Sessions most like 2026-09-01, as of 11:30 ET
What would separate them: The observable split is whether the morning high is approached on expanding volume or on fading volume, and whether the low of the current pullback holds when it is revisited. Acceptance beneath the opening range, rather than a quick probe that gets rejected, would mark the split toward the group that broke lower.
What links these sessions is not the wide opening balance the matcher selects for, but the shape after it: a high set early, then a pullback into value that was already well advanced by the cutoff. Today sits deeper than most of them on how much of the morning push was surrendered at its worst, and it has clawed part of that back to arrive at the cutoff around the middle of the cohort. The clearest gap is participation, running lighter than the corpus median and on the quiet side of this group, alongside an average range narrower than typical. Nothing in the pre-cutoff picture separates the sessions below from each other; that separation happened afterward.
These reclaimed the morning high and kept going, so the late-morning pullback turned out to be the deepest give-back of the day. Downside after the cutoff was minor and most closed toward the upper end of the day.
These worked either side of the cutoff level for the rest of the day, some tagging a marginal new high that drew no follow-through, and finished close to where they stood at late morning. Excursions in either direction stayed shallow.
Here the give-back did not stop at the morning range: sellers carried price through the lows and closes landed at or near the session bottom. In part of this group the turn came only after a brief probe above the morning high.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-01 — today | 0.00 | 43.2 | 0.67 | 0.94 | 39% | 74% | in progress | |||||
| 2024-10-29 | 0.57 | 45.0 | 0.77 | 0.83 | 40% | 77% | +0.17 | +0.42 | -0.07 | YES | — | |
| 2025-08-08 | 0.70 | 45.8 | 0.67 | 0.84 | 36% | 51% | +0.26 | +0.37 | -0.26 | YES | — | |
| 2024-05-29 | 0.72 | 33.5 | 0.48 | 1.02 | 51% | 78% | -0.07 | +0.25 | -0.25 | — | — | |
| 2023-01-13 | 0.77 | 57.2 | 0.58 | 1.06 | 25% | 45% | +0.44 | +0.55 | -0.14 | YES | — | |
| 2025-06-12 | 0.80 | 58.5 | 0.54 | 0.84 | 33% | 58% | +0.22 | +0.22 | -0.12 | YES | — | |
| 2026-01-20 | 0.80 | 45.0 | 0.69 | 1.36 | 28% | 67% | -1.37 | +0.12 | -1.63 | — | YES | |
| 2024-02-22 | 0.81 | 39.2 | 0.62 | 1.22 | 19% | 70% | +0.54 | +0.80 | -0.13 | YES | — | |
| 2023-11-01 | 0.82 | 55.0 | 0.53 | 1.17 | 56% | 63% | +0.42 | +0.57 | -0.24 | YES | — | |
| 2022-10-20 | 0.83 | 74.2 | 0.78 | 1.57 | 50% | 60% | -0.67 | +0.15 | -0.78 | — | YES | |
| 2023-06-30 | 0.84 | 34.2 | 0.66 | 1.03 | 32% | 68% | +0.15 | +0.49 | -0.21 | YES | — | |
| 2024-06-12 | 0.84 | 38.2 | 0.71 | 1.01 | 31% | 60% | -0.51 | +0.22 | -0.78 | YES | YES | |
| 2025-06-18 | 0.85 | 58.0 | 0.65 | 0.64 | 38% | 46% | -0.47 | +0.16 | -0.63 | — | YES | |
| cohort low | 33.5 | 0.48 | 0.64 | 19% | 45% | -1.37 | +0.12 | -1.63 | ||||
| cohort median | 45.8 | 0.66 | 1.03 | 36% | 63% | +0.17 | +0.37 | -0.24 | ||||
| cohort high | 74.2 | 0.78 | 1.57 | 56% | 78% | +0.54 | +0.80 | -0.07 | ||||
| cohort hit rate | 8/12 | 4/12 | ||||||||||
| 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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