Initial Balance Breakout

After the initial balance forms from the first N minutes of the session, how often does price break above the balance high, below the balance low, both sides, or neither during the rest of the session?

Timeframe

Data range

2008-12-11 → 2026-05-05

Total sessions

4,332

Period

All history

Pattern frequency

Condition	Outcome	Probability	Baseline	N	Edge
Initial balance	Broke above balance high only	32.248%	28.624%	4,332	+3.62 pts
Initial balance	Broke below balance low only	26.893%	30.471%	4,332	-3.58 pts
Initial balance	Broke both sides	40.351%	40.397%	4,332	-0.05 pts
Initial balance	Stayed within the balance	0.508%	0.508%	4,332	+0.00 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.

Sliced by dimensionexpand a dimension to see grouped probabilities

Day of week5 groupsMonday – Friday

Group	Condition	Outcome	Probability	Baseline	N	Edge
Monday	Initial balance	Broke above balance high only	36.029%	32.966%	816	+3.06 pts
Monday	Initial balance	Broke below balance low only	24.755%	27.819%	816	-3.06 pts
Monday	Initial balance	Broke both sides	38.358%	38.358%	816	+0.00 pts
Monday	Initial balance	Stayed within the balance	0.858%	0.858%	816	+0.00 pts
Tuesday	Initial balance	Broke above balance high only	32.924%	29.018%	896	+3.91 pts
Tuesday	Initial balance	Broke below balance low only	26.116%	29.911%	896	-3.79 pts
Tuesday	Initial balance	Broke both sides	40.625%	40.737%	896	-0.11 pts
Tuesday	Initial balance	Stayed within the balance	0.335%	0.335%	896	+0.00 pts
Wednesday	Initial balance	Broke above balance high only	28.202%	24.944%	890	+3.26 pts
Wednesday	Initial balance	Broke below balance low only	26.180%	29.438%	890	-3.26 pts
Wednesday	Initial balance	Broke both sides	45.393%	45.393%	890	+0.00 pts
Wednesday	Initial balance	Stayed within the balance	0.225%	0.225%	890	+0.00 pts
Thursday	Initial balance	Broke above balance high only	30.857%	29.029%	875	+1.83 pts
Thursday	Initial balance	Broke below balance low only	27.086%	28.914%	875	-1.83 pts
Thursday	Initial balance	Broke both sides	41.486%	41.486%	875	+0.00 pts
Thursday	Initial balance	Stayed within the balance	0.571%	0.571%	875	+0.00 pts
Friday	Initial balance	Broke above balance high only	33.567%	33.450%	855	+0.12 pts
Friday	Initial balance	Broke below balance low only	30.292%	30.292%	855	+0.00 pts
Friday	Initial balance	Broke both sides	35.556%	35.673%	855	-0.12 pts
Friday	Initial balance	Stayed within the balance	0.585%	0.585%	855	+0.00 pts

Session close color2 groupsGreen – Red

Group	Condition	Outcome	Probability	Baseline	N	Edge
Green	Initial balance	Broke above balance high only	55.495%	28.691%	2,384	+26.80 pts
Green	Initial balance	Broke below balance low only	3.523%	30.243%	2,384	-26.72 pts
Green	Initial balance	Broke both sides	40.646%	40.730%	2,384	-0.08 pts
Green	Initial balance	Stayed within the balance	0.336%	0.336%	2,384	+0.00 pts
Red	Initial balance	Broke above balance high only	3.799%	29.312%	1,948	-25.51 pts
Red	Initial balance	Broke below balance low only	55.493%	29.928%	1,948	+25.56 pts
Red	Initial balance	Broke both sides	39.990%	40.041%	1,948	-0.05 pts
Red	Initial balance	Stayed within the balance	0.719%	0.719%	1,948	+0.00 pts

Prior session candle2 groupsGreen – Red

Group	Condition	Outcome	Probability	Baseline	N	Edge
Green	Initial balance	Broke above balance high only	32.018%	30.046%	2,383	+1.97 pts
Green	Initial balance	Broke below balance low only	27.360%	29.165%	2,383	-1.80 pts
Green	Initial balance	Broke both sides	40.076%	40.243%	2,383	-0.17 pts
Green	Initial balance	Stayed within the balance	0.546%	0.546%	2,383	+0.00 pts
Red	Initial balance	Broke above balance high only	32.546%	28.799%	1,948	+3.75 pts
Red	Initial balance	Broke below balance low only	26.335%	30.082%	1,948	-3.75 pts
Red	Initial balance	Broke both sides	40.657%	40.657%	1,948	+0.00 pts
Red	Initial balance	Stayed within the balance	0.462%	0.462%	1,948	+0.00 pts

