Mountain Frog Research

Sessions most like 2026-09-17, as of 11:30 ET

Sessions most like 2026-09-17, as of 11:30 ET

2026-09-17 — TODAY vwap +0.06· hi +0.06 @09:30 · IBgap +0.34· vwapΔ -0.31 · retr 48%/70%max in progress
All twelve, and today, on one set of axes hover a line to isolate it · use the plot column in the table below to drop a session — the scale refits to what is left, so hiding an outlier gives the rest the whole frame
Faint left of the cutoff: those sessions were selected for resembling today there, so the agreement is by construction. Everything that matters is to the right. Outcome is in the geometry as well as the colour — a new high is a line clearing its own earlier high — because red and green are the hardest pair to tell apart with colour