Sessions most like 2026-08-26, as of 11:30 ET
What would separate them: What separates these camps is visible in the tape rather than in advance: whether price holds the VWAP shelf it is balancing on or gives up the morning low, and whether the morning high gets tested with force or merely drifted into. Worth noting too whether any move away from the shelf arrives with a pickup in volume or continues on the same thin flow that has carried the session so far.
What these sessions share is the shape of a morning that peaked early and then spent the balance of it unwinding — the give-back runs deeper here than in a typical session, and most of the cohort had erased the bulk of the morning move at its worst point. Today matches that shape but arrives at the cutoff having handed back less than most of them, sitting flat against VWAP rather than pinned at the lower edge. Where it separates clearly is participation: volume is running lighter than the corpus norm and at the quiet end of this group, and the opening range is narrower than the matched sessions typically carry. What the cohort did after the cutoff was not of a piece, and the camps below sort it on that rather than on the morning that got them matched.
These turned back up from the cutoff and kept going, trading through the morning high and closing well above where they sat at midday, though off the best levels. Downside after the cutoff was minor and brief.
These pushed past the morning high but could not build on it, and the afternoon range stayed compressed. The close landed near where price was sitting at the cutoff.
These lost the morning low after the cutoff and swung hard from there, with some also sweeping the upper end before the close. Where they finished had more to do with which sweep came last than with any sustained drive.
This session broke the morning low and trended away from it for the rest of the day, closing at the low end of a range far wider than anything else in the group.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-26 — today | 0.00 | 44.2 | 0.54 | 0.69 | 51% | 93% | in progress | |||||
| 2024-08-07 | 0.77 | 65.8 | 0.55 | 1.30 | 67% | 108% | -1.66 | +0.08 | -1.76 | — | YES | |
| 2024-11-22 | 0.82 | 51.2 | 0.60 | 1.20 | 63% | 122% | +0.17 | +0.31 | -0.14 | YES | — | |
| 2025-03-17 | 1.00 | 101.2 | 0.40 | 0.56 | 61% | 80% | +0.29 | +0.56 | -0.14 | YES | — | |
| 2023-08-30 | 1.14 | 46.0 | 0.63 | 1.09 | 54% | 140% | +0.11 | +0.26 | -0.11 | YES | — | |
| 2023-07-07 | 1.24 | 31.2 | 0.57 | 0.96 | 18% | 88% | -0.43 | +0.89 | -0.53 | YES | YES | |
| 2025-01-13 | 1.25 | 64.2 | 0.52 | 1.26 | 65% | 71% | +0.71 | +0.76 | -0.20 | YES | — | |
| 2023-11-03 | 1.27 | 55.0 | 0.45 | 1.34 | 64% | 97% | +0.13 | +0.43 | +0.00 | YES | — | |
| 2023-07-10 | 1.29 | 31.5 | 0.57 | 1.00 | 67% | 110% | +0.32 | +0.33 | -0.37 | — | YES | |
| 2025-12-01 | 1.30 | 87.0 | 0.36 | 1.06 | 26% | 99% | -0.08 | +0.22 | -0.20 | YES | — | |
| 2023-01-10 | 1.36 | 57.2 | 0.53 | 1.32 | 74% | 137% | +0.47 | +0.48 | -0.14 | YES | — | |
| 2025-01-30 | 1.42 | 54.8 | 0.66 | 1.08 | 68% | 68% | +0.37 | +0.68 | -0.21 | YES | — | |
| 2024-09-09 | 1.46 | 57.8 | 0.40 | 1.07 | 79% | 82% | +0.37 | +0.61 | -0.02 | YES | — | |
| cohort low | 31.2 | 0.36 | 0.56 | 18% | 68% | -1.66 | +0.08 | -1.76 | ||||
| cohort median | 57.2 | 0.55 | 1.09 | 65% | 99% | +0.29 | +0.48 | -0.14 | ||||
| cohort high | 101.2 | 0.66 | 1.34 | 79% | 140% | +0.71 | +0.89 | +0.00 | ||||
| cohort hit rate | 10/12 | 3/12 | ||||||||||
| 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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