For each trading cycle, which intraday market session produced the day's highest high and which produced the day's lowest low? Reported as a probability distribution over the configured sessions; probabilities sum to 1 within each condition.
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Day's high | Asia | 18.089% | 37.739% | 4,229 | -19.65 pts |
| Day's high | London | 16.127% | 30.716% | 4,229 | -14.59 pts |
| Day's high | New York | 65.784% | 31.544% | 4,229 | +34.24 pts |
| Day's low | Asia | 25.231% | 38.567% | 4,229 | -13.34 pts |
| Day's low | London | 15.583% | 30.267% | 4,229 | -14.68 pts |
| Day's low | New York | 59.187% | 31.166% | 4,229 | +28.02 pts |
Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Monday | Day's high | Asia | 21.466% | 38.613% | 764 | -17.15 pts |
| Monday | Day's high | London | 10.340% | 29.188% | 764 | -18.85 pts |
| Monday | Day's high | New York | 68.194% | 32.199% | 764 | +35.99 pts |
| Monday | Day's low | Asia | 35.079% | 37.304% | 764 | -2.23 pts |
| Monday | Day's low | London | 11.911% | 30.890% | 764 | -18.98 pts |
| Monday | Day's low | New York | 53.010% | 31.806% | 764 | +21.20 pts |
| Tuesday | Day's high | Asia | 18.552% | 37.443% | 884 | -18.89 pts |
| Tuesday | Day's high | London | 14.706% | 29.638% | 884 | -14.93 pts |
| Tuesday | Day's high | New York | 66.742% | 32.919% | 884 | +33.82 pts |
| Tuesday | Day's low | Asia | 24.321% | 37.896% | 884 | -13.57 pts |
| Tuesday | Day's low | London | 15.045% | 29.186% | 884 | -14.14 pts |
| Tuesday | Day's low | New York | 60.633% | 32.919% | 884 | +27.71 pts |
| Wednesday | Day's high | Asia | 14.920% | 38.041% | 878 | -23.12 pts |
| Wednesday | Day's high | London | 16.287% | 29.043% | 878 | -12.76 pts |
| Wednesday | Day's high | New York | 68.793% | 32.916% | 878 | +35.88 pts |
| Wednesday | Day's low | Asia | 23.576% | 37.585% | 878 | -14.01 pts |
| Wednesday | Day's low | London | 15.262% | 29.727% | 878 | -14.46 pts |
| Wednesday | Day's low | New York | 61.162% | 32.688% | 878 | +28.47 pts |
| Thursday | Day's high | Asia | 18.097% | 37.935% | 862 | -19.84 pts |
| Thursday | Day's high | London | 18.910% | 29.582% | 862 | -10.67 pts |
| Thursday | Day's high | New York | 62.993% | 32.483% | 862 | +30.51 pts |
| Thursday | Day's low | Asia | 23.202% | 37.471% | 862 | -14.27 pts |
| Thursday | Day's low | London | 16.705% | 29.350% | 862 | -12.65 pts |
| Thursday | Day's low | New York | 60.093% | 33.179% | 862 | +26.91 pts |
| Friday | Day's high | Asia | 17.836% | 38.288% | 841 | -20.45 pts |
| Friday | Day's high | London | 19.857% | 29.845% | 841 | -9.99 pts |
| Friday | Day's high | New York | 62.307% | 31.867% | 841 | +30.44 pts |
| Friday | Day's low | Asia | 21.046% | 37.931% | 841 | -16.88 pts |
| Friday | Day's low | London | 18.668% | 29.013% | 841 | -10.34 pts |
| Friday | Day's low | New York | 60.285% | 33.056% | 841 | +27.23 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Green | Day's high | Asia | 2.679% | 38.095% | 2,352 | -35.42 pts |
| Green | Day's high | London | 7.058% | 29.634% | 2,352 | -22.58 pts |
| Green | Day's high | New York | 90.264% | 32.270% | 2,352 | +57.99 pts |
| Green | Day's low | Asia | 43.452% | 38.350% | 2,352 | +5.10 pts |
| Green | Day's low | London | 22.662% | 30.272% | 2,352 | -7.61 pts |
| Green | Day's low | New York | 33.886% | 31.378% | 2,352 | +2.51 pts |
| Red | Day's high | Asia | 37.400% | 37.613% | 1,877 | -0.21 pts |
| Red | Day's high | London | 27.491% | 29.515% | 1,877 | -2.02 pts |
| Red | Day's high | New York | 35.109% | 32.872% | 1,877 | +2.24 pts |
| Red | Day's low | Asia | 2.397% | 37.773% | 1,877 | -35.38 pts |
| Red | Day's low | London | 6.713% | 31.113% | 1,877 | -24.40 pts |
| Red | Day's low | New York | 90.890% | 31.113% | 1,877 | +59.78 pts |