Initial Balance Breakout — Performance

After the initial balance forms, how far does price extend past the balance high or low on its FIRST breakout, before breaking back into the range? Reported as the average and maximum first-breakout extension, in points and as a percentage of the session open.

Timeframe

Data range

2008-12-11 → 2026-05-05

Total sessions

4,332

Period

All history

Summarised magnitudescontinuation · NQ 30min

Initial balance · Average first-breakout extension (points)

5.35pts

N = 4,310vs 3.60 pts baseline

Initial balance · Average first-breakout extension (%)

0.06%

N = 4,310vs 0.04% baseline

Initial balance · Maximum first-breakout extension (points)

128.84pts

N = 4,310vs 128.84 pts baseline

Initial balance · Maximum first-breakout extension (%)

1.86%

N = 4,310vs 1.86% baseline