Prior-day levels
Weekday: Friday
RTH touched the prior day's low on
44.7%of 795 matching days · 95% CI 41.2%–48.1%
Base rate
44.5%
n 4,012
Lift
+0.2 pp
vs base rate
Matching days
795
sample size
Every outcome of this report
RTH touched the prior day's high52.8% n 795RTH touched the prior day's low44.7% n 795RTH closed above the prior day's high33.1% n 795RTH closed below the prior day's low23.1% n 795RTH touched the prior day's high and closed back below it19.7% n 795RTH touched the prior day's low and closed back above it21.3% n 795
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 620
Out of sample 2023–present44.6% n 175
By regime
Regime era · Pre-202042.6% n 474
Regime era · Covid 202048.9% n 47
Regime era · Post-202047.4% n 274
Trend / chop · Trend38.7% n 284
Trend / chop · Chop48.1% n 507
Rolling 12-month rate
Rolling 12-month values
| Month | Rate | Days |
|---|---|---|
| 2010-06 | — | 3 |
| 2010-07 | — | 8 |
| 2010-08 | — | 12 |
| 2010-09 | — | 16 |
| 2010-10 | — | 21 |
| 2010-11 | — | 24 |
| 2010-12 | — | 28 |
| 2011-01 | 37.5% | 32 |
| 2011-02 | 36.1% | 36 |
| 2011-03 | 40.0% | 40 |
| 2011-04 | 38.6% | 44 |
| 2011-05 | 37.5% | 48 |
| 2011-06 | 38.8% | 49 |
| 2011-07 | 38.8% | 49 |
| 2011-08 | 38.8% | 49 |
| 2011-09 | 42.0% | 50 |
| 2011-10 | 42.9% | 49 |
| 2011-11 | 42.9% | 49 |
| 2011-12 | 40.0% | 50 |
| 2012-01 | 38.0% | 50 |
| 2012-02 | 38.0% | 50 |
| 2012-03 | 34.0% | 50 |
| 2012-04 | 36.0% | 50 |
| 2012-05 | 40.0% | 50 |
| 2012-06 | 40.0% | 50 |
| 2012-07 | 40.0% | 50 |
| 2012-08 | 39.2% | 51 |
| 2012-09 | 34.0% | 50 |
| 2012-10 | 42.0% | 50 |
| 2012-11 | 45.1% | 51 |
| 2012-12 | 50.0% | 50 |
| 2013-01 | 50.0% | 50 |
| 2013-02 | 50.0% | 50 |
| 2013-03 | 53.1% | 49 |
| 2013-04 | 54.0% | 50 |
| 2013-05 | 51.0% | 51 |
| 2013-06 | 52.0% | 50 |
| 2013-07 | 50.0% | 50 |
| 2013-08 | 48.0% | 50 |
| 2013-09 | 56.0% | 50 |
| 2013-10 | 48.0% | 50 |
| 2013-11 | 44.0% | 50 |
| 2013-12 | 44.0% | 50 |
| 2014-01 | 49.0% | 51 |
| 2014-02 | 49.0% | 51 |
| 2014-03 | 51.0% | 51 |
| 2014-04 | 52.0% | 50 |
| 2014-05 | 54.0% | 50 |
| 2014-06 | 51.0% | 49 |
| 2014-07 | 52.1% | 48 |
| 2014-08 | 50.0% | 48 |
| 2014-09 | 47.9% | 48 |
| 2014-10 | 49.0% | 49 |
| 2014-11 | 47.9% | 48 |
| 2014-12 | 45.8% | 48 |
| 2015-01 | 41.7% | 48 |
| 2015-02 | 41.7% | 48 |
| 2015-03 | 39.6% | 48 |
| 2015-04 | 35.4% | 48 |
| 2015-05 | 31.3% | 48 |
| 2015-06 | 36.7% | 49 |
| 2015-07 | 36.0% | 50 |
| 2015-08 | 40.8% | 49 |
| 2015-09 | 38.8% | 49 |
| 2015-10 | 40.8% | 49 |
| 2015-11 | 44.9% | 49 |
| 2015-12 | 47.9% | 48 |
| 2016-01 | 46.8% | 47 |
| 2016-02 | 48.9% | 47 |
| 2016-03 | 45.7% | 46 |
| 2016-04 | 51.1% | 47 |
| 2016-05 | 51.1% | 47 |
| 2016-06 | 51.1% | 47 |
| 2016-07 | 50.0% | 48 |
| 2016-08 | 47.9% | 48 |
| 2016-09 | 46.9% | 49 |
| 2016-10 | 47.9% | 48 |
| 2016-11 | 45.8% | 48 |
| 2016-12 | 46.0% | 50 |
| 2017-01 | 42.0% | 50 |
| 2017-02 | 40.0% | 50 |
| 2017-03 | 40.4% | 52 |
| 2017-04 | 36.0% | 50 |
