Prior-day levels

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

Prior-day levels

Weekday: Monday

Noise

RTH touched the prior day's low and closed back above it on

21.7%of 755 matching days · 95% CI 18.9%24.8%

Base rate

21.5%

n 4,012

Lift

+0.2 pp

vs base rate

Matching days

755

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 2010–202220.5% n 589
Out of sample 2023–present25.9% n 166

By regime

Regime era · Pre-202020.9% n 449
Regime era · Covid 202025.0% n 48
Regime era · Post-202022.5% n 258
Trend / chop · Trend21.9% n 260
Trend / chop · Chop21.5% n 492

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-076
2010-0811
2010-0914
2010-1018
2010-1123
2010-1227
2011-0129.0%31
2011-0226.5%34
2011-0326.3%38
2011-0426.2%42
2011-0526.1%46
2011-0625.5%47
2011-0725.5%47
2011-0825.5%47
2011-0929.8%47
2011-1029.2%48
2011-1125.5%47
2011-1223.9%46
2012-0126.7%45
2012-0231.1%45
2012-0331.1%45
2012-0430.4%46
2012-0531.1%45
2012-0631.1%45
2012-0726.1%46
2012-0828.3%46
2012-0923.9%46
2012-1028.9%45
2012-1128.9%45
2012-1228.3%46
2013-0126.1%46
2013-0221.7%46
2013-0326.1%46
2013-0423.9%46
2013-0521.7%46
2013-0621.7%46
2013-0721.7%46
2013-0823.9%46
2013-0927.7%47
2013-1023.4%47
2013-1121.3%47
2013-1218.8%48
2014-0116.7%48
2014-0216.7%48
2014-0314.3%49
2014-0416.7%48
2014-0518.8%48
2014-0620.4%49
2014-0722.9%48
2014-0818.8%48
2014-0916.7%48
2014-1016.7%48
2014-1118.8%48
2014-1218.8%48
2015-0120.8%48
2015-0225.0%48
2015-0320.8%48
2015-0420.8%48
2015-0518.8%48
2015-0616.7%48
2015-0716.7%48
2015-0816.3%49
2015-0916.7%48
2015-1016.7%48
2015-1120.4%49
2015-1225.0%48
2016-0125.0%48
2016-0220.4%49
2016-0322.9%48
2016-0422.9%48
2016-0520.8%48
2016-0620.8%48
2016-0719.1%47
2016-0819.1%47
2016-0921.3%47
2016-1020.8%48
2016-1117.0%47
2016-1213.0%46
2017-0113.3%45
2017-0213.3%45
2017-0317.8%45
2017-0417.8%45
2017-0517.8%45
2017-0620.0%45
2017-0719.6%46
2017-0822.2%45
2017-0917.8%45
2017-1017.8%45
2017-1117.8%45
2017-1217.8%45
2018-0115.6%45
2018-0215.6%45
2018-038.9%45
2018-048.7%46
2018-058.9%45
2018-068.9%45
2018-0715.2%46
2018-0813.0%46
2018-0915.2%46
2018-1017.4%46
2018-1117.4%46
2018-1219.1%47
2019-0119.1%47
2019-0219.1%47
2019-0321.3%47
2019-0423.4%47
2019-0525.5%47
2019-0623.4%47
2019-0721.3%47
2019-0821.3%47
2019-0920.8%48
2019-1021.3%47
2019-1121.3%47
2019-1218.8%48
2020-0120.8%48
2020-0222.9%48
2020-0322.9%48
2020-0420.8%48
2020-0520.8%48
2020-0622.9%48
2020-0718.8%48
2020-0820.4%49
2020-0920.8%48
2020-1018.8%48
2020-1122.4%49
2020-1225.0%48
2021-0125.0%48
2021-0222.9%48
2021-0320.8%48
2021-0418.8%48
2021-0518.4%49
2021-0618.8%48
2021-0719.1%47
2021-0819.1%47
2021-0919.1%47
2021-1019.1%47
2021-1112.8%47
2021-1212.8%47
2022-0116.7%48
2022-0218.8%48
2022-0319.1%47
2022-0423.4%47
2022-0523.4%47
2022-0621.7%46
2022-0723.9%46
2022-0821.7%46
2022-0919.6%46
2022-1019.1%47
2022-1119.6%46
2022-1220.0%45
2023-0113.6%44
2023-0211.4%44
2023-0315.9%44
2023-0413.6%44
2023-0511.4%44
2023-0611.4%44
2023-0713.3%45
2023-0818.2%44
2023-0922.7%44
2023-1025.0%44
2023-1127.3%44
2023-1227.3%44
2024-0127.3%44
2024-0227.3%44
2024-0325.0%44
2024-0425.0%44
2024-0525.0%44
2024-0626.7%45
2024-0723.9%46
2024-0821.7%46
2024-0921.3%47
2024-1021.7%46
2024-1123.9%46
2024-1220.8%48
2025-0122.9%48
2025-0222.9%48
2025-0324.5%49
2025-0425.0%48
2025-0529.2%48
2025-0628.6%49
2025-0729.2%48
2025-0829.2%48
2025-0925.0%48
2025-1022.9%48
2025-1118.8%48
2025-1222.9%48
2026-0120.8%48
2026-0225.0%48
2026-0325.0%48
2026-0427.1%48
2026-0527.1%48
2026-0627.1%48

filters applied 1 · p 0.897 · adjusted p 0.897

The 22% rate on 755 matching days was not distinguishable from the 22% base rate after adjustment (adjusted p = 0.90 across 5 filter combinations).

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