Instrument
Stat
Market Session Correlation
How often does a second market session close green or red given the color a first market session closed, within the same trading cycle?
Timeframe
How often does a second market session close green or red given the color a first market session closed, within the same trading cycle?
Session 2 green (up) vs Session 2 red (down)
Session 2 green (up) vs Session 2 red (down)
Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Session 1 green | Session 2 green (up) | 64.309% | 49.200% | 2,432 | +15.11 pts |
| Session 1 green | Session 2 red (down) | 35.691% | 50.800% | 2,432 | -15.11 pts |
| Session 1 red | Session 2 green (up) | 45.061% | 49.197% | 1,873 | -4.14 pts |
| Session 1 red | Session 2 red (down) | 54.939% | 50.803% | 1,873 | +4.14 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Monday | Session 1 green | Session 2 green (up) | 70.199% | 49.757% | 453 | +20.44 pts |
| Monday | Session 1 green | Session 2 red (down) | 29.801% | 50.243% | 453 | -20.44 pts |
| Monday | Session 1 red | Session 2 green (up) | 49.300% | 50.754% | 357 | -1.45 pts |
| Monday | Session 1 red | Session 2 red (down) | 50.700% | 49.246% | 357 | +1.45 pts |
| Tuesday | Session 1 green | Session 2 green (up) | 64.083% | 51.209% | 529 | +12.87 pts |
| Tuesday | Session 1 green | Session 2 red (down) | 35.917% | 48.791% | 529 | -12.87 pts |
| Tuesday | Session 1 red | Session 2 green (up) | 44.628% | 49.886% | 363 | -5.26 pts |
| Tuesday | Session 1 red | Session 2 red (down) | 55.372% | 50.114% | 363 | +5.26 pts |
| Wednesday | Session 1 green | Session 2 green (up) | 64.118% | 51.982% | 510 | +12.14 pts |
| Wednesday | Session 1 green | Session 2 red (down) | 35.882% | 48.018% | 510 | -12.14 pts |
| Wednesday | Session 1 red | Session 2 green (up) | 46.277% | 49.306% | 376 | -3.03 pts |
| Wednesday | Session 1 red | Session 2 red (down) | 53.723% | 50.694% | 376 | +3.03 pts |
| Thursday | Session 1 green | Session 2 green (up) | 62.876% | 51.461% | 466 | +11.41 pts |
| Thursday | Session 1 green | Session 2 red (down) | 37.124% | 48.539% | 466 | -11.41 pts |
| Thursday | Session 1 red | Session 2 green (up) | 42.432% | 50.236% | 403 | -7.80 pts |
| Thursday | Session 1 red | Session 2 red (down) | 57.568% | 49.764% | 403 | +7.80 pts |
| Friday | Session 1 green | Session 2 green (up) | 60.549% | 48.605% | 474 | +11.94 pts |
| Friday | Session 1 green | Session 2 red (down) | 39.451% | 51.395% | 474 | -11.94 pts |
| Friday | Session 1 red | Session 2 green (up) | 43.048% | 53.110% | 374 | -10.06 pts |
| Friday | Session 1 red | Session 2 red (down) | 56.952% | 46.890% | 374 | +10.06 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| s1_size bin 1 (-0.00–19.41] | Session 1 green | Session 2 green (up) | 63.286% | 51.002% | 700 | +12.28 pts |
| s1_size bin 1 (-0.00–19.41] | Session 1 green | Session 2 red (down) | 36.714% | 48.998% | 700 | -12.28 pts |
| s1_size bin 1 (-0.00–19.41] | Session 1 red | Session 2 green (up) | 48.276% | 48.674% | 377 | -0.40 pts |
| s1_size bin 1 (-0.00–19.41] | Session 1 red | Session 2 red (down) | 51.724% | 51.326% | 377 | +0.40 pts |
| s1_size bin 2 (19.41–39.22] | Session 1 green | Session 2 green (up) | 64.437% | 49.818% | 613 | +14.62 pts |
| s1_size bin 2 (19.41–39.22] | Session 1 green | Session 2 red (down) | 35.563% | 50.182% | 613 | -14.62 pts |
| s1_size bin 2 (19.41–39.22] | Session 1 red | Session 2 green (up) | 46.652% | 49.811% | 463 | -3.16 pts |
| s1_size bin 2 (19.41–39.22] | Session 1 red | Session 2 red (down) | 53.348% | 50.189% | 463 | +3.16 pts |
| s1_size bin 3 (39.22–105.95] | Session 1 green | Session 2 green (up) | 66.835% | 49.818% | 594 | +17.02 pts |
| s1_size bin 3 (39.22–105.95] | Session 1 green | Session 2 red (down) | 33.165% | 50.182% | 594 | -17.02 pts |
| s1_size bin 3 (39.22–105.95] | Session 1 red | Session 2 green (up) | 44.398% | 49.811% | 482 | -5.41 pts |
| s1_size bin 3 (39.22–105.95] | Session 1 red | Session 2 red (down) | 55.602% | 50.189% | 482 | +5.41 pts |
| s1_size bin 4 (105.95–990.50] | Session 1 green | Session 2 green (up) | 62.667% | 49.818% | 525 | +12.85 pts |
| s1_size bin 4 (105.95–990.50] | Session 1 green | Session 2 red (down) | 37.333% | 50.182% | 525 | -12.85 pts |
| s1_size bin 4 (105.95–990.50] | Session 1 red | Session 2 green (up) | 42.105% | 49.811% | 551 | -7.71 pts |
| s1_size bin 4 (105.95–990.50] | Session 1 red | Session 2 red (down) | 57.895% | 50.189% | 551 | +7.71 pts |