 2010-09 | — | 14 |
| 2010-10 | — | 18 |
| 2010-11 | — | 23 |
| 2010-12 | — | 27 |
| 2011-01 | 9.7% | 31 |
| 2011-02 | 8.8% | 34 |
| 2011-03 | 13.2% | 38 |
| 2011-04 | 16.7% | 42 |
| 2011-05 | 19.6% | 46 |
| 2011-06 | 21.3% | 47 |
| 2011-07 | 23.4% | 47 |
| 2011-08 | 23.4% | 47 |
| 2011-09 | 23.4% | 47 |
| 2011-10 | 27.1% | 48 |
| 2011-11 | 29.8% | 47 |
| 2011-12 | 32.6% | 46 |
| 2012-01 | 33.3% | 45 |
| 2012-02 | 33.3% | 45 |
| 2012-03 | 31.1% | 45 |
| 2012-04 | 30.4% | 46 |
| 2012-05 | 28.9% | 45 |
| 2012-06 | 28.9% | 45 |
| 2012-07 | 28.3% | 46 |
| 2012-08 | 26.1% | 46 |
| 2012-09 | 30.4% | 46 |
| 2012-10 | 28.9% | 45 |
| 2012-11 | 26.7% | 45 |
| 2012-12 | 23.9% | 46 |
| 2013-01 | 26.1% | 46 |
| 2013-02 | 30.4% | 46 |
| 2013-03 | 28.3% | 46 |
| 2013-04 | 28.3% | 46 |
| 2013-05 | 26.1% | 46 |
| 2013-06 | 23.9% | 46 |
| 2013-07 | 21.7% | 46 |
| 2013-08 | 21.7% | 46 |
| 2013-09 | 19.1% | 47 |
| 2013-10 | 14.9% | 47 |
| 2013-11 | 17.0% | 47 |
| 2013-12 | 20.8% | 48 |
| 2014-01 | 25.0% | 48 |
| 2014-02 | 22.9% | 48 |
| 2014-03 | 24.5% | 49 |
| 2014-04 | 22.9% | 48 |
| 2014-05 | 22.9% | 48 |
| 2014-06 | 22.4% | 49 |
| 2014-07 | 25.0% | 48 |
| 2014-08 | 25.0% | 48 |
| 2014-09 | 27.1% | 48 |
| 2014-10 | 29.2% | 48 |
| 2014-11 | 27.1% | 48 |
| 2014-12 | 29.2% | 48 |
| 2015-01 | 27.1% | 48 |
| 2015-02 | 25.0% | 48 |
| 2015-03 | 25.0% | 48 |
| 2015-04 | 22.9% | 48 |
| 2015-05 | 25.0% | 48 |
| 2015-06 | 29.2% | 48 |
| 2015-07 | 29.2% | 48 |
| 2015-08 | 34.7% | 49 |
| 2015-09 | 33.3% | 48 |
| 2015-10 | 31.3% | 48 |
| 2015-11 | 32.7% | 49 |
| 2015-12 | 27.1% | 48 |
| 2016-01 | 27.1% | 48 |
| 2016-02 | 30.6% | 49 |
| 2016-03 | 29.2% | 48 |
| 2016-04 | 31.3% | 48 |
| 2016-05 | 29.2% | 48 |
| 2016-06 | 27.1% | 48 |
| 2016-07 | 25.5% | 47 |
| 2016-08 | 19.1% | 47 |
| 2016-09 | 19.1% | 47 |
| 2016-10 | 20.8% | 48 |
| 2016-11 | 21.3% | 47 |
| 2016-12 | 23.9% | 46 |
| 2017-01 | 22.2% | 45 |
| 2017-02 | 17.8% | 45 |
| 2017-03 | 17.8% | 45 |
| 2017-04 | 15.6% | 45 |
| 2017-05 | 15.6% | 45 |
| 2017-06 | 11.1% | 45 |
| 2017-07 | 10.9% | 46 |
| 2017-08 | 11.1% | 45 |
| 2017-09 | 11.1% | 45 |
| 2017-10 | 11.1% | 45 |
| 2017-11 | 8.9% | 45 |
| 2017-12 | 8.9% | 45 |
| 2018-01 | 6.7% | 45 |
| 2018-02 | 8.9% | 45 |
| 2018-03 | 11.1% | 45 |
| 2018-04 | 15.2% | 46 |
| 2018-05 | 15.6% | 45 |
| 2018-06 | 17.8% | 45 |
| 2018-07 | 19.6% | 46 |
| 2018-08 | 19.6% | 46 |
| 2018-09 | 19.6% | 46 |
| 2018-10 | 19.6% | 46 |
| 2018-11 | 23.9% | 46 |
