Patterns

Documented price-action patterns with historical context and detection notes.

Each pattern includes historical stats, contextual notes, and the conditions that make it worth watching during a session.

Pattern

Day-of-Week Bias

How RTH close-to-close returns differ by weekday and whether any specific day pulls above or below the all-session average.

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Pattern

Inside Day

How often a session contained inside the prior session's range produces a directional breakout the next day.

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Pattern

NR7

How often the narrowest-range session in seven days resolves into a directional breakout the next day.

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Pattern

Opening Drive Failure

How often a strong move in the first 30 minutes of RTH gets fully unwound by the close.

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Pattern

Outside Day

How often the close direction of an engulfing session carries through to the next day.

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Pattern

Pre-Holiday Effect

Whether the session right before a US market holiday produces different RTH returns than a normal day.

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Pattern

Range Breakout Failure

How often a 15-minute close above or below a rolling N-bar range gets unwound within the next two hours.

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Pattern

Santa Rally and January Effect

Whether the late-December rally and early-January push produce different RTH returns than the rest of the year.

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Pattern

Three-Bar Reversal

How often a fourth-bar reversal after three directional sessions actually carries into the next day.

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Pattern

Turn-of-Month Effect

Whether the recurring window around month boundaries produces different RTH returns than the rest of the month.

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Pattern

Volatility Squeeze Break

How often a tightly compressed period of price action resolves into a directional break, and how those breaks behave afterward.

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Pattern

Gap Fill Rate

How often overnight gaps close back to the prior session's close during the following regular trading hours.

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