Sessions most like 2026-08-06, as of 11:30 ET
What would separate them: The separating behaviour was what happened on the probe under the low being made into the cutoff — whether it drew fresh volume and held, or was rejected straight back into the morning range. Worth watching alongside that: whether VWAP caps the first bounce, and whether the afternoon brings range expansion or the day stays inside the envelope the morning built.
What links these sessions is not how the opening looked but what came after it — each set its high early, surrendered the entire move, and arrived at the cutoff at or near the worst of the give-back, with price under VWAP. Participation ran lighter than a typical session in most of them, and the opening range was contained relative to the day's volatility rather than sprawling. Today sits at the wide end of the group on expected daily range while its excursion off the open was modest: a high-volatility day that has so far traded like a quiet session. Volume is running under a typical session, which is ordinary inside this cohort but not against the broader corpus.
These carried the give-back into a sustained leg lower and finished near the bottom of their range, with the deepest downside travel in the cohort. Where an upside probe came first, it was reversed and then some.
Travel below the cutoff was among the deepest here, but it got bought back through the afternoon. The close landed near where the morning had already left price rather than at the low.
The morning low gave way only slightly and the selling stopped there. These turned from just under the cutoff and spent the rest of the session working back, closing in the upper part of the day's range.
Neither side made progress after the cutoff. Price leaked a little lower, in places poked back above the morning high, and the close came in near where the cutoff found it.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-06 — today | 0.00 | 74.0 | 0.38 | 0.89 | 150% | 150% | in progress | |||||
| 2025-10-29 | 0.53 | 49.8 | 0.32 | 0.70 | 145% | 150% | -0.19 | +0.14 | -1.11 | — | YES | |
| 2023-11-16 | 0.63 | 45.5 | 0.31 | 1.10 | 150% | 150% | +0.42 | +0.45 | -0.04 | — | YES | |
| 2024-09-25 | 0.64 | 59.2 | 0.18 | 0.68 | 145% | 150% | -0.12 | +0.08 | -0.32 | — | YES | |
| 2023-05-03 | 0.83 | 39.0 | 0.37 | 0.88 | 150% | 150% | -0.69 | +0.84 | -0.75 | YES | YES | |
| 2024-08-20 | 0.87 | 60.5 | 0.35 | 0.77 | 150% | 150% | +0.11 | +0.30 | -0.11 | — | YES | |
| 2023-04-24 | 0.87 | 34.0 | 0.33 | 1.00 | 150% | 150% | +0.44 | +0.44 | -0.19 | — | YES | |
| 2025-12-26 | 0.92 | 48.0 | 0.44 | 0.48 | 140% | 150% | +0.02 | +0.05 | -0.21 | — | YES | |
| 2025-10-16 | 0.92 | 50.5 | 0.53 | 1.13 | 150% | 150% | -1.04 | +0.19 | -1.76 | — | YES | |
| 2025-08-18 | 1.01 | 44.0 | 0.32 | 0.61 | 114% | 150% | +0.13 | +0.27 | -0.13 | — | YES | |
| 2024-07-09 | 1.02 | 35.0 | 0.36 | 0.75 | 130% | 150% | -0.06 | +0.34 | -0.16 | YES | YES | |
| 2024-10-07 | 1.02 | 49.2 | 0.30 | 0.67 | 148% | 150% | -0.78 | +0.03 | -1.04 | — | YES | |
| 2026-03-17 | 1.03 | 84.2 | 0.35 | 0.79 | 137% | 141% | -0.10 | +0.09 | -0.19 | — | YES | |
| cohort low | 34.0 | 0.18 | 0.48 | 114% | 141% | -1.04 | +0.03 | -1.76 | ||||
| cohort median | 49.2 | 0.35 | 0.77 | 148% | 150% | -0.06 | +0.27 | -0.19 | ||||
| cohort high | 84.2 | 0.53 | 1.13 | 150% | 150% | +0.44 | +0.84 | -0.04 | ||||
| cohort hit rate | 2/12 | 12/12 | ||||||||||
| 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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