Sessions most like 2026-08-04, as of 11:30 ET
What would separate them: The distinguishing thing is what happens to the high set into the cutoff — whether it is taken and held, or rejected and left standing as the session high. From there, watch whether a pullback deeper than anything this morning has produced finds buyers, and whether afternoon participation holds up or drains away.
What binds this cohort is not the size of the morning move but how cleanly it was held — each of these sessions came into the cutoff pressing near its high, with pullbacks shallower than a typical session has shown by that hour. Today sits mid-pack on how far it has pulled back from the high, though its deepest pullback of the morning has been tighter than most of the group, and the high was set in the minutes just before the cutoff rather than earlier in the morning. Today's range regime is wider than most of the cohort and wider than the typical session in the corpus, while participation is running only modestly above normal. Where these sessions differ is entirely in what came after the cutoff.
These pressed straight on from the cutoff and never looked back, extending the morning high through the afternoon and closing near the top of that extension. Downside from the cutoff barely registered.
These pushed well past the morning high before sellers took a meaningful bite out of the extension. They still finished above where they stood at the cutoff, but well off the afternoon high.
Movement in either direction stayed small once the cutoff passed. The morning high was nudged rather than built on, and the close landed near where the session already sat.
The morning high was extended only marginally before the afternoon traded down through a meaningful slice of the morning gain. Buyers restored most of that late, leaving the close near where the cutoff found it.
The cutoff high stood as the session high and price worked steadily lower for the rest of the day, closing well below where the cutoff left them. The heavier case gave up the entire morning advance and made a fresh session low on the way down.
Written from the computed figures only, by a model that is not permitted to write a number — every count above is rendered from the same data as the table. Camps are one reading of these sessions, not a forecast: the matched features have been measured to add nothing over price position alone, so a cohort rate at this sample size is descriptive.
What kind of session these became — expansion one way, both ways, or balance — on the same four-way split the corpus study uses, where balance is a third of all sessions. Deliberately not a hit rate: which extreme gets taken largely restates where price already sat at the cutoff, and nobody holds to the close anyway. How far it ran, what it cost to sit through, and when it got there are the parts a trade is built on. n=12.
| plot | session | dist | ATR | IB /ATR | RVOL | retr now | retr max | to close | max up | max down | new high | new low |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-04 — today | 0.00 | 67.0 | 0.75 | 1.10 | 7% | 8% | in progress | |||||
| 2026-02-09 | 0.57 | 56.5 | 0.82 | 0.88 | 2% | 8% | -0.14 | +0.22 | -0.20 | YES | — | |
| 2025-04-02 | 0.62 | 94.5 | 0.66 | 1.14 | 5% | 11% | +0.13 | +0.44 | -0.26 | YES | — | |
| 2026-05-14 | 0.82 | 55.5 | 0.51 | 0.88 | 6% | 7% | -0.07 | +0.18 | -0.41 | YES | — | |
| 2026-02-06 | 0.84 | 56.5 | 1.01 | 1.47 | 10% | 18% | +0.63 | +0.93 | -0.04 | YES | — | |
| 2023-08-29 | 0.86 | 44.0 | 0.83 | 1.01 | 2% | 6% | +0.52 | +0.59 | -0.01 | YES | — | |
| 2024-02-02 | 0.92 | 36.5 | 0.58 | 1.22 | 8% | 34% | +0.37 | +0.87 | -0.20 | YES | — | |
| 2024-04-03 | 0.96 | 35.0 | 0.86 | 0.88 | 5% | 6% | -0.40 | +0.04 | -0.89 | — | — | |
| 2026-08-03 | 0.97 | 66.8 | 0.86 | 1.01 | 9% | 11% | +0.38 | +0.52 | -0.01 | YES | — | |
| 2025-09-11 | 0.99 | 40.5 | 0.67 | 0.91 | 4% | 24% | +0.04 | +0.23 | -0.20 | YES | — | |
| 2022-10-28 | 1.09 | 70.2 | 0.68 | 1.43 | 16% | 18% | +0.54 | +0.62 | -0.05 | YES | — | |
| 2024-01-04 | 1.14 | 32.0 | 0.65 | 0.88 | 11% | 15% | -1.05 | +0.05 | -1.14 | — | YES | |
| 2025-02-04 | 1.14 | 54.8 | 0.71 | 0.81 | 2% | 15% | -0.05 | +0.06 | -0.47 | YES | — | |
| cohort low | 32.0 | 0.51 | 0.81 | 2% | 6% | -1.05 | +0.04 | -1.14 | ||||
| cohort median | 55.5 | 0.71 | 1.01 | 6% | 15% | +0.13 | +0.44 | -0.20 | ||||
| cohort high | 94.5 | 1.01 | 1.47 | 16% | 34% | +0.63 | +0.93 | -0.01 | ||||
| cohort hit rate | 10/12 | 1/12 | ||||||||||
| CORPUS median (n=967) | 50.5 | 0.51 | 1.00 | 34% | 60% | +0.05 | +0.30 | -0.28 | ||||
| CORPUS base rate | 56% | 50% | ||||||||||
All ATR-normalised and measured from the 11:30 cutoff. max up / max down are forward excursions after the cutoff — not the session extremes, which in most of these were already set. new high / new low ask whether the post-cutoff move exceeded the pre-cutoff extreme. Click any row to expand that session's chart to full width and jump to it; click again to collapse.
Matched on seven measures, all ATR-normalised and z-scored: distance from VWAP, magnitude of the high off the open, the clock time of that high, expansion of the price-VWAP gap across IB creation, how far VWAP itself was dragged, and how much of the drive has been retraced — both currently and at its deepest. The IB-gap and VWAP terms separate a day that trended from one that chopped to the same place; the retracement terms separate a day still pinned near its high from one that has round-tripped to the open. Ordered nearest first. Solid = up to 11:30, the part matched on. Faded = the rest of the day, the part to read. Shaded band left of the 09:30 marker is premarket from 06:00 ET. The y-axis is a shared ATR ruler with the session open at 0, identical on every tile, so magnitudes are directly comparable.
n=12. This is a case-inspection tool for rare behaviour — sort the tiles into camps by eye. It is not an inference tool, and a percentage taken off this many charts would not mean anything.
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