Prior-day levels
Weekday: Wednesday
RTH closed below the prior day's low on
21.7%of 824 matching days · 95% CI 19.0%–24.7%
Base rate
22.8%
n 4,012
Lift
−1.1 pp
vs base rate
Matching days
824
sample size
Every outcome of this report
RTH touched the prior day's high59.3% n 824RTH touched the prior day's low42.6% n 824RTH closed above the prior day's high34.1% n 824RTH closed below the prior day's low21.7% n 824RTH touched the prior day's high and closed back below it25.1% n 824RTH touched the prior day's low and closed back above it20.9% n 824
By weekday
Select a weekday to condition the whole report on it; select it again to clear.
Evidence
Sample split
In sample 2010–202221.3% n 644
Out of sample 2023–present23.3% n 180
By regime
Regime era · Pre-202020.9% n 488
Regime era · Covid 202017.3% n 52
Regime era · Post-202023.9% n 284
Trend / chop · Trend17.8% n 286
Trend / chop · Chop23.6% n 534
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 4 |
| 2010-07 | — | 8 |
| 2010-08 | — | 12 |
| 2010-09 | — | 17 |
| 2010-10 | — | 21 |
| 2010-11 | — | 25 |
| 2010-12 | 16.7% | 30 |
| 2011-01 | 14.7% | 34 |
| 2011-02 | 15.8% | 38 |
| 2011-03 | 16.3% | 43 |
| 2011-04 | 14.9% | 47 |
| 2011-05 | 15.7% | 51 |
| 2011-06 | 17.3% | 52 |
| 2011-07 | 17.3% | 52 |
| 2011-08 | 15.1% | 53 |
| 2011-09 | 19.2% | 52 |
| 2011-10 | 19.2% | 52 |
| 2011-11 | 24.5% | 53 |
| 2011-12 | 28.8% | 52 |
| 2012-01 | 28.8% | 52 |
| 2012-02 | 26.4% | 53 |
| 2012-03 | 26.9% | 52 |
| 2012-04 | 28.8% | 52 |
| 2012-05 | 26.9% | 52 |
| 2012-06 | 23.1% | 52 |
| 2012-07 | 25.5% | 51 |
| 2012-08 | 27.5% | 51 |
| 2012-09 | 25.5% | 51 |
| 2012-10 | 28.8% | 52 |
| 2012-11 | 27.5% | 51 |
| 2012-12 | 25.5% | 51 |
| 2013-01 | 25.5% | 51 |
| 2013-02 | 27.5% | 51 |
| 2013-03 | 25.5% | 51 |
| 2013-04 | 27.5% | 51 |
| 2013-05 | 29.4% | 51 |
| 2013-06 | 35.3% | 51 |
| 2013-07 | 30.8% | 52 |
| 2013-08 | 31.4% | 51 |
| 2013-09 | 29.4% | 51 |
| 2013-10 | 27.5% | 51 |
| 2013-11 | 25.5% | 51 |
| 2013-12 | 24.0% | 50 |
| 2014-01 | 26.5% | 49 |
| 2014-02 | 26.5% | 49 |
| 2014-03 | 28.6% | 49 |
| 2014-04 | 26.0% | 50 |
| 2014-05 | 26.5% | 49 |
| 2014-06 | 20.4% | 49 |
| 2014-07 | 20.0% | 50 |
| 2014-08 | 18.0% | 50 |
| 2014-09 | 20.4% | 49 |
| 2014-10 | 22.4% | 49 |
| 2014-11 | 20.4% | 49 |
| 2014-12 | 18.4% | 49 |
| 2015-01 | 18.4% | 49 |
| 2015-02 | 16.3% | 49 |
| 2015-03 | 18.4% | 49 |
| 2015-04 | 18.4% | 49 |
| 2015-05 | 16.3% | 49 |
| 2015-06 | 18.4% | 49 |
| 2015-07 | 20.4% | 49 |
| 2015-08 | 22.4% | 49 |
| 2015-09 | 19.6% | 51 |
| 2015-10 | 20.0% | 50 |
| 2015-11 | 20.0% | 50 |
| 2015-12 | 21.2% | 52 |
| 2016-01 | 25.0% | 52 |
| 2016-02 | 26.9% | 52 |
| 2016-03 | 21.2% | 52 |
| 2016-04 | 23.1% | 52 |
| 2016-05 | 23.1% | 52 |
| 2016-06 | 21.2% | 52 |
| 2016-07 | 21.2% | 52 |
| 2016-08 | 22.6% | 53 |
| 2016-09 | 23.1% | 52 |
| 2016-10 | 21.2% | 52 |
| 2016-11 | 24.5% | 53 |
| 2016-12 | 25.0% | 52 |
| 2017-01 | 19.2% | 52 |
| 2017-02 | 17.3% | 52 |
| 2017-03 | 17.3% | 52 |
