After the opening week range forms from the first N sessions of the week, how often does the rest of the week break above the range high, below the range low, both sides, or neither — and when both are taken, which level is reached first?
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Opening week range | Break opening high only | 33.150% | 24.449% | 908 | +8.70 pts |
| Opening week range | Break opening low only | 19.824% | 28.524% | 908 | -8.70 pts |
| Opening week range | Break both levels | 46.476% | 46.476% | 908 | +0.00 pts |
| Opening week range | Stay inside | 0.551% | 0.551% | 908 | +0.00 pts |
| Broke both levels | High taken first | 52.607% | 49.052% | 422 | +3.55 pts |
| Broke both levels | Low taken first | 47.393% | 50.948% | 422 | -3.55 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 |
|---|---|---|---|---|---|---|
| opening_size bin 1 (3.84–34.10] | Opening week range | Break opening high only | 24.670% | 19.824% | 227 | +4.85 pts |
| opening_size bin 1 (3.84–34.10] | Opening week range | Break opening low only | 15.859% | 20.705% | 227 | -4.85 pts |
| opening_size bin 1 (3.84–34.10] | Opening week range | Break both levels | 59.471% | 59.471% | 227 | +0.00 pts |
| opening_size bin 1 (3.84–34.10] | Opening week range | Stay inside | 0.000% | 0.000% | 227 | +0.00 pts |
| opening_size bin 1 (3.84–34.10] | Broke both levels | High taken first | 51.852% | 46.667% | 135 | +5.19 pts |
| opening_size bin 1 (3.84–34.10] | Broke both levels | Low taken first | 48.148% | 53.333% | 135 | -5.19 pts |
| opening_size bin 2 (34.10–66.04] | Opening week range | Break opening high only | 34.802% | 25.551% | 227 | +9.25 pts |
| opening_size bin 2 (34.10–66.04] | Opening week range | Break opening low only | 20.264% | 29.515% | 227 | -9.25 pts |
| opening_size bin 2 (34.10–66.04] | Opening week range | Break both levels | 44.053% | 44.053% | 227 | +0.00 pts |
| opening_size bin 2 (34.10–66.04] | Opening week range | Stay inside | 0.881% | 0.881% | 227 | +0.00 pts |
| opening_size bin 2 (34.10–66.04] | Broke both levels | High taken first | 53.000% | 49.000% | 100 | +4.00 pts |
| opening_size bin 2 (34.10–66.04] | Broke both levels | Low taken first | 47.000% | 51.000% | 100 | -4.00 pts |
| opening_size bin 3 (66.04–181.59] | Opening week range | Break opening high only | 35.683% | 25.551% | 227 | +10.13 pts |
| opening_size bin 3 (66.04–181.59] | Opening week range | Break opening low only | 18.502% | 28.634% | 227 | -10.13 pts |
| opening_size bin 3 (66.04–181.59] | Opening week range | Break both levels | 44.934% | 44.934% | 227 | +0.00 pts |
| opening_size bin 3 (66.04–181.59] | Opening week range | Stay inside | 0.881% | 0.881% | 227 | +0.00 pts |
| opening_size bin 3 (66.04–181.59] | Broke both levels | High taken first | 49.020% | 46.078% | 102 | +2.94 pts |
| opening_size bin 3 (66.04–181.59] | Broke both levels | Low taken first | 50.980% | 53.922% | 102 | -2.94 pts |
| opening_size bin 4 (181.59–1753.88] | Opening week range | Break opening high only | 37.445% | 33.921% | 227 | +3.52 pts |
| opening_size bin 4 (181.59–1753.88] | Opening week range | Break opening low only | 24.670% | 28.194% | 227 | -3.52 pts |
| opening_size bin 4 (181.59–1753.88] | Opening week range | Break both levels | 37.445% | 37.445% | 227 | +0.00 pts |
| opening_size bin 4 (181.59–1753.88] | Opening week range | Stay inside | 0.441% | 0.441% | 227 | +0.00 pts |
| opening_size bin 4 (181.59–1753.88] | Broke both levels | High taken first | 57.647% | 45.882% | 85 | +11.76 pts |
| opening_size bin 4 (181.59–1753.88] | Broke both levels | Low taken first | 42.353% | 54.118% | 85 | -11.76 pts |