Instrument
Stat
Weekly Open Retracement
When the first RTH bar of the week closes above or below the weekly opening price, how often does intraday price retrace back to touch that level before the week ends?
Timeframe
When the first RTH bar of the week closes above or below the weekly opening price, how often does intraday price retrace back to touch that level before the week ends?
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Opened above | Retraced | 94.589% | 96.104% | 462 | -1.52 pts |
| Opened above | Not retraced | 5.411% | 3.896% | 462 | +1.52 pts |
| Opened below | Retraced | 98.568% | 96.897% | 419 | +1.67 pts |
| Opened below | Not retraced | 1.432% | 3.103% | 419 | -1.67 pts |
| Retraced | Monday | 91.412% | 20.941% | 850 | +70.47 pts |
| Retraced | Tuesday | 5.412% | 20.824% | 850 | -15.41 pts |
| Retraced | Wednesday | 1.647% | 20.353% | 850 | -18.71 pts |
| Retraced | Thursday | 0.588% | 18.824% | 850 | -18.24 pts |
| Retraced | Friday | 0.941% | 19.059% | 850 | -18.12 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 |
|---|---|---|---|---|---|---|
| spike_pts bin 1 (0.58–4.32] | Opened above | Retraced | 100.000% | 100.000% | 106 | +0.00 pts |
| spike_pts bin 1 (0.58–4.32] | Opened above | Not retraced | 0.000% | 0.000% | 106 | +0.00 pts |
| spike_pts bin 1 (0.58–4.32] | Opened below | Retraced | 100.000% | 100.000% | 115 | +0.00 pts |
| spike_pts bin 1 (0.58–4.32] | Opened below | Not retraced | 0.000% | 0.000% | 115 | +0.00 pts |
| spike_pts bin 1 (0.58–4.32] | Retraced | Monday | 99.548% | 21.719% | 221 | +77.83 pts |
| spike_pts bin 1 (0.58–4.32] | Retraced | Tuesday | 0.452% | 19.910% | 221 | -19.46 pts |
| spike_pts bin 1 (0.58–4.32] | Retraced | Wednesday | 0.000% | 17.647% | 221 | -17.65 pts |
| spike_pts bin 1 (0.58–4.32] | Retraced | Thursday | 0.000% | 16.742% | 221 | -16.74 pts |
| spike_pts bin 1 (0.58–4.32] | Retraced | Friday | 0.000% | 23.982% | 221 | -23.98 pts |
| spike_pts bin 2 (4.32–12.00] | Opened above | Retraced | 100.000% | 100.000% | 107 | +0.00 pts |
| spike_pts bin 2 (4.32–12.00] | Opened above | Not retraced | 0.000% | 0.000% | 107 | +0.00 pts |
| spike_pts bin 2 (4.32–12.00] | Opened below | Retraced | 100.000% | 100.000% | 113 | +0.00 pts |
| spike_pts bin 2 (4.32–12.00] | Opened below | Not retraced | 0.000% | 0.000% | 113 | +0.00 pts |
| spike_pts bin 2 (4.32–12.00] | Retraced | Monday | 97.273% | 21.818% | 220 | +75.45 pts |
| spike_pts bin 2 (4.32–12.00] | Retraced | Tuesday | 2.273% | 20.000% | 220 | -17.73 pts |
| spike_pts bin 2 (4.32–12.00] | Retraced | Wednesday | 0.455% | 17.727% | 220 | -17.27 pts |
| spike_pts bin 2 (4.32–12.00] | Retraced | Thursday | 0.000% | 16.818% | 220 | -16.82 pts |
| spike_pts bin 2 (4.32–12.00] | Retraced | Friday | 0.000% | 23.636% | 220 | -23.64 pts |
| spike_pts bin 3 (12.00–33.92] | Opened above | Retraced | 100.000% | 100.000% | 118 | +0.00 pts |
| spike_pts bin 3 (12.00–33.92] | Opened above | Not retraced | 0.000% | 0.000% | 118 | +0.00 pts |
| spike_pts bin 3 (12.00–33.92] | Opened below | Retraced | 100.000% | 100.000% | 102 | +0.00 pts |
| spike_pts bin 3 (12.00–33.92] | Opened below | Not retraced | 0.000% | 0.000% | 102 | +0.00 pts |
| spike_pts bin 3 (12.00–33.92] | Retraced | Monday | 94.091% | 21.818% | 220 | +72.27 pts |
| spike_pts bin 3 (12.00–33.92] | Retraced | Tuesday | 5.000% | 20.000% | 220 | -15.00 pts |
| spike_pts bin 3 (12.00–33.92] | Retraced | Wednesday | 0.455% | 17.727% | 220 | -17.27 pts |
| spike_pts bin 3 (12.00–33.92] | Retraced | Thursday | 0.455% | 16.818% | 220 | -16.36 pts |
| spike_pts bin 3 (12.00–33.92] | Retraced | Friday | 0.000% | 23.636% | 220 | -23.64 pts |
| spike_pts bin 4 (33.92–1316.87] | Opened above | Retraced | 80.916% | 86.260% | 131 | -5.34 pts |
| spike_pts bin 4 (33.92–1316.87] | Opened above | Not retraced | 19.084% | 13.740% | 131 | +5.34 pts |
| spike_pts bin 4 (33.92–1316.87] | Opened below | Retraced | 93.258% | 85.393% | 89 | +7.87 pts |
