Prior-day levels
All matching sessions
RTH touched the prior day's low on
44.5%of 4,012 matching days · 95% CI 42.9%–46.0%
Base rate
44.5%
n 4,012
Lift
+0.0 pp
vs base rate
Matching days
4,012
sample size
Every outcome of this report
RTH touched the prior day's high56.3% n 4,012RTH touched the prior day's low44.5% n 4,012RTH closed above the prior day's high34.8% n 4,012RTH closed below the prior day's low22.8% n 4,012RTH touched the prior day's high and closed back below it21.3% n 4,012RTH touched the prior day's low and closed back above it21.5% n 4,012
By weekday
Select a weekday to condition the whole report on it; select it again to clear.
Evidence
Sample split
In sample 2010–202244.7% n 3,131
Out of sample 2023–present43.6% n 881
By regime
Regime era · Pre-202044.3% n 2,381
Regime era · Covid 202039.4% n 249
Regime era · Post-202045.7% n 1,382
Trend / chop · Trend40.3% n 1,397
Trend / chop · Chop46.6% n 2,596
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 17 |
| 2010-07 | 47.4% | 38 |
| 2010-08 | 50.0% | 60 |
| 2010-09 | 44.4% | 81 |
| 2010-10 | 42.2% | 102 |
| 2010-11 | 44.3% | 122 |
| 2010-12 | 43.1% | 144 |
| 2011-01 | 42.1% | 164 |
| 2011-02 | 42.1% | 183 |
| 2011-03 | 43.7% | 206 |
| 2011-04 | 43.8% | 226 |
| 2011-05 | 44.9% | 247 |
| 2011-06 | 45.6% | 252 |
| 2011-07 | 46.2% | 251 |
| 2011-08 | 46.4% | 252 |
| 2011-09 | 48.0% | 252 |
| 2011-10 | 48.8% | 252 |
| 2011-11 | 48.4% | 252 |
| 2011-12 | 49.0% | 251 |
| 2012-01 | 49.0% | 251 |
| 2012-02 | 48.2% | 251 |
| 2012-03 | 46.8% | 250 |
| 2012-04 | 47.0% | 251 |
| 2012-05 | 48.2% | 251 |
| 2012-06 | 47.6% | 250 |
| 2012-07 | 46.8% | 250 |
| 2012-08 | 46.0% | 250 |
| 2012-09 | 45.8% | 249 |
| 2012-10 | 48.4% | 248 |
| 2012-11 | 48.8% | 248 |
| 2012-12 | 49.4% | 247 |
| 2013-01 | 51.0% | 247 |
| 2013-02 | 51.8% | 247 |
| 2013-03 | 53.1% | 245 |
| 2013-04 | 52.2% | 247 |
| 2013-05 | 48.6% | 247 |
| 2013-06 | 49.2% | 246 |
| 2013-07 | 47.0% | 247 |
| 2013-08 | 46.3% | 246 |
| 2013-09 | 46.6% | 247 |
| 2013-10 | 42.6% | 249 |
| 2013-11 | 41.9% | 248 |
| 2013-12 | 42.2% | 249 |
| 2014-01 | 42.6% | 249 |
| 2014-02 | 42.2% | 249 |
| 2014-03 | 43.2% | 250 |
| 2014-04 | 43.8% | 249 |
| 2014-05 | 44.0% | 248 |
| 2014-06 | 42.5% | 247 |
| 2014-07 | 44.1% | 247 |
| 2014-08 | 43.1% | 246 |
| 2014-09 | 44.3% | 244 |
| 2014-10 | 44.7% | 244 |
| 2014-11 | 43.6% | 243 |
| 2014-12 | 42.8% | 243 |
| 2015-01 | 43.8% | 242 |
| 2015-02 | 42.1% | 242 |
| 2015-03 | 42.0% | 243 |
| 2015-04 | 41.2% | 243 |
| 2015-05 | 41.3% | 242 |
| 2015-06 | 43.3% | 245 |
| 2015-07 | 43.1% | 246 |
| 2015-08 | 45.1% | 246 |
| 2015-09 | 43.8% | 249 |
| 2015-10 | 44.0% | 248 |
| 2015-11 | 45.8% | 249 |
| 2015-12 | 46.0% | 250 |
| 2016-01 | 45.8% | 249 |
| 2016-02 | 48.0% | 250 |
| 2016-03 | 46.2% | 249 |
| 2016-04 | 49.0% | 249 |
| 2016-05 | 48.8% | 250 |
| 2016-06 | 48.0% | 250 |
| 2016-07 | 47.0% | 249 |
| 2016-08 | 46.0% | 250 |
| 2016-09 | 46.8% | 250 |
| 2016-10 | 48.0% | 250 |
| 2016-11 | 48.4% | 250 |
| 2016-12 | 48.2% | 251 |
| 2017-01 | 45.4% | 251 |
| 2017-02 | 43.4% | 251 |