| 2017-04 | 15.4% | 52 |
| 2017-05 | 17.0% | 53 |
| 2017-06 | 17.3% | 52 |
| 2017-07 | 15.4% | 52 |
| 2017-08 | 11.5% | 52 |
| 2017-09 | 11.5% | 52 |
| 2017-10 | 11.5% | 52 |
| 2017-11 | 9.6% | 52 |
| 2017-12 | 7.7% | 52 |
| 2018-01 | 9.4% | 53 |
| 2018-02 | 11.3% | 53 |
| 2018-03 | 13.5% | 52 |
| 2018-04 | 13.5% | 52 |
| 2018-05 | 9.6% | 52 |
| 2018-06 | 11.5% | 52 |
| 2018-07 | 13.7% | 51 |
| 2018-08 | 15.7% | 51 |
| 2018-09 | 17.6% | 51 |
| 2018-10 | 19.2% | 52 |
| 2018-11 | 19.6% | 51 |
| 2018-12 | 22.0% | 50 |
| 2019-01 | 20.0% | 50 |
| 2019-02 | 18.0% | 50 |
| 2019-03 | 20.0% | 50 |
| 2019-04 | 20.0% | 50 |
| 2019-05 | 22.0% | 50 |
| 2019-06 | 22.0% | 50 |
| 2019-07 | 23.5% | 51 |
| 2019-08 | 24.0% | 50 |
| 2019-09 | 22.0% | 50 |
| 2019-10 | 20.0% | 50 |
| 2019-11 | 20.0% | 50 |
| 2019-12 | 18.0% | 50 |
| 2020-01 | 18.4% | 49 |
| 2020-02 | 18.4% | 49 |
| 2020-03 | 14.3% | 49 |
| 2020-04 | 16.3% | 49 |
| 2020-05 | 16.3% | 49 |
| 2020-06 | 16.3% | 49 |
| 2020-07 | 12.0% | 50 |
| 2020-08 | 10.0% | 50 |
| 2020-09 | 13.7% | 51 |
| 2020-10 | 16.0% | 50 |
| 2020-11 | 16.0% | 50 |
| 2020-12 | 17.3% | 52 |
| 2021-01 | 21.2% | 52 |
| 2021-02 | 23.1% | 52 |
| 2021-03 | 26.4% | 53 |
| 2021-04 | 28.8% | 52 |
| 2021-05 | 28.8% | 52 |
| 2021-06 | 28.3% | 53 |
| 2021-07 | 28.8% | 52 |
| 2021-08 | 30.8% | 52 |
| 2021-09 | 26.9% | 52 |
| 2021-10 | 23.1% | 52 |
| 2021-11 | 23.1% | 52 |
| 2021-12 | 23.1% | 52 |
| 2022-01 | 23.1% | 52 |
| 2022-02 | 23.1% | 52 |
| 2022-03 | 19.2% | 52 |
| 2022-04 | 19.2% | 52 |
| 2022-05 | 21.2% | 52 |
| 2022-06 | 19.2% | 52 |
| 2022-07 | 19.2% | 52 |
| 2022-08 | 18.9% | 53 |
| 2022-09 | 21.2% | 52 |
| 2022-10 | 23.1% | 52 |
| 2022-11 | 26.4% | 53 |
| 2022-12 | 26.9% | 52 |
| 2023-01 | 25.0% | 52 |
| 2023-02 | 23.1% | 52 |
| 2023-03 | 26.9% | 52 |
| 2023-04 | 26.9% | 52 |
| 2023-05 | 28.3% | 53 |
| 2023-06 | 32.7% | 52 |
| 2023-07 | 32.7% | 52 |
| 2023-08 | 36.5% | 52 |
| 2023-09 | 38.5% | 52 |
| 2023-10 | 40.4% | 52 |
| 2023-11 | 34.6% | 52 |
| 2023-12 | 34.6% | 52 |
| 2024-01 | 35.8% | 53 |
| 2024-02 | 34.6% | 52 |
| 2024-03 | 32.7% | 52 |
| 2024-04 | 30.8% | 52 |
| 2024-05 | 28.8% | 52 |
| 2024-06 | 25.5% | 51 |
| 2024-07 | 29.4% | 51 |
| 2024-08 | 26.0% | 50 |
| 2024-09 | 22.0% | 50 |
| 2024-10 | 20.0% | 50 |
| 2024-11 | 22.0% | 50 |
| 2024-12 | 22.4% | 49 |
| 2025-01 | 18.8% | 48 |
| 2025-02 | 18.8% | 48 |
| 2025-03 | 20.8% | 48 |
| 2025-04 | 20.4% | 49 |
| 2025-05 | 18.8% | 48 |
| 2025-06 | 18.4% | 49 |
| 2025-07 | 14.0% | 50 |
| 2025-08 | 14.0% | 50 |
| 2025-09 | 18.0% | 50 |
| 2025-10 | 18.0% | 50 |
| 2025-11 | 16.0% | 50 |
| 2025-12 | 17.6% | 51 |
| 2026-01 | 19.6% | 51 |
| 2026-02 | 21.6% | 51 |
| 2026-03 | 21.6% | 51 |
| 2026-04 | 19.6% | 51 |
| 2026-05 | 17.6% | 51 |
| 2026-06 | 19.6% | 51 |
filters applied 1 · p 0.489 · adjusted p 0.751
The 22% rate on 824 matching days was not distinguishable from the 23% base rate after adjustment (adjusted p = 0.75 across 5 filter combinations).