Prior-day levels
Weekday: Friday
RTH touched the prior day's high and closed back below it on
19.7%of 795 matching days · 95% CI 17.1%–22.7%
Base rate
21.3%
n 4,012
Lift
−1.5 pp
vs base rate
Matching days
795
sample size
Every outcome of this report
RTH touched the prior day's high52.8% n 795RTH touched the prior day's low44.7% n 795RTH closed above the prior day's high33.1% n 795RTH closed below the prior day's low23.1% n 795RTH touched the prior day's high and closed back below it19.7% n 795RTH touched the prior day's low and closed back above it21.3% n 795
By weekday
Select a weekday to condition the whole report on it; select it again to clear.
Evidence
Sample split
In sample 2010–202220.0% n 620
Out of sample 2023–present18.9% n 175
By regime
Regime era · Pre-202020.3% n 474
Regime era · Covid 202023.4% n 47
Regime era · Post-202018.2% n 274
Trend / chop · Trend19.0% n 284
Trend / chop · Chop20.1% n 507
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 3 |
| 2010-07 | — | 8 |
| 2010-08 | — | 12 |
| 2010-09 | — | 16 |
| 2010-10 | — | 21 |
| 2010-11 | — | 24 |
| 2010-12 | — | 28 |
| 2011-01 | 15.6% | 32 |
| 2011-02 | 13.9% | 36 |
| 2011-03 | 17.5% | 40 |
| 2011-04 | 22.7% | 44 |
| 2011-05 | 22.9% | 48 |
| 2011-06 | 22.4% | 49 |
| 2011-07 | 22.4% | 49 |
| 2011-08 | 24.5% | 49 |
| 2011-09 | 24.0% | 50 |
| 2011-10 | 24.5% | 49 |
| 2011-11 | 24.5% | 49 |
| 2011-12 | 30.0% | 50 |
| 2012-01 | 26.0% | 50 |
| 2012-02 | 26.0% | 50 |
| 2012-03 | 24.0% | 50 |
| 2012-04 | 20.0% | 50 |
| 2012-05 | 20.0% | 50 |
| 2012-06 | 18.0% | 50 |
| 2012-07 | 18.0% | 50 |
| 2012-08 | 17.6% | 51 |
| 2012-09 | 22.0% | 50 |
| 2012-10 | 22.0% | 50 |
| 2012-11 | 23.5% | 51 |
| 2012-12 | 18.0% | 50 |
| 2013-01 | 20.0% | 50 |
| 2013-02 | 22.0% | 50 |
| 2013-03 | 20.4% | 49 |
| 2013-04 | 20.0% | 50 |
| 2013-05 | 17.6% | 51 |
| 2013-06 | 20.0% | 50 |
| 2013-07 | 20.0% | 50 |
| 2013-08 | 18.0% | 50 |
| 2013-09 | 18.0% | 50 |
| 2013-10 | 16.0% | 50 |
| 2013-11 | 14.0% | 50 |
| 2013-12 | 14.0% | 50 |
| 2014-01 | 11.8% | 51 |
| 2014-02 | 13.7% | 51 |
| 2014-03 | 17.6% | 51 |
| 2014-04 | 18.0% | 50 |
| 2014-05 | 20.0% | 50 |
| 2014-06 | 18.4% | 49 |
| 2014-07 | 18.8% | 48 |
| 2014-08 | 18.8% | 48 |
| 2014-09 | 16.7% | 48 |
| 2014-10 | 16.3% | 49 |
| 2014-11 | 18.8% | 48 |
| 2014-12 | 16.7% | 48 |
| 2015-01 | 20.8% | 48 |
| 2015-02 | 18.8% | 48 |
| 2015-03 | 16.7% | 48 |
| 2015-04 | 16.7% | 48 |
| 2015-05 | 18.8% | 48 |
| 2015-06 | 18.4% | 49 |
| 2015-07 | 20.0% | 50 |
| 2015-08 | 22.4% | 49 |
| 2015-09 | 22.4% | 49 |
| 2015-10 | 24.5% | 49 |
| 2015-11 | 22.4% | 49 |
| 2015-12 | 22.9% | 48 |
| 2016-01 | 19.1% | 47 |
| 2016-02 | 19.1% | 47 |
| 2016-03 | 19.6% | 46 |
| 2016-04 | 19.1% | 47 |
| 2016-05 | 14.9% | 47 |
| 2016-06 | 14.9% | 47 |
| 2016-07 | 16.7% | 48 |
| 2016-08 | 18.8% | 48 |
| 2016-09 | 18.4% | 49 |
| 2016-10 | 20.8% | 48 |
| 2016-11 | 22.9% | 48 |
| 2016-12 | 22.0% | 50 |
| 2017-01 | 26.0% | 50 |
| 2017-02 | 26.0% | 50 |
| 2017-03 | 25.0% | 52 |
