Prior-day levels

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

Prior-day levels

Weekday: Tuesday

Noise

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

21.7%of 828 matching days · 95% CI 19.1%24.7%

Base rate

21.5%

n 4,012

Lift

+0.2 pp

vs base rate

Matching days

828

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 2010–202220.7% n 644
Out of sample 2023–present25.5% n 184

By regime

Regime era · Pre-202022.7% n 489
Regime era · Covid 20207.8% n 51
Regime era · Post-202022.6% n 288
Trend / chop · Trend23.3% n 288
Trend / chop · Chop21.1% n 536

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0813
2010-0917
2010-1021
2010-1126
2010-1220.0%30
2011-0120.6%34
2011-0221.1%38
2011-0320.9%43
2011-0421.3%47
2011-0521.2%52
2011-0621.2%52
2011-0719.2%52
2011-0823.1%52
2011-0921.2%52
2011-1021.2%52
2011-1123.1%52
2011-1223.1%52
2012-0122.6%53
2012-0223.1%52
2012-0323.1%52
2012-0423.1%52
2012-0526.9%52
2012-0628.8%52
2012-0728.8%52
2012-0829.4%51
2012-0929.4%51
2012-1028.0%50
2012-1126.0%50
2012-1224.5%49
2013-0129.2%48
2013-0229.2%48
2013-0331.3%48
2013-0428.6%49
2013-0527.1%48
2013-0625.0%48
2013-0724.5%49
2013-0820.4%49
2013-0920.4%49
2013-1020.0%50
2013-1124.0%50
2013-1227.5%51
2014-0121.6%51
2014-0221.6%51
2014-0319.6%51
2014-0421.6%51
2014-0517.6%51
2014-0619.6%51
2014-0717.6%51
2014-0821.6%51
2014-0925.5%51
2014-1026.0%50
2014-1122.0%50
2014-1221.6%51
2015-0125.5%51
2015-0225.5%51
2015-0325.0%52
2015-0425.5%51
2015-0525.5%51
2015-0628.8%52
2015-0733.3%51
2015-0829.4%51
2015-0925.0%52
2015-1025.0%52
2015-1128.8%52
2015-1226.9%52
2016-0126.9%52
2016-0226.9%52
2016-0328.8%52
2016-0432.7%52
2016-0535.8%53
2016-0632.7%52
2016-0730.8%52
2016-0830.8%52
2016-0932.7%52
2016-1032.7%52
2016-1130.8%52
2016-1228.8%52
2017-0126.4%53
2017-0226.4%53
2017-0323.1%52
2017-0417.3%52
2017-0515.4%52
2017-0613.5%52
2017-0713.7%51
2017-0815.7%51
2017-0913.7%51
2017-1015.4%52
2017-1117.6%51
2017-1219.6%51
2018-0117.6%51
2018-0219.6%51
2018-0319.6%51
2018-0419.6%51
2018-0521.6%51
2018-0623.5%51
2018-0723.1%52
2018-0823.5%51
2018-0925.5%51
2018-1025.5%51
2018-1123.5%51
2018-1222.0%50
2019-0122.4%49
2019-0222.4%49
2019-0322.4%49
2019-0422.0%50
2019-0518.4%49
2019-0616.3%49
2019-0718.0%50
2019-0816.0%50
2019-0916.0%50
2019-1012.0%50
2019-1112.0%50
2019-1211.8%51
2020-0113.7%51
2020-029.8%51
2020-039.6%52
2020-049.8%51
2020-059.8%51
2020-0611.8%51
2020-0710.0%50
2020-0810.0%50
2020-098.0%50
2020-108.0%50
2020-116.0%50
2020-127.8%51
2021-017.8%51
2021-027.8%51
2021-039.8%51
2021-049.8%51
2021-059.8%51
2021-067.7%52
2021-077.7%52
2021-0811.3%53
2021-0911.5%52
2021-1011.5%52
2021-1111.3%53
2021-129.6%52
2022-017.7%52
2022-0211.5%52
2022-0311.5%52
2022-0411.5%52
2022-0511.3%53
2022-0615.4%52
2022-0715.4%52
2022-0817.3%52
2022-0919.2%52
2022-1019.2%52
2022-1121.2%52
2022-1225.0%52
2023-0130.2%53
2023-0228.3%53
2023-0326.9%52
2023-0426.9%52
2023-0530.8%52
2023-0630.8%52
2023-0729.4%51
2023-0827.5%51
2023-0929.4%51
2023-1030.8%52
2023-1131.4%51
2023-1227.5%51
2024-0125.5%51
2024-0225.5%51
2024-0327.5%51
2024-0430.8%52
2024-0529.4%51
2024-0625.5%51
2024-0725.0%52
2024-0825.0%52
2024-0923.1%52
2024-1023.1%52
2024-1123.1%52
2024-1223.1%52
2025-0121.6%51
2025-0223.5%51
2025-0325.5%51
2025-0421.6%51
2025-0521.6%51
2025-0623.5%51
2025-0723.5%51
2025-0823.5%51
2025-0926.9%52
2025-1027.5%51
2025-1125.5%51
2025-1228.8%52
2026-0126.9%52
2026-0225.0%52
2026-0322.6%53
2026-0426.9%52
2026-0528.8%52
2026-0626.4%53

filters applied 1 · p 0.884 · adjusted p 0.897

The 22% rate on 828 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