| spike_pts bin 4 (33.92–1316.87] | Opened below | Not retraced | 6.742% | 14.607% | 89 | -7.87 pts |
| spike_pts bin 4 (33.92–1316.87] | Retraced | Monday | 71.958% | 24.339% | 189 | +47.62 pts |
| spike_pts bin 4 (33.92–1316.87] | Retraced | Tuesday | 15.344% | 19.048% | 189 | -3.70 pts |
| spike_pts bin 4 (33.92–1316.87] | Retraced | Wednesday | 6.349% | 17.460% | 189 | -11.11 pts |
| spike_pts bin 4 (33.92–1316.87] | Retraced | Thursday | 2.116% | 15.873% | 189 | -13.76 pts |
| spike_pts bin 4 (33.92–1316.87] | Retraced | Friday | 4.233% | 23.280% | 189 | -19.05 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| spike_pct bin 1 (0.01–0.08] | Opened above | Retraced | 100.000% | 100.000% | 115 | +0.00 pts |
| spike_pct bin 1 (0.01–0.08] | Opened above | Not retraced | 0.000% | 0.000% | 115 | +0.00 pts |
| spike_pct bin 1 (0.01–0.08] | Opened below | Retraced | 100.000% | 100.000% | 106 | +0.00 pts |
| spike_pct bin 1 (0.01–0.08] | Opened below | Not retraced | 0.000% | 0.000% | 106 | +0.00 pts |
| spike_pct bin 1 (0.01–0.08] | Retraced | Monday | 98.643% | 21.719% | 221 | +76.92 pts |
| spike_pct bin 1 (0.01–0.08] | Retraced | Tuesday | 1.357% | 19.910% | 221 | -18.55 pts |
| spike_pct bin 1 (0.01–0.08] | Retraced | Wednesday | 0.000% | 17.647% | 221 | -17.65 pts |
| spike_pct bin 1 (0.01–0.08] | Retraced | Thursday | 0.000% | 16.742% | 221 | -16.74 pts |
| spike_pct bin 1 (0.01–0.08] | Retraced | Friday | 0.000% | 23.982% | 221 | -23.98 pts |
| spike_pct bin 2 (0.08–0.15] | Opened above | Retraced | 100.000% | 100.000% | 111 | +0.00 pts |
| spike_pct bin 2 (0.08–0.15] | Opened above | Not retraced | 0.000% | 0.000% | 111 | +0.00 pts |
| spike_pct bin 2 (0.08–0.15] | Opened below | Retraced | 100.000% | 100.000% | 109 | +0.00 pts |
| spike_pct bin 2 (0.08–0.15] | Opened below | Not retraced | 0.000% | 0.000% | 109 | +0.00 pts |
| spike_pct bin 2 (0.08–0.15] | Retraced | Monday | 98.182% | 21.818% | 220 | +76.36 pts |
| spike_pct bin 2 (0.08–0.15] | Retraced | Tuesday | 1.818% | 20.000% | 220 | -18.18 pts |
| spike_pct bin 2 (0.08–0.15] | Retraced | Wednesday | 0.000% | 17.727% | 220 | -17.73 pts |
| spike_pct bin 2 (0.08–0.15] | Retraced | Thursday | 0.000% | 16.818% | 220 | -16.82 pts |
| spike_pct bin 2 (0.08–0.15] | Retraced | Friday | 0.000% | 23.636% | 220 | -23.64 pts |
| spike_pct bin 3 (0.15–0.34] | Opened above | Retraced | 100.000% | 100.000% | 105 | +0.00 pts |
| spike_pct bin 3 (0.15–0.34] | Opened above | Not retraced | 0.000% | 0.000% | 105 | +0.00 pts |
| spike_pct bin 3 (0.15–0.34] | Opened below | Retraced | 100.000% | 100.000% | 115 | +0.00 pts |
| spike_pct bin 3 (0.15–0.34] | Opened below | Not retraced | 0.000% | 0.000% | 115 | +0.00 pts |
| spike_pct bin 3 (0.15–0.34] | Retraced | Monday | 98.182% | 21.818% | 220 | +76.36 pts |
| spike_pct bin 3 (0.15–0.34] | Retraced | Tuesday | 1.364% | 20.000% | 220 | -18.64 pts |
| spike_pct bin 3 (0.15–0.34] | Retraced | Wednesday | 0.455% | 17.727% | 220 | -17.27 pts |
| spike_pct bin 3 (0.15–0.34] | Retraced | Thursday | 0.000% | 16.818% | 220 | -16.82 pts |
| spike_pct bin 3 (0.15–0.34] | Retraced | Friday | 0.000% | 23.636% | 220 | -23.64 pts |
| spike_pct bin 4 (0.34–6.67] | Opened above | Retraced | 80.916% | 87.023% | 131 | -6.11 pts |
| spike_pct bin 4 (0.34–6.67] | Opened above | Not retraced | 19.084% | 12.977% | 131 | +6.11 pts |
| spike_pct bin 4 (0.34–6.67] | Opened below | Retraced | 93.258% | 84.270% | 89 | +8.99 pts |
| spike_pct bin 4 (0.34–6.67] | Opened below | Not retraced | 6.742% | 15.730% | 89 | -8.99 pts |
| spike_pct bin 4 (0.34–6.67] | Retraced | Monday | 67.196% | 24.339% | 189 | +42.86 pts |
| spike_pct bin 4 (0.34–6.67] | Retraced | Tuesday | 19.048% | 19.048% | 189 | +0.00 pts |
| spike_pct bin 4 (0.34–6.67] | Retraced | Wednesday | 6.878% | 17.460% | 189 | -10.58 pts |
| spike_pct bin 4 (0.34–6.67] | Retraced | Thursday | 2.646% | 15.873% | 189 | -13.23 pts |
| spike_pct bin 4 (0.34–6.67] | Retraced | Friday | 4.233% | 23.280% | 189 | -19.05 pts |