Sessions most like 2026-09-04, as of 11:30 ET
What would separate them: The separator in these sessions was what the break of the morning low did: whether it drew expanding volume and acceptance underneath, or spiked and got reclaimed inside a few bars. Watch also whether price can take VWAP back and hold there, and whether the early high stays untouched as the afternoon develops.
What these sessions share is shape more than outcome: an early high, a late morning spent beneath it, and a downside probe once the cutoff had passed. Most of them traded through the morning low at some stage afterward; fresh session highs were the exception. Today arrives at that shape with less fuel behind it — participation is lighter than a normal session and lighter than most of the cohort, and the daily range is narrower than the corpus median — while the pullback so far has not gone as deep as typical, so more of the morning's structure is still standing here than in most of the analogs. Where the group separates is entirely after the cutoff, and it separates widely.
These kept going the way the morning pointed: the break of the morning low drew follow-through rather than a bounce, and they closed in the lower part of the day's range. The most extreme of them became a sustained trend lower, far beyond the rest of the cohort in scale.
These gave back little or nothing below the cutoff before turning hard, spending the afternoon working up and away from where the cutoff found them and closing near the top of the day. Upside travel here was the strongest in the cohort — the morning weakness ended up marking the session low.
The same turn, slower: ground was lost first, then recovered through the afternoon as a grind rather than an impulse, closing above the cutoff price. The repair was steady and modest, with no clean trend leg in either direction.
These delivered the break and then bought it back, ending the day about where the cutoff left them. The downside excursion was real — in the deepest case a sharp flush — but it paid nothing by the close, and the afternoon was chop around the morning's middle.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-04 — today | 0.00 | 43.2 | 0.50 | 0.87 | 13% | 32% | in progress | |||||
| 2025-10-07 | 0.47 | 46.5 | 0.39 | 1.02 | 12% | 42% | -0.03 | +0.05 | -0.35 | — | YES | |
| 2023-09-26 | 0.49 | 34.0 | 0.85 | 1.14 | 2% | 23% | -0.28 | +0.35 | -0.53 | — | YES | |
| 2023-05-31 | 0.55 | 38.0 | 0.74 | 1.46 | -0% | 23% | +0.44 | +0.76 | -0.01 | — | YES | |
| 2023-09-19 | 0.56 | 31.8 | 0.70 | 1.00 | 18% | 19% | +0.60 | +0.78 | -0.31 | YES | YES | |
| 2023-05-12 | 0.56 | 36.0 | 0.52 | 0.89 | 5% | 24% | +0.23 | +0.24 | -0.50 | — | YES | |
| 2024-07-30 | 0.57 | 50.2 | 0.51 | 1.36 | 18% | 28% | -0.04 | +0.32 | -0.73 | — | YES | |
| 2023-02-21 | 0.57 | 48.5 | 0.55 | 1.27 | 4% | 20% | -0.32 | +0.07 | -0.41 | — | YES | |
| 2024-12-13 | 0.58 | 35.5 | 0.61 | 0.34 | 20% | 31% | +0.22 | +0.32 | -0.23 | — | YES | |
| 2026-06-05 | 0.59 | 55.5 | 0.85 | 1.27 | 12% | 26% | -1.90 | +0.06 | -2.27 | — | YES | |
| 2023-09-15 | 0.65 | 34.0 | 0.57 | 1.35 | 26% | 26% | -0.51 | +0.12 | -0.62 | — | YES | |
| 2024-08-26 | 0.66 | 59.8 | 0.41 | 0.82 | 16% | 39% | +0.03 | +0.18 | -0.27 | — | YES | |
| 2023-10-13 | 0.67 | 48.5 | 0.48 | 1.47 | 15% | 16% | -0.12 | +0.26 | -0.48 | — | YES | |
| cohort low | 31.8 | 0.39 | 0.34 | -0% | 16% | -1.90 | +0.05 | -2.27 | ||||
| cohort median | 46.5 | 0.57 | 1.27 | 15% | 26% | -0.03 | +0.26 | -0.41 | ||||
| cohort high | 59.8 | 0.85 | 1.47 | 26% | 42% | +0.60 | +0.78 | -0.01 | ||||
| cohort hit rate | 1/12 | 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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