Sessions most like 2026-08-31, as of 11:30 ET
What would separate them: Whether the morning's low breaks cleanly on a retest or gets defended is the observable line between the groups above, as is whether price keeps holding VWAP or comes away from it. Worth watching alongside that: whether participation builds in behind an afternoon push, or stays as thin as the morning has run.
What ties these sessions together is not the size of the early range — the match selects for that — but where price stood at the cutoff: the morning drive was spent, its extreme well behind them, and a good part of that move already reversed. Measured against the broader sample, they had retraced further than a typical session does by this hour. Today sits in the more contained part of that group on retracement, with less of its drive taken back than the cohort's midpoint, and its extreme came on the opening bar itself rather than later in the morning. Where it sits outside the group entirely is participation: turnover is running lighter than the quietest session here, and well under the corpus norm.
These never rebuilt the give-back. The afternoon carried the morning's direction further with little more than a token bounce along the way, and price finished near the weak end of the day.
Price reclaimed the morning slide during the afternoon, pushed past the earlier extreme, and finished toward the strong end of the session. What downside came after the cutoff was slight.
These travelled a long way after the cutoff — in some cases each way — and then finished about where they stood when it passed. For this group the excursion, not the close, was the event.
Each swung hard in a direction after the cutoff and then turned back, leaving the close well off the day's biggest excursion and on the other side of it. The path through the middle of the session said little about where it ended.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-08-31 — today | 0.00 | 44.0 | 0.67 | 0.72 | 48% | 67% | in progress | |||||
| 2025-05-29 | 0.34 | 61.8 | 0.77 | 0.86 | 48% | 56% | -0.12 | +0.02 | -0.76 | — | YES | |
| 2025-07-22 | 0.44 | 39.5 | 0.77 | 0.90 | 51% | 71% | +0.30 | +0.51 | -0.16 | YES | — | |
| 2023-05-24 | 0.49 | 45.5 | 0.48 | 1.32 | 47% | 77% | -0.02 | +0.35 | -0.30 | YES | YES | |
| 2023-11-09 | 0.51 | 49.8 | 0.43 | 1.05 | 58% | 77% | -0.72 | +0.13 | -0.83 | — | YES | |
| 2024-05-30 | 0.63 | 33.0 | 0.49 | 0.99 | 63% | 67% | -0.36 | +0.41 | -0.77 | YES | YES | |
| 2024-11-14 | 0.67 | 43.5 | 0.64 | 0.93 | 61% | 82% | -0.68 | +0.11 | -0.87 | — | YES | |
| 2023-11-21 | 0.69 | 43.2 | 0.30 | 0.74 | 45% | 69% | +0.18 | +0.27 | -0.07 | YES | — | |
| 2025-05-12 | 0.72 | 86.8 | 0.44 | 1.07 | 42% | 72% | +0.46 | +0.48 | -0.10 | YES | — | |
| 2024-05-01 | 0.72 | 66.0 | 0.27 | 0.84 | 56% | 58% | -0.09 | +1.13 | -0.15 | YES | YES | |
| 2023-10-25 | 0.74 | 57.5 | 0.51 | 1.47 | 65% | 84% | -0.57 | +0.03 | -0.69 | — | YES | |
| 2022-10-07 | 0.74 | 86.0 | 0.54 | 1.47 | 25% | 56% | -0.35 | +0.03 | -0.57 | — | YES | |
| 2024-09-10 | 0.74 | 57.8 | 0.54 | 0.97 | 68% | 78% | +0.22 | +0.29 | -0.71 | YES | YES | |
| cohort low | 33.0 | 0.27 | 0.74 | 25% | 56% | -0.72 | +0.02 | -0.87 | ||||
| cohort median | 57.5 | 0.51 | 0.99 | 56% | 72% | -0.09 | +0.29 | -0.57 | ||||
| cohort high | 86.8 | 0.77 | 1.47 | 68% | 84% | +0.46 | +1.13 | -0.07 | ||||
| cohort hit rate | 7/12 | 9/12 | ||||||||||
| 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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