Sessions most like 2026-08-11, as of 11:30 ET
What would separate them: What separates the camps is observable in real time: whether the next test of the morning low is absorbed and turned back or draws price down through it, and whether participation stays this light into the afternoon or picks up. The sessions that were bought back and the sessions that went quiet part company from the sessions that kept pressing on those points, not on anything visible before the cutoff.
These are mornings that made their high early and then spent the rest of the session giving ground, with each bounce failing beneath the last — drifting rather than driving, and mostly quieter than the record's usual. Today fits that pattern at its extreme: the high came right at the opening bar, the best bounce so far is thinner than most of the group managed by this hour, and turnover is running under even this subdued cohort, far below a typical day. Where today parts company is volatility — the daily range it is working with sits toward the wide end of the matched set and above the record's middle. What the group went on to do after the cutoff was not advertised by any of that.
The break of the morning low barely travelled before it was taken back. Buyers worked the afternoon up through the damage, and these sessions finished well above where they sat at late morning, with the day's high set after the cutoff rather than at the open.
For these, the morning slide was the day. Afternoon bounces died short of the high, the low kept extending after the cutoff, and the close landed in the lower part of the range.
These covered real ground after the cutoff — a deep probe under the morning low, and in some cases a swing back up as well — and then handed the excursion back, finishing about where they had been at late morning. The travel was real; the net was not.
The morning drift simply stalled. Range contracted after the cutoff, the low was extended by a nudge rather than a push, and the close landed nearly on top of the late-morning price.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-11 — today | 0.00 | 68.8 | 0.30 | 0.64 | 8% | 27% | in progress | |||||
| 2024-01-23 | 0.36 | 36.2 | 0.28 | 0.79 | 13% | 20% | +0.52 | +0.58 | -0.05 | YES | YES | |
| 2024-05-13 | 0.39 | 49.0 | 0.33 | 0.65 | 6% | 24% | +0.01 | +0.10 | -0.24 | — | YES | |
| 2022-12-19 | 0.57 | 57.0 | 0.38 | 0.85 | 20% | 34% | -0.29 | +0.03 | -0.59 | — | YES | |
| 2025-04-14 | 0.57 | 112.0 | 0.47 | 0.74 | 2% | 35% | +0.04 | +0.36 | -0.42 | — | YES | |
| 2025-09-19 | 0.72 | 40.5 | 0.36 | 0.81 | 6% | 32% | +0.76 | +1.00 | -0.09 | YES | YES | |
| 2022-10-10 | 0.85 | 85.0 | 0.39 | 1.43 | 22% | 39% | -0.04 | +0.24 | -0.31 | — | YES | |
| 2023-06-16 | 0.87 | 38.0 | 0.64 | 1.27 | 17% | 32% | -0.37 | +0.43 | -0.49 | — | YES | |
| 2024-08-28 | 0.91 | 59.8 | 0.21 | 0.85 | 19% | 24% | +0.01 | +0.18 | -0.56 | — | YES | |
| 2025-06-30 | 0.94 | 47.5 | 0.33 | 0.67 | 31% | 56% | +0.32 | +0.61 | -0.26 | YES | YES | |
| 2023-09-01 | 0.95 | 46.0 | 0.56 | 1.18 | 8% | 24% | +0.08 | +0.10 | -0.26 | — | YES | |
| 2025-03-26 | 0.97 | 94.8 | 0.40 | 0.93 | 12% | 29% | -0.39 | +0.05 | -0.55 | — | YES | |
| 2023-09-21 | 1.00 | 31.8 | 0.62 | 1.30 | 8% | 28% | -0.75 | +0.35 | -0.82 | — | YES | |
| cohort low | 31.8 | 0.21 | 0.65 | 2% | 20% | -0.75 | +0.03 | -0.82 | ||||
| cohort median | 49.0 | 0.39 | 0.85 | 13% | 32% | +0.01 | +0.35 | -0.31 | ||||
| cohort high | 112.0 | 0.64 | 1.43 | 31% | 56% | +0.76 | +1.00 | -0.05 | ||||
| cohort hit rate | 3/12 | 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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