| 2018-12 | 23.4% | 47 |
| 2019-01 | 27.7% | 47 |
| 2019-02 | 25.5% | 47 |
| 2019-03 | 25.5% | 47 |
| 2019-04 | 21.3% | 47 |
| 2019-05 | 25.5% | 47 |
| 2019-06 | 25.5% | 47 |
| 2019-07 | 23.4% | 47 |
| 2019-08 | 27.7% | 47 |
| 2019-09 | 27.1% | 48 |
| 2019-10 | 25.5% | 47 |
| 2019-11 | 21.3% | 47 |
| 2019-12 | 25.0% | 48 |
| 2020-01 | 22.9% | 48 |
| 2020-02 | 25.0% | 48 |
| 2020-03 | 27.1% | 48 |
| 2020-04 | 27.1% | 48 |
| 2020-05 | 22.9% | 48 |
| 2020-06 | 20.8% | 48 |
| 2020-07 | 22.9% | 48 |
| 2020-08 | 18.4% | 49 |
| 2020-09 | 16.7% | 48 |
| 2020-10 | 20.8% | 48 |
| 2020-11 | 22.4% | 49 |
| 2020-12 | 16.7% | 48 |
| 2021-01 | 18.8% | 48 |
| 2021-02 | 18.8% | 48 |
| 2021-03 | 14.6% | 48 |
| 2021-04 | 16.7% | 48 |
| 2021-05 | 20.4% | 49 |
| 2021-06 | 20.8% | 48 |
| 2021-07 | 21.3% | 47 |
| 2021-08 | 21.3% | 47 |
| 2021-09 | 25.5% | 47 |
| 2021-10 | 25.5% | 47 |
| 2021-11 | 25.5% | 47 |
| 2021-12 | 29.8% | 47 |
| 2022-01 | 25.0% | 48 |
| 2022-02 | 22.9% | 48 |
| 2022-03 | 27.7% | 47 |
| 2022-04 | 27.7% | 47 |
| 2022-05 | 25.5% | 47 |
| 2022-06 | 28.3% | 46 |
| 2022-07 | 28.3% | 46 |
| 2022-08 | 32.6% | 46 |
| 2022-09 | 28.3% | 46 |
| 2022-10 | 25.5% | 47 |
| 2022-11 | 28.3% | 46 |
| 2022-12 | 28.9% | 45 |
| 2023-01 | 31.8% | 44 |
| 2023-02 | 34.1% | 44 |
| 2023-03 | 29.5% | 44 |
| 2023-04 | 27.3% | 44 |
| 2023-05 | 25.0% | 44 |
| 2023-06 | 25.0% | 44 |
| 2023-07 | 22.2% | 45 |
| 2023-08 | 18.2% | 44 |
| 2023-09 | 18.2% | 44 |
| 2023-10 | 15.9% | 44 |
| 2023-11 | 11.4% | 44 |
| 2023-12 | 6.8% | 44 |
| 2024-01 | 4.5% | 44 |
| 2024-02 | 2.3% | 44 |
| 2024-03 | 4.5% | 44 |
| 2024-04 | 6.8% | 44 |
| 2024-05 | 6.8% | 44 |
| 2024-06 | 6.7% | 45 |
| 2024-07 | 6.5% | 46 |
| 2024-08 | 8.7% | 46 |
| 2024-09 | 8.5% | 47 |
| 2024-10 | 10.9% | 46 |
| 2024-11 | 10.9% | 46 |
| 2024-12 | 14.6% | 48 |
| 2025-01 | 16.7% | 48 |
| 2025-02 | 20.8% | 48 |
| 2025-03 | 20.4% | 49 |
| 2025-04 | 20.8% | 48 |
| 2025-05 | 20.8% | 48 |
| 2025-06 | 18.4% | 49 |
| 2025-07 | 20.8% | 48 |
| 2025-08 | 18.8% | 48 |
| 2025-09 | 18.8% | 48 |
| 2025-10 | 16.7% | 48 |
| 2025-11 | 16.7% | 48 |
| 2025-12 | 16.7% | 48 |
| 2026-01 | 14.6% | 48 |
| 2026-02 | 10.4% | 48 |
| 2026-03 | 10.4% | 48 |
| 2026-04 | 8.3% | 48 |
| 2026-05 | 8.3% | 48 |
| 2026-06 | 8.3% | 48 |
filters applied 1 · p 0.285 · adjusted p 0.751
The 21% rate on 755 matching days was not distinguishable from the 23% base rate after adjustment (adjusted p = 0.75 across 5 filter combinations).