Prior-day levels

How often the session touched, broke, or rejected the prior day's RTH high and low.

Prior-day levels

All matching sessions

Noise

RTH touched the prior day's high and closed back below it on

21.3%of 4,012 matching days · 95% CI 20.0%–22.6%

Base rate

21.3%

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

Monday20.1% n 755Tuesday20.8% n 828Wednesday25.1% n 824Thursday20.4% n 810Friday19.7% n 795

Select a weekday to condition the whole report on it; select it again to clear.

Evidence

Sample split

In sample 2010–202221.1% n 3,131
Out of sample 2023–present21.7% n 881

By regime

Regime era · Pre-202021.6% n 2,381
Regime era · Covid 202021.7% n 249
Regime era · Post-202020.5% n 1,382
Trend / chop · Trend21.9% n 1,397
Trend / chop · Chop20.9% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-06—17
2010-0718.4%38
2010-0821.7%60
2010-0922.2%81
2010-1021.6%102
2010-1120.5%122
2010-1223.6%144
2011-0123.2%164
2011-0221.3%183
2011-0319.9%206
2011-0419.9%226
2011-0519.8%247
2011-0618.7%252
2011-0719.9%251
2011-0819.4%252
2011-0918.7%252
2011-1017.9%252
2011-1117.5%252
2011-1216.3%251
2012-0117.1%251
2012-0218.7%251
2012-0320.4%250
2012-0421.1%251
2012-0521.1%251
2012-0622.0%250
2012-0720.4%250
2012-0820.8%250
2012-0921.3%249
2012-1022.2%248
2012-1122.6%248
2012-1221.9%247
2013-0121.9%247
2013-0221.5%247
2013-0321.2%245
2013-0420.2%247
2013-0521.1%247
2013-0621.5%246
2013-0723.5%247
2013-0822.8%246
2013-0923.1%247
2013-1022.9%249
2013-1123.8%248
2013-1223.7%249
2014-0122.1%249
2014-0222.5%249
2014-0323.6%250
2014-0423.7%249
2014-0522.6%248
2014-0622.7%247
2014-0723.1%247
2014-0823.6%246
2014-0923.8%244
2014-1023.4%244
2014-1123.0%243
2014-1222.6%243
2015-0124.0%242
2015-0223.1%242
2015-0321.0%243
2015-0421.4%243
2015-0522.7%242
2015-0621.6%245
2015-0719.9%246
2015-0819.5%246
2015-0919.7%249
2015-1020.2%248
2015-1120.9%249
2015-1220.4%250
2016-0120.1%249
2016-0220.4%250
2016-0320.5%249
2016-0421.3%249
2016-0520.4%250
2016-0620.8%250
2016-0720.9%249
2016-0821.6%250
2016-0920.4%250
2016-1020.8%250
2016-1120.4%250
2016-1220.7%251
2017-0120.7%251
2017-0221.5%251
2017-0322.6%252
2017-0423.2%250
2017-0522.3%251
2017-0623.1%251
2017-0723.2%250
2017-0822.8%250
2017-0923.7%249
2017-1024.8%250
2017-1124.0%250
2017-1224.5%249
2018-0124.8%250
2018-0224.8%250
2018-0323.4%248
2018-0422.4%250
2018-0524.0%250
2018-0623.3%249
2018-0722.8%250
2018-0824.8%250
2018-0924.5%249
2018-1022.4%250
2018-1122.4%250
2018-1223.0%248
2019-0122.6%248
2019-0222.2%248
2019-0322.2%248
2019-0421.8%248
2019-0521.4%248
2019-0621.1%247
2019-0720.6%248
2019-0819.4%247
2019-0919.0%248
2019-1020.2%248
2019-1120.2%247
2019-1220.5%249
2020-0121.7%249
2020-0221.1%247
2020-0321.4%248
2020-0422.6%248
2020-0523.5%247
2020-0623.5%247
2020-0724.6%248
2020-0823.8%248
2020-0923.4%248
2020-1023.1%247
2020-1123.4%248
2020-1221.7%249
2021-0120.2%247
2021-0220.6%248
2021-0320.5%249
2021-0419.7%249
2021-0518.5%249
2021-0618.8%250
2021-0718.1%249
2021-0818.0%250
2021-0917.6%250
2021-1018.1%249
2021-1118.4%250
2021-1219.9%251
2022-0119.4%252
2022-0218.7%252
2022-0319.0%252
2022-0417.9%251
2022-0516.7%252
2022-0617.9%251
2022-0717.6%250
2022-0818.3%251
2022-0919.9%251
2022-1019.9%251
2022-1119.1%251
2022-1217.2%250
2023-0117.2%250
2023-0216.4%250
2023-0316.8%250
2023-0418.1%249
2023-0520.4%250
2023-0618.8%250
2023-0720.5%249
2023-0820.1%249
2023-0920.2%248
2023-1019.3%249
2023-1120.5%249
2023-1222.6%248
2024-0122.5%249
2024-0224.1%249
2024-0323.1%247
2024-0421.3%249
2024-0520.5%249
2024-0621.0%248
2024-0719.7%249
2024-0821.4%248
2024-0921.3%249
2024-1022.1%249
2024-1121.4%248
2024-1220.5%249
2025-0121.5%247
2025-0221.5%247
2025-0321.4%248
2025-0421.9%247
2025-0522.0%246
2025-0621.9%247
2025-0723.1%247
2025-0820.7%246
2025-0919.8%247
2025-1019.8%247
2025-1119.9%246
2025-1220.2%247
2026-0121.5%247
2026-0222.3%247
2026-0323.8%248
2026-0423.4%248
2026-0523.5%247
2026-0623.4%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 21% rate on 4012 matching days was not distinguishable from the 21% base rate after adjustment (adjusted p = 1.00).

Full sessions 2010–present · ETL v1.2.0 · rates under 30 matching days are withheld