| 2017-04 | 26.0% | 50 |
| 2017-05 | 26.0% | 50 |
| 2017-06 | 27.5% | 51 |
| 2017-07 | 24.0% | 50 |
| 2017-08 | 20.0% | 50 |
| 2017-09 | 22.0% | 50 |
| 2017-10 | 20.0% | 50 |
| 2017-11 | 20.0% | 50 |
| 2017-12 | 20.0% | 50 |
| 2018-01 | 16.0% | 50 |
| 2018-02 | 16.0% | 50 |
| 2018-03 | 12.2% | 49 |
| 2018-04 | 16.0% | 50 |
| 2018-05 | 20.0% | 50 |
| 2018-06 | 20.0% | 50 |
| 2018-07 | 24.0% | 50 |
| 2018-08 | 23.5% | 51 |
| 2018-09 | 24.0% | 50 |
| 2018-10 | 22.0% | 50 |
| 2018-11 | 21.6% | 51 |
| 2018-12 | 26.0% | 50 |
| 2019-01 | 26.0% | 50 |
| 2019-02 | 24.0% | 50 |
| 2019-03 | 23.5% | 51 |
| 2019-04 | 20.0% | 50 |
| 2019-05 | 19.6% | 51 |
| 2019-06 | 22.0% | 50 |
| 2019-07 | 20.0% | 50 |
| 2019-08 | 22.0% | 50 |
| 2019-09 | 18.0% | 50 |
| 2019-10 | 18.0% | 50 |
| 2019-11 | 18.0% | 50 |
| 2019-12 | 18.0% | 50 |
| 2020-01 | 23.5% | 51 |
| 2020-02 | 26.5% | 49 |
| 2020-03 | 26.5% | 49 |
| 2020-04 | 28.6% | 49 |
| 2020-05 | 26.5% | 49 |
| 2020-06 | 24.5% | 49 |
| 2020-07 | 24.5% | 49 |
| 2020-08 | 22.9% | 48 |
| 2020-09 | 22.9% | 48 |
| 2020-10 | 25.0% | 48 |
| 2020-11 | 25.0% | 48 |
| 2020-12 | 23.4% | 47 |
| 2021-01 | 17.4% | 46 |
| 2021-02 | 17.0% | 47 |
| 2021-03 | 17.0% | 47 |
| 2021-04 | 18.8% | 48 |
| 2021-05 | 21.3% | 47 |
| 2021-06 | 19.1% | 47 |
| 2021-07 | 16.7% | 48 |
| 2021-08 | 16.7% | 48 |
| 2021-09 | 16.7% | 48 |
| 2021-10 | 14.6% | 48 |
| 2021-11 | 14.6% | 48 |
| 2021-12 | 14.3% | 49 |
| 2022-01 | 14.3% | 49 |
| 2022-02 | 12.2% | 49 |
| 2022-03 | 16.3% | 49 |
| 2022-04 | 12.2% | 49 |
| 2022-05 | 8.2% | 49 |
| 2022-06 | 10.2% | 49 |
| 2022-07 | 14.3% | 49 |
| 2022-08 | 16.3% | 49 |
| 2022-09 | 18.0% | 50 |
| 2022-10 | 20.4% | 49 |
| 2022-11 | 20.4% | 49 |
| 2022-12 | 20.0% | 50 |
| 2023-01 | 20.0% | 50 |
| 2023-02 | 20.0% | 50 |
| 2023-03 | 17.6% | 51 |
| 2023-04 | 20.0% | 50 |
| 2023-05 | 24.0% | 50 |
| 2023-06 | 23.5% | 51 |
| 2023-07 | 24.0% | 50 |
| 2023-08 | 24.0% | 50 |
| 2023-09 | 30.0% | 50 |
| 2023-10 | 28.0% | 50 |
| 2023-11 | 28.0% | 50 |
| 2023-12 | 28.0% | 50 |
| 2024-01 | 28.0% | 50 |
| 2024-02 | 30.0% | 50 |
| 2024-03 | 30.6% | 49 |
| 2024-04 | 28.0% | 50 |
| 2024-05 | 23.5% | 51 |
| 2024-06 | 26.0% | 50 |
| 2024-07 | 22.0% | 50 |
| 2024-08 | 18.0% | 50 |
| 2024-09 | 12.0% | 50 |
| 2024-10 | 12.0% | 50 |
| 2024-11 | 12.0% | 50 |
| 2024-12 | 14.0% | 50 |
| 2025-01 | 17.6% | 51 |
| 2025-02 | 17.6% | 51 |
| 2025-03 | 15.7% | 51 |
| 2025-04 | 18.0% | 50 |
| 2025-05 | 18.0% | 50 |
| 2025-06 | 14.0% | 50 |
| 2025-07 | 18.4% | 49 |
| 2025-08 | 18.4% | 49 |
| 2025-09 | 18.4% | 49 |
| 2025-10 | 22.0% | 50 |
| 2025-11 | 20.4% | 49 |
| 2025-12 | 20.4% | 49 |
| 2026-01 | 18.4% | 49 |
| 2026-02 | 16.3% | 49 |
| 2026-03 | 16.3% | 49 |
| 2026-04 | 14.3% | 49 |
| 2026-05 | 16.3% | 49 |
| 2026-06 | 16.7% | 48 |
filters applied 1 · p 0.339 · adjusted p 0.714
The 20% rate on 795 matching days was not distinguishable from the 21% base rate after adjustment (adjusted p = 0.71 across 5 filter combinations).