Prior-day levels

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

Prior-day levels

Weekday: Thursday

Noise

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

22.0%of 810 matching days · 95% CI 19.3%25.0%

Base rate

21.5%

n 4,012

Lift

+0.5 pp

vs base rate

Matching days

810

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 2010–202223.8% n 634
Out of sample 2023–present15.3% n 176

By regime

Regime era · Pre-202024.1% n 481
Regime era · Covid 202029.4% n 51
Regime era · Post-202016.9% n 278
Trend / chop · Trend22.2% n 279
Trend / chop · Chop22.0% n 527

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0917
2010-1021
2010-1124
2010-1229
2011-0115.2%33
2011-0224.3%37
2011-0321.4%42
2011-0423.9%46
2011-0526.0%50
2011-0630.8%52
2011-0733.3%51
2011-0835.3%51
2011-0933.3%51
2011-1031.4%51
2011-1131.4%51
2011-1231.4%51
2012-0131.4%51
2012-0227.5%51
2012-0329.4%51
2012-0425.5%51
2012-0523.1%52
2012-0619.6%51
2012-0717.6%51
2012-0819.6%51
2012-0921.6%51
2012-1021.6%51
2012-1119.6%51
2012-1223.5%51
2013-0126.9%52
2013-0226.9%52
2013-0325.5%51
2013-0427.5%51
2013-0527.5%51
2013-0629.4%51
2013-0730.0%50
2013-0826.0%50
2013-0924.0%50
2013-1023.5%51
2013-1124.0%50
2013-1220.0%50
2014-0118.0%50
2014-0218.0%50
2014-0320.0%50
2014-0420.0%50
2014-0518.0%50
2014-0614.3%49
2014-0714.0%50
2014-0818.4%49
2014-0920.8%48
2014-1020.8%48
2014-1125.0%48
2014-1225.5%47
2015-0126.1%46
2015-0221.7%46
2015-0321.7%46
2015-0419.1%47
2015-0519.6%46
2015-0619.1%47
2015-0720.8%48
2015-0816.7%48
2015-0916.3%49
2015-1016.3%49
2015-1114.3%49
2015-1214.0%50
2016-0114.0%50
2016-0214.0%50
2016-0319.6%51
2016-0424.0%50
2016-0526.0%50
2016-0631.4%51
2016-0728.0%50
2016-0830.0%50
2016-0930.0%50
2016-1032.0%50
2016-1132.0%50
2016-1231.4%51
2017-0131.4%51
2017-0233.3%51
2017-0327.5%51
2017-0425.5%51
2017-0529.4%51
2017-0625.5%51
2017-0727.5%51
2017-0825.0%52
2017-0925.5%51
2017-1021.6%51
2017-1123.1%52
2017-1225.5%51
2018-0123.5%51
2018-0223.5%51
2018-0323.5%51
2018-0421.6%51
2018-0519.2%52
2018-0621.6%51
2018-0719.6%51
2018-0821.6%51
2018-0919.6%51
2018-1019.6%51
2018-1117.6%51
2018-1219.6%51
2019-0123.1%52
2019-0225.0%52
2019-0323.5%51
2019-0429.4%51
2019-0525.5%51
2019-0621.6%51
2019-0726.0%50
2019-0830.0%50
2019-0930.0%50
2019-1031.4%51
2019-1132.0%50
2019-1230.0%50
2020-0130.0%50
2020-0228.0%50
2020-0330.0%50
2020-0423.5%51
2020-0526.0%50
2020-0630.0%50
2020-0727.5%51
2020-0825.5%51
2020-0927.5%51
2020-1027.5%51
2020-1127.5%51
2020-1229.4%51
2021-0126.0%50
2021-0226.0%50
2021-0324.0%50
2021-0426.0%50
2021-0526.0%50
2021-0622.0%50
2021-0720.0%50
2021-0822.0%50
2021-0921.6%51
2021-1020.0%50
2021-1118.0%50
2021-1215.7%51
2022-0117.6%51
2022-0217.6%51
2022-0321.2%52
2022-0421.6%51
2022-0521.6%51
2022-0623.1%52
2022-0723.5%51
2022-0819.6%51
2022-0919.6%51
2022-1023.5%51
2022-1125.5%51
2022-1223.5%51
2023-0121.6%51
2023-0221.6%51
2023-0319.6%51
2023-0419.6%51
2023-0517.6%51
2023-0617.6%51
2023-0717.6%51
2023-0821.2%52
2023-0919.6%51
2023-1019.6%51
2023-1119.2%52
2023-1219.6%51
2024-0123.5%51
2024-0221.2%52
2024-0319.6%51
2024-0417.6%51
2024-0521.6%51
2024-0619.6%51
2024-0718.0%50
2024-0814.0%50
2024-0914.0%50
2024-109.8%51
2024-118.0%50
2024-128.0%50
2025-016.1%49
2025-028.2%49
2025-038.2%49
2025-048.2%49
2025-058.2%49
2025-068.3%48
2025-0710.2%49
2025-0812.5%48
2025-0914.6%48
2025-1016.7%48
2025-1116.7%48
2025-1219.1%47
2026-0117.0%47
2026-0217.0%47
2026-0319.1%47
2026-0422.9%48
2026-0519.1%47
2026-0618.8%48

filters applied 1 · p 0.769 · adjusted p 0.897

The 22% rate on 810 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