| 2017-05 | 34.0% | 50 |
| 2017-06 | 31.4% | 51 |
| 2017-07 | 32.0% | 50 |
| 2017-08 | 32.0% | 50 |
| 2017-09 | 34.0% | 50 |
| 2017-10 | 30.0% | 50 |
| 2017-11 | 28.0% | 50 |
| 2017-12 | 28.0% | 50 |
| 2018-01 | 28.0% | 50 |
| 2018-02 | 30.0% | 50 |
| 2018-03 | 32.7% | 49 |
| 2018-04 | 36.0% | 50 |
| 2018-05 | 38.0% | 50 |
| 2018-06 | 40.0% | 50 |
| 2018-07 | 42.0% | 50 |
| 2018-08 | 41.2% | 51 |
| 2018-09 | 42.0% | 50 |
| 2018-10 | 48.0% | 50 |
| 2018-11 | 51.0% | 51 |
| 2018-12 | 52.0% | 50 |
| 2019-01 | 52.0% | 50 |
| 2019-02 | 50.0% | 50 |
| 2019-03 | 49.0% | 51 |
| 2019-04 | 46.0% | 50 |
| 2019-05 | 49.0% | 51 |
| 2019-06 | 46.0% | 50 |
| 2019-07 | 44.0% | 50 |
| 2019-08 | 46.0% | 50 |
| 2019-09 | 46.0% | 50 |
| 2019-10 | 42.0% | 50 |
| 2019-11 | 42.0% | 50 |
| 2019-12 | 36.0% | 50 |
| 2020-01 | 41.2% | 51 |
| 2020-02 | 42.9% | 49 |
| 2020-03 | 42.9% | 49 |
| 2020-04 | 42.9% | 49 |
| 2020-05 | 42.9% | 49 |
| 2020-06 | 46.9% | 49 |
| 2020-07 | 46.9% | 49 |
| 2020-08 | 45.8% | 48 |
| 2020-09 | 45.8% | 48 |
| 2020-10 | 47.9% | 48 |
| 2020-11 | 45.8% | 48 |
| 2020-12 | 48.9% | 47 |
| 2021-01 | 47.8% | 46 |
| 2021-02 | 46.8% | 47 |
| 2021-03 | 48.9% | 47 |
| 2021-04 | 47.9% | 48 |
| 2021-05 | 42.6% | 47 |
| 2021-06 | 38.3% | 47 |
| 2021-07 | 39.6% | 48 |
| 2021-08 | 37.5% | 48 |
| 2021-09 | 35.4% | 48 |
| 2021-10 | 39.6% | 48 |
| 2021-11 | 39.6% | 48 |
| 2021-12 | 44.9% | 49 |
| 2022-01 | 49.0% | 49 |
| 2022-02 | 53.1% | 49 |
| 2022-03 | 51.0% | 49 |
| 2022-04 | 57.1% | 49 |
| 2022-05 | 61.2% | 49 |
| 2022-06 | 61.2% | 49 |
| 2022-07 | 59.2% | 49 |
| 2022-08 | 63.3% | 49 |
| 2022-09 | 64.0% | 50 |
| 2022-10 | 63.3% | 49 |
| 2022-11 | 63.3% | 49 |
| 2022-12 | 60.0% | 50 |
| 2023-01 | 54.0% | 50 |
| 2023-02 | 56.0% | 50 |
| 2023-03 | 54.9% | 51 |
| 2023-04 | 50.0% | 50 |
| 2023-05 | 48.0% | 50 |
| 2023-06 | 45.1% | 51 |
| 2023-07 | 46.0% | 50 |
| 2023-08 | 48.0% | 50 |
| 2023-09 | 48.0% | 50 |
| 2023-10 | 48.0% | 50 |
| 2023-11 | 46.0% | 50 |
| 2023-12 | 42.0% | 50 |
| 2024-01 | 44.0% | 50 |
| 2024-02 | 38.0% | 50 |
| 2024-03 | 40.8% | 49 |
| 2024-04 | 42.0% | 50 |
| 2024-05 | 43.1% | 51 |
| 2024-06 | 50.0% | 50 |
| 2024-07 | 50.0% | 50 |
| 2024-08 | 42.0% | 50 |
| 2024-09 | 44.0% | 50 |
| 2024-10 | 38.0% | 50 |
| 2024-11 | 40.0% | 50 |
| 2024-12 | 44.0% | 50 |
| 2025-01 | 43.1% | 51 |
| 2025-02 | 47.1% | 51 |
| 2025-03 | 47.1% | 51 |
| 2025-04 | 46.0% | 50 |
| 2025-05 | 46.0% | 50 |
| 2025-06 | 42.0% | 50 |
| 2025-07 | 42.9% | 49 |
| 2025-08 | 46.9% | 49 |
| 2025-09 | 40.8% | 49 |
| 2025-10 | 44.0% | 50 |
| 2025-11 | 49.0% | 49 |
| 2025-12 | 44.9% | 49 |
| 2026-01 | 44.9% | 49 |
| 2026-02 | 44.9% | 49 |
| 2026-03 | 46.9% | 49 |
| 2026-04 | 44.9% | 49 |
| 2026-05 | 42.9% | 49 |
| 2026-06 | 45.8% | 48 |
filters applied 1 · p 0.923 · adjusted p 0.923
The 45% rate on 795 matching days was not distinguishable from the 44% base rate after adjustment (adjusted p = 0.92 across 5 filter combinations).