Prior-day levels

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

Prior-day levels

Weekday: Wednesday

Noise

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

25.1%of 824 matching days · 95% CI 22.3%28.2%

Base rate

21.3%

n 4,012

Lift

+3.9 pp

vs base rate

Matching days

824

sample size

Every outcome of this report

By weekday

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

Evidence

Sample split

In sample 2010–202225.0% n 644
Out of sample 2023–present25.6% n 180

By regime

Regime era · Pre-202026.6% n 488
Regime era · Covid 202017.3% n 52
Regime era · Post-202023.9% n 284
Trend / chop · Trend25.9% n 286
Trend / chop · Chop24.7% n 534

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0812
2010-0917
2010-1021
2010-1125
2010-1223.3%30
2011-0123.5%34
2011-0223.7%38
2011-0320.9%43
2011-0421.3%47
2011-0521.6%51
2011-0623.1%52
2011-0725.0%52
2011-0824.5%53
2011-0925.0%52
2011-1023.1%52
2011-1124.5%53
2011-1221.2%52
2012-0121.2%52
2012-0222.6%53
2012-0326.9%52
2012-0426.9%52
2012-0523.1%52
2012-0625.0%52
2012-0721.6%51
2012-0821.6%51
2012-0923.5%51
2012-1025.0%52
2012-1123.5%51
2012-1227.5%51
2013-0129.4%51
2013-0227.5%51
2013-0327.5%51
2013-0425.5%51
2013-0529.4%51
2013-0625.5%51
2013-0730.8%52
2013-0829.4%51
2013-0927.5%51
2013-1029.4%51
2013-1131.4%51
2013-1230.0%50
2014-0126.5%49
2014-0228.6%49
2014-0326.5%49
2014-0426.0%50
2014-0524.5%49
2014-0626.5%49
2014-0726.0%50
2014-0828.0%50
2014-0932.7%49
2014-1030.6%49
2014-1130.6%49
2014-1230.6%49
2015-0132.7%49
2015-0232.7%49
2015-0330.6%49
2015-0432.7%49
2015-0534.7%49
2015-0636.7%49
2015-0732.7%49
2015-0828.6%49
2015-0927.5%51
2015-1028.0%50
2015-1132.0%50
2015-1230.8%52
2016-0130.8%52
2016-0228.8%52
2016-0328.8%52
2016-0426.9%52
2016-0525.0%52
2016-0626.9%52
2016-0726.9%52
2016-0826.4%53
2016-0925.0%52
2016-1025.0%52
2016-1120.8%53
2016-1219.2%52
2017-0117.3%52
2017-0219.2%52
2017-0321.2%52
2017-0426.9%52
2017-0526.4%53
2017-0623.1%52
2017-0721.2%52
2017-0823.1%52
2017-0921.2%52
2017-1023.1%52
2017-1123.1%52
2017-1226.9%52
2018-0130.2%53
2018-0230.2%53
2018-0330.8%52
2018-0428.8%52
2018-0528.8%52
2018-0630.8%52
2018-0731.4%51
2018-0833.3%51
2018-0935.3%51
2018-1032.7%52
2018-1133.3%51
2018-1234.0%50
2019-0134.0%50
2019-0236.0%50
2019-0336.0%50
2019-0434.0%50
2019-0534.0%50
2019-0630.0%50
2019-0729.4%51
2019-0828.0%50
2019-0926.0%50
2019-1026.0%50
2019-1124.0%50
2019-1222.0%50
2020-0122.4%49
2020-0216.3%49
2020-0316.3%49
2020-0414.3%49
2020-0516.3%49
2020-0618.4%49
2020-0722.0%50
2020-0822.0%50
2020-0921.6%51
2020-1020.0%50
2020-1120.0%50
2020-1217.3%52
2021-0113.5%52
2021-0217.3%52
2021-0317.0%53
2021-0415.4%52
2021-0513.5%52
2021-0615.1%53
2021-0713.5%52
2021-0813.5%52
2021-0913.5%52
2021-1021.2%52
2021-1123.1%52
2021-1223.1%52
2022-0125.0%52
2022-0223.1%52
2022-0323.1%52
2022-0425.0%52
2022-0525.0%52
2022-0626.9%52
2022-0725.0%52
2022-0822.6%53
2022-0926.9%52
2022-1021.2%52
2022-1118.9%53
2022-1219.2%52
2023-0119.2%52
2023-0217.3%52
2023-0317.3%52
2023-0417.3%52
2023-0518.9%53
2023-0615.4%52
2023-0719.2%52
2023-0819.2%52
2023-0917.3%52
2023-1017.3%52
2023-1123.1%52
2023-1226.9%52
2024-0124.5%53
2024-0225.0%52
2024-0325.0%52
2024-0423.1%52
2024-0523.1%52
2024-0621.6%51
2024-0717.6%51
2024-0824.0%50
2024-0926.0%50
2024-1024.0%50
2024-1120.0%50
2024-1216.3%49
2025-0116.7%48
2025-0220.8%48
2025-0320.8%48
2025-0422.4%49
2025-0527.1%48
2025-0630.6%49
2025-0732.0%50
2025-0828.0%50
2025-0926.0%50
2025-1028.0%50
2025-1130.0%50
2025-1233.3%51
2026-0135.3%51
2026-0233.3%51
2026-0335.3%51
2026-0433.3%51
2026-0529.4%51
2026-0627.5%51

filters applied 1 · p 0.015 · adjusted p 0.074

The 25% rate on 824 matching days was not distinguishable from the 21% base rate after adjustment (adjusted p = 0.07 across 5 filter combinations).

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