Overnight gap2 groupsGreen – Red

Group	Condition	Outcome	Probability	Baseline	N	Edge
Green	Initial balance	Broke above balance high only	32.406%	29.214%	2,444	+3.19 pts
Green	Initial balance	Broke below balance low only	27.169%	30.278%	2,444	-3.11 pts
Green	Initial balance	Broke both sides	39.771%	39.853%	2,444	-0.08 pts
Green	Initial balance	Stayed within the balance	0.655%	0.655%	2,444	+0.00 pts
Red	Initial balance	Broke above balance high only	32.061%	30.101%	1,887	+1.96 pts
Red	Initial balance	Broke below balance low only	26.550%	28.352%	1,887	-1.80 pts
Red	Initial balance	Broke both sides	41.070%	41.229%	1,887	-0.16 pts
Red	Initial balance	Stayed within the balance	0.318%	0.318%	1,887	+0.00 pts

Size bucket4 groupsib_size bin 1 (4.36–17.10] – ib_size bin 4 (89.96–647.05]

Group	Condition	Outcome	Probability	Baseline	N	Edge
ib_size bin 1 (4.36–17.10]	Initial balance	Broke above balance high only	28.994%	27.608%	1,083	+1.39 pts
ib_size bin 1 (4.36–17.10]	Initial balance	Broke below balance low only	24.100%	25.300%	1,083	-1.20 pts
ib_size bin 1 (4.36–17.10]	Initial balance	Broke both sides	46.722%	46.907%	1,083	-0.18 pts
ib_size bin 1 (4.36–17.10]	Initial balance	Stayed within the balance	0.185%	0.185%	1,083	+0.00 pts
ib_size bin 2 (17.10–33.57]	Initial balance	Broke above balance high only	33.887%	28.070%	1,083	+5.82 pts
ib_size bin 2 (17.10–33.57]	Initial balance	Broke below balance low only	26.685%	32.502%	1,083	-5.82 pts
ib_size bin 2 (17.10–33.57]	Initial balance	Broke both sides	38.412%	38.412%	1,083	+0.00 pts
ib_size bin 2 (17.10–33.57]	Initial balance	Stayed within the balance	1.016%	1.016%	1,083	+0.00 pts
ib_size bin 3 (33.57–89.96]	Initial balance	Broke above balance high only	31.764%	29.363%	1,083	+2.40 pts
ib_size bin 3 (33.57–89.96]	Initial balance	Broke below balance low only	26.039%	28.440%	1,083	-2.40 pts
ib_size bin 3 (33.57–89.96]	Initial balance	Broke both sides	41.644%	41.644%	1,083	+0.00 pts
ib_size bin 3 (33.57–89.96]	Initial balance	Stayed within the balance	0.554%	0.554%	1,083	+0.00 pts
ib_size bin 4 (89.96–647.05]	Initial balance	Broke above balance high only	34.349%	31.487%	1,083	+2.86 pts
ib_size bin 4 (89.96–647.05]	Initial balance	Broke below balance low only	30.748%	33.610%	1,083	-2.86 pts
ib_size bin 4 (89.96–647.05]	Initial balance	Broke both sides	34.626%	34.626%	1,083	+0.00 pts
ib_size bin 4 (89.96–647.05]	Initial balance	Stayed within the balance	0.277%	0.277%	1,083	+0.00 pts

Size bucket5 groupsib_size_pct bin 1 (-0.00–0.20] – ib_size_pct bin 5 (0.90–inf]