| 2017-03 | 42.9% | 252 |
| 2017-04 | 40.0% | 250 |
| 2017-05 | 39.8% | 251 |
| 2017-06 | 39.8% | 251 |
| 2017-07 | 39.6% | 250 |
| 2017-08 | 39.2% | 250 |
| 2017-09 | 38.6% | 249 |
| 2017-10 | 36.4% | 250 |
| 2017-11 | 35.2% | 250 |
| 2017-12 | 35.3% | 249 |
| 2018-01 | 34.4% | 250 |
| 2018-02 | 36.4% | 250 |
| 2018-03 | 37.9% | 248 |
| 2018-04 | 39.2% | 250 |
| 2018-05 | 39.2% | 250 |
| 2018-06 | 39.4% | 249 |
| 2018-07 | 41.6% | 250 |
| 2018-08 | 40.8% | 250 |
| 2018-09 | 41.4% | 249 |
| 2018-10 | 43.6% | 250 |
| 2018-11 | 44.0% | 250 |
| 2018-12 | 44.4% | 248 |
| 2019-01 | 46.4% | 248 |
| 2019-02 | 45.6% | 248 |
| 2019-03 | 44.4% | 248 |
| 2019-04 | 43.1% | 248 |
| 2019-05 | 45.2% | 248 |
| 2019-06 | 42.9% | 247 |
| 2019-07 | 42.7% | 248 |
| 2019-08 | 44.9% | 247 |
| 2019-09 | 44.8% | 248 |
| 2019-10 | 44.0% | 248 |
| 2019-11 | 43.7% | 247 |
| 2019-12 | 41.8% | 249 |
| 2020-01 | 41.8% | 249 |
| 2020-02 | 42.1% | 247 |
| 2020-03 | 42.3% | 248 |
| 2020-04 | 41.5% | 248 |
| 2020-05 | 40.5% | 247 |
| 2020-06 | 42.9% | 247 |
| 2020-07 | 41.1% | 248 |
| 2020-08 | 38.7% | 248 |
| 2020-09 | 39.1% | 248 |
| 2020-10 | 39.3% | 247 |
| 2020-11 | 39.1% | 248 |
| 2020-12 | 39.4% | 249 |
| 2021-01 | 39.3% | 247 |
| 2021-02 | 39.1% | 248 |
| 2021-03 | 39.4% | 249 |
| 2021-04 | 40.6% | 249 |
| 2021-05 | 40.2% | 249 |
| 2021-06 | 38.0% | 250 |
| 2021-07 | 38.6% | 249 |
| 2021-08 | 40.4% | 250 |
| 2021-09 | 40.8% | 250 |
| 2021-10 | 40.6% | 249 |
| 2021-11 | 40.0% | 250 |
| 2021-12 | 41.8% | 251 |
| 2022-01 | 44.8% | 252 |
| 2022-02 | 46.4% | 252 |
| 2022-03 | 46.4% | 252 |
| 2022-04 | 49.4% | 251 |
| 2022-05 | 50.4% | 252 |
| 2022-06 | 53.4% | 251 |
| 2022-07 | 53.6% | 250 |
| 2022-08 | 54.2% | 251 |
| 2022-09 | 53.8% | 251 |
| 2022-10 | 55.0% | 251 |
| 2022-11 | 56.6% | 251 |
| 2022-12 | 57.2% | 250 |
| 2023-01 | 54.4% | 250 |
| 2023-02 | 54.0% | 250 |
| 2023-03 | 54.4% | 250 |
| 2023-04 | 51.8% | 249 |
| 2023-05 | 50.4% | 250 |
| 2023-06 | 48.0% | 250 |
| 2023-07 | 48.2% | 249 |
| 2023-08 | 49.4% | 249 |
| 2023-09 | 50.8% | 248 |
| 2023-10 | 51.0% | 249 |
| 2023-11 | 48.6% | 249 |
| 2023-12 | 44.8% | 248 |
| 2024-01 | 45.4% | 249 |
| 2024-02 | 43.0% | 249 |
| 2024-03 | 42.9% | 247 |
| 2024-04 | 44.6% | 249 |
| 2024-05 | 44.6% | 249 |
| 2024-06 | 44.8% | 248 |
| 2024-07 | 44.6% | 249 |
| 2024-08 | 41.9% | 248 |
| 2024-09 | 40.2% | 249 |
| 2024-10 | 38.6% | 249 |
| 2024-11 | 39.5% | 248 |
| 2024-12 | 41.4% | 249 |
| 2025-01 | 40.9% | 247 |
| 2025-02 | 42.9% | 247 |
| 2025-03 | 44.4% | 248 |
| 2025-04 | 41.7% | 247 |
| 2025-05 | 42.3% | 246 |
| 2025-06 | 41.7% | 247 |
| 2025-07 | 42.1% | 247 |
| 2025-08 | 42.3% | 246 |
| 2025-09 | 41.3% | 247 |
| 2025-10 | 40.9% | 247 |
| 2025-11 | 41.9% | 246 |
| 2025-12 | 42.9% | 247 |
| 2026-01 | 41.7% | 247 |
| 2026-02 | 42.5% | 247 |
| 2026-03 | 43.1% | 248 |
| 2026-04 | 43.5% | 248 |
| 2026-05 | 42.1% | 247 |
| 2026-06 | 43.5% | 248 |
filters applied 0 · p 1.000 · adjusted p 1.000
The 44% rate on 4012 matching days was not distinguishable from the 44% base rate after adjustment (adjusted p = 1.00).