On single-break days, after price breaks one side of the initial balance, how deep does it pull back into the balance range? Reported as the share of single-break sessions whose retracement reaches at least 25%, 50%, or 75% of the initial-balance size.
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Single-break day | Retraced ≥25% of IB | 69.321% | 74.317% | 2,562 | -5.00 pts |
| Single-break day | Retraced ≥50% of IB | 41.998% | 49.610% | 2,562 | -7.61 pts |
| Single-break day | Retraced ≥75% of IB | 19.828% | 25.293% | 2,562 | -5.46 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 | Single-break day | Retraced ≥25% of IB | 65.726% | 72.984% | 496 | -7.26 pts |
| Monday | Single-break day | Retraced ≥50% of IB | 38.306% | 49.798% | 496 | -11.49 pts |
| Monday | Single-break day | Retraced ≥75% of IB | 15.524% | 25.000% | 496 | -9.48 pts |
| Tuesday | Single-break day | Retraced ≥25% of IB | 68.998% | 71.834% | 529 | -2.84 pts |
| Tuesday | Single-break day | Retraced ≥50% of IB | 43.478% | 50.095% | 529 | -6.62 pts |
| Tuesday | Single-break day | Retraced ≥75% of IB | 23.440% | 23.440% | 529 | +0.00 pts |
| Wednesday | Single-break day | Retraced ≥25% of IB | 71.901% | 72.934% | 484 | -1.03 pts |
| Wednesday | Single-break day | Retraced ≥50% of IB | 41.942% | 48.347% | 484 | -6.40 pts |
| Wednesday | Single-break day | Retraced ≥75% of IB | 19.835% | 24.174% | 484 | -4.34 pts |
| Thursday | Single-break day | Retraced ≥25% of IB | 67.258% | 74.359% | 507 | -7.10 pts |
| Thursday | Single-break day | Retraced ≥50% of IB | 44.773% | 50.690% | 507 | -5.92 pts |
| Thursday | Single-break day | Retraced ≥75% of IB | 20.907% | 25.247% | 507 | -4.34 pts |
| Friday | Single-break day | Retraced ≥25% of IB | 72.527% | 74.542% | 546 | -2.01 pts |
| Friday | Single-break day | Retraced ≥50% of IB | 41.392% | 48.901% | 546 | -7.51 pts |
| Friday | Single-break day | Retraced ≥75% of IB | 19.231% | 26.374% | 546 | -7.14 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Green | Single-break day | Retraced ≥25% of IB | 66.027% | 74.414% | 1,407 | -8.39 pts |
| Green | Single-break day | Retraced ≥50% of IB | 40.654% | 47.761% | 1,407 | -7.11 pts |
| Green | Single-break day | Retraced ≥75% of IB | 18.977% | 25.729% | 1,407 | -6.75 pts |
| Red | Single-break day | Retraced ≥25% of IB | 73.333% | 73.853% | 1,155 | -0.52 pts |
| Red | Single-break day | Retraced ≥50% of IB | 43.636% | 49.610% | 1,155 | -5.97 pts |
| Red | Single-break day | Retraced ≥75% of IB | 20.866% | 25.801% | 1,155 | -4.94 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Green | Single-break day | Retraced ≥25% of IB | 69.823% | 73.357% | 1,415 | -3.53 pts |
| Green | Single-break day | Retraced ≥50% of IB | 41.979% | 49.187% | 1,415 | -7.21 pts |
| Green | Single-break day | Retraced ≥75% of IB | 19.717% | 26.078% | 1,415 | -6.36 pts |
| Red | Single-break day | Retraced ≥25% of IB | 68.701% | 73.845% | 1,147 | -5.14 pts |
| Red | Single-break day | Retraced ≥50% of IB | 42.023% | 48.387% | 1,147 | -6.36 pts |
| Red | Single-break day | Retraced ≥75% of IB | 19.965% | 25.981% | 1,147 | -6.02 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Green | Single-break day | Retraced ≥25% of IB | 68.681% | 75.069% | 1,456 | -6.39 pts |
| Green | Single-break day | Retraced ≥50% of IB | 40.728% | 48.901% | 1,456 | -8.17 pts |
| Green | Single-break day | Retraced ≥75% of IB | 18.407% | 25.962% | 1,456 | -7.55 pts |