Group	Condition	Outcome	Probability	Baseline	N	Edge
ib_size_pct bin 1 (-0.00–0.20]	Initial balance	Broke above balance high only	11.940%	17.910%	67	-5.97 pts
ib_size_pct bin 1 (-0.00–0.20]	Initial balance	Broke below balance low only	20.896%	14.925%	67	+5.97 pts
ib_size_pct bin 1 (-0.00–0.20]	Initial balance	Broke both sides	67.164%	67.164%	67	+0.00 pts
ib_size_pct bin 1 (-0.00–0.20]	Initial balance	Stayed within the balance	0.000%	0.000%	67	+0.00 pts
ib_size_pct bin 2 (0.20–0.40]	Initial balance	Broke above balance high only	30.309%	26.770%	1,102	+3.54 pts
ib_size_pct bin 2 (0.20–0.40]	Initial balance	Broke below balance low only	20.871%	24.410%	1,102	-3.54 pts
ib_size_pct bin 2 (0.20–0.40]	Initial balance	Broke both sides	48.639%	48.639%	1,102	+0.00 pts
ib_size_pct bin 2 (0.20–0.40]	Initial balance	Stayed within the balance	0.181%	0.181%	1,102	+0.00 pts
ib_size_pct bin 3 (0.40–0.60]	Initial balance	Broke above balance high only	32.838%	30.089%	1,346	+2.75 pts
ib_size_pct bin 3 (0.40–0.60]	Initial balance	Broke below balance low only	26.300%	29.049%	1,346	-2.75 pts
ib_size_pct bin 3 (0.40–0.60]	Initial balance	Broke both sides	40.490%	40.490%	1,346	+0.00 pts
ib_size_pct bin 3 (0.40–0.60]	Initial balance	Stayed within the balance	0.371%	0.371%	1,346	+0.00 pts
ib_size_pct bin 4 (0.60–0.90]	Initial balance	Broke above balance high only	34.650%	33.932%	1,114	+0.72 pts
ib_size_pct bin 4 (0.60–0.90]	Initial balance	Broke below balance low only	29.803%	30.341%	1,114	-0.54 pts
ib_size_pct bin 4 (0.60–0.90]	Initial balance	Broke both sides	34.740%	34.919%	1,114	-0.18 pts
ib_size_pct bin 4 (0.60–0.90]	Initial balance	Stayed within the balance	0.808%	0.808%	1,114	+0.00 pts
ib_size_pct bin 5 (0.90–inf]	Initial balance	Broke above balance high only	32.290%	32.006%	703	+0.28 pts
ib_size_pct bin 5 (0.90–inf]	Initial balance	Broke below balance low only	33.428%	33.713%	703	-0.28 pts
ib_size_pct bin 5 (0.90–inf]	Initial balance	Broke both sides	33.428%	33.428%	703	+0.00 pts
ib_size_pct bin 5 (0.90–inf]	Initial balance	Stayed within the balance	0.853%	0.853%	703	+0.00 pts

Extension level5 groups0–0.5x – >=2x

Group	Condition	Outcome	Probability	Baseline	N	Edge
0–0.5x	Initial balance	Broke above balance high only	33.079%	27.863%	786	+5.22 pts
0–0.5x	Initial balance	Broke below balance low only	24.936%	30.025%	786	-5.09 pts
0–0.5x	Initial balance	Broke both sides	39.186%	39.313%	786	-0.13 pts
0–0.5x	Initial balance	Stayed within the balance	2.799%	2.799%	786	+0.00 pts
0.5–1x	Initial balance	Broke above balance high only	32.473%	27.977%	1,201	+4.50 pts
0.5–1x	Initial balance	Broke below balance low only	20.150%	24.563%	1,201	-4.41 pts
0.5–1x	Initial balance	Broke both sides	47.377%	47.460%	1,201	-0.08 pts
0.5–1x	Initial balance	Stayed within the balance	0.000%	0.000%	1,201	+0.00 pts
1–1.5x	Initial balance	Broke above balance high only	32.387%	28.707%	951	+3.68 pts
1–1.5x	Initial balance	Broke below balance low only	25.447%	29.127%	951	-3.68 pts
1–1.5x	Initial balance	Broke both sides	42.166%	42.166%	951	+0.00 pts
1–1.5x	Initial balance	Stayed within the balance	0.000%	0.000%	951	+0.00 pts
1.5–2x	Initial balance	Broke above balance high only	37.522%	33.628%	565	+3.89 pts
1.5–2x	Initial balance	Broke below balance low only	29.027%	32.920%	565	-3.89 pts
1.5–2x	Initial balance	Broke both sides	33.451%	33.451%	565	+0.00 pts
1.5–2x	Initial balance	Stayed within the balance	0.000%	0.000%	565	+0.00 pts
>=2x	Initial balance	Broke above balance high only	27.382%	33.896%	829	-6.51 pts
>=2x	Initial balance	Broke below balance low only	38.721%	32.087%	829	+6.63 pts
>=2x	Initial balance	Broke both sides	33.896%	34.017%	829	-0.12 pts
>=2x	Initial balance	Stayed within the balance	0.000%	0.000%	829	+0.00 pts