Sessions most like 2026-08-20, as of 11:30 ET
What would separate them: Watch how price handles the morning high area and the session low on their next approach — whether either gets taken and held, or gets rejected quickly. Watch too whether volume expands as price leaves the volume-weighted average, or the tape thins out through the early afternoon.
The matched sessions share a shape rather than a size: an early push, a high posted late in the morning, and a giveback deep enough to erase most of what the push built — much further retraced than a session is at this hour. Today sits toward the higher-volatility end of that group, on a wider daily range than the corpus norm, while participation is ordinary by corpus standards and a shade heavier than most of the matches carried. Price is sitting on the session's volume-weighted average at the cutoff, which is about the most neutral place this shape can leave it. The deepest point of today's giveback has erased the push outright, which is further than most of the group ever got.
These afternoons picked the morning direction back up and closed above where the cutoff found them, with only minor dips along the way. How far they ran varied hugely — the strongest went far beyond anything else here.
These flushed hard below the midday price after the cutoff — the hardest of them cut through the morning's low — before buyers took it back. Each closed above where the cutoff found it.
Price worked in either direction through the afternoon and finished near where the cutoff found it. The afternoon range was real; the net move was not.
This session simply kept going down after the giveback, made its low late, and closed at the weak end of the day. It was the sole match that barely traded back above its midday price at any point.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-20 — today | 0.00 | 65.0 | 0.38 | 1.04 | 66% | 101% | in progress | |||||
| 2023-07-13 | 0.51 | 31.0 | 0.35 | 0.75 | 69% | 96% | +0.48 | +0.76 | -0.07 | YES | — | |
| 2026-03-19 | 0.69 | 84.2 | 0.52 | 1.05 | 70% | 89% | +0.25 | +0.64 | -0.26 | YES | — | |
| 2023-05-01 | 0.88 | 39.0 | 0.35 | 0.89 | 77% | 93% | -0.09 | +0.46 | -0.15 | YES | YES | |
| 2024-07-16 | 0.98 | 35.0 | 0.44 | 1.14 | 61% | 66% | +0.38 | +0.48 | -0.37 | YES | — | |
| 2024-03-15 | 1.06 | 39.2 | 0.65 | 1.24 | 65% | 102% | -0.22 | +0.04 | -0.61 | — | YES | |
| 2023-06-23 | 1.07 | 35.5 | 0.37 | 0.96 | 80% | 104% | +0.04 | +0.54 | -0.20 | YES | YES | |
| 2025-03-21 | 1.08 | 101.2 | 0.24 | 0.93 | 76% | 81% | +0.43 | +0.51 | -0.12 | YES | — | |
| 2025-01-13 | 1.17 | 64.2 | 0.52 | 1.26 | 65% | 71% | +0.71 | +0.76 | -0.20 | YES | — | |
| 2024-03-04 | 1.22 | 34.8 | 0.19 | 0.73 | 53% | 76% | -0.06 | +0.52 | -0.08 | YES | — | |
| 2024-02-21 | 1.23 | 38.0 | 0.31 | 0.75 | 56% | 64% | +0.36 | +0.43 | -0.61 | YES | YES | |
| 2024-05-06 | 1.23 | 66.0 | 0.20 | 0.63 | 59% | 86% | +0.38 | +0.38 | -0.06 | YES | — | |
| 2023-12-13 | 1.26 | 26.5 | 0.26 | 0.66 | 50% | 56% | +2.12 | +2.25 | -0.29 | YES | YES | |
| cohort low | 26.5 | 0.19 | 0.63 | 50% | 56% | -0.22 | +0.04 | -0.61 | ||||
| cohort median | 39.0 | 0.35 | 0.93 | 65% | 86% | +0.38 | +0.52 | -0.20 | ||||
| cohort high | 101.2 | 0.65 | 1.26 | 80% | 104% | +2.12 | +2.25 | -0.06 | ||||
| cohort hit rate | 11/12 | 5/12 | ||||||||||
| 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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