| Red | Single-break day | Retraced ≥25% of IB | 70.163% | 73.146% | 1,106 | -2.98 pts |
| Red | Single-break day | Retraced ≥50% of IB | 43.671% | 48.734% | 1,106 | -5.06 pts |
| Red | Single-break day | Retraced ≥75% of IB | 21.700% | 25.226% | 1,106 | -3.53 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| ib_size bin 1 (4.36–17.10] | Single-break day | Retraced ≥25% of IB | 69.565% | 76.000% | 575 | -6.43 pts |
| ib_size bin 1 (4.36–17.10] | Single-break day | Retraced ≥50% of IB | 44.348% | 50.261% | 575 | -5.91 pts |
| ib_size bin 1 (4.36–17.10] | Single-break day | Retraced ≥75% of IB | 23.652% | 24.696% | 575 | -1.04 pts |
| ib_size bin 2 (17.10–33.57] | Single-break day | Retraced ≥25% of IB | 71.494% | 73.323% | 656 | -1.83 pts |
| ib_size bin 2 (17.10–33.57] | Single-break day | Retraced ≥50% of IB | 42.988% | 50.000% | 656 | -7.01 pts |
| ib_size bin 2 (17.10–33.57] | Single-break day | Retraced ≥75% of IB | 21.341% | 26.677% | 656 | -5.34 pts |
| ib_size bin 3 (33.57–89.96] | Single-break day | Retraced ≥25% of IB | 67.412% | 73.962% | 626 | -6.55 pts |
| ib_size bin 3 (33.57–89.96] | Single-break day | Retraced ≥50% of IB | 41.374% | 51.757% | 626 | -10.38 pts |
| ib_size bin 3 (33.57–89.96] | Single-break day | Retraced ≥75% of IB | 16.134% | 26.038% | 626 | -9.90 pts |
| ib_size bin 4 (89.96–647.05] | Single-break day | Retraced ≥25% of IB | 68.794% | 74.184% | 705 | -5.39 pts |
| ib_size bin 4 (89.96–647.05] | Single-break day | Retraced ≥50% of IB | 39.716% | 49.929% | 705 | -10.21 pts |
| ib_size bin 4 (89.96–647.05] | Single-break day | Retraced ≥75% of IB | 18.582% | 25.816% | 705 | -7.23 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| ib_size_pct bin 1 (-0.00–0.20] | Single-break day | Retraced ≥25% of IB | 77.273% | 72.727% | 22 | +4.55 pts |
| ib_size_pct bin 1 (-0.00–0.20] | Single-break day | Retraced ≥50% of IB | 50.000% | 63.636% | 22 | -13.64 pts |
| ib_size_pct bin 1 (-0.00–0.20] | Single-break day | Retraced ≥75% of IB | 27.273% | 40.909% | 22 | -13.64 pts |
| ib_size_pct bin 2 (0.20–0.40] | Single-break day | Retraced ≥25% of IB | 77.305% | 73.227% | 564 | +4.08 pts |
| ib_size_pct bin 2 (0.20–0.40] | Single-break day | Retraced ≥50% of IB | 48.759% | 48.582% | 564 | +0.18 pts |
| ib_size_pct bin 2 (0.20–0.40] | Single-break day | Retraced ≥75% of IB | 23.404% | 25.355% | 564 | -1.95 pts |
| ib_size_pct bin 3 (0.40–0.60] | Single-break day | Retraced ≥25% of IB | 68.844% | 73.995% | 796 | -5.15 pts |
| ib_size_pct bin 3 (0.40–0.60] | Single-break day | Retraced ≥50% of IB | 42.085% | 48.492% | 796 | -6.41 pts |
| ib_size_pct bin 3 (0.40–0.60] | Single-break day | Retraced ≥75% of IB | 19.849% | 26.382% | 796 | -6.53 pts |
| ib_size_pct bin 4 (0.60–0.90] | Single-break day | Retraced ≥25% of IB | 66.713% | 75.905% | 718 | -9.19 pts |
| ib_size_pct bin 4 (0.60–0.90] | Single-break day | Retraced ≥50% of IB | 39.276% | 51.950% | 718 | -12.67 pts |
| ib_size_pct bin 4 (0.60–0.90] | Single-break day | Retraced ≥75% of IB | 17.688% | 26.880% | 718 | -9.19 pts |
| ib_size_pct bin 5 (0.90–inf] | Single-break day | Retraced ≥25% of IB | 64.069% | 74.242% | 462 | -10.17 pts |
| ib_size_pct bin 5 (0.90–inf] | Single-break day | Retraced ≥50% of IB | 37.446% | 51.732% | 462 | -14.29 pts |
| ib_size_pct bin 5 (0.90–inf] | Single-break day | Retraced ≥75% of IB | 18.398% | 26.840% | 462 | -8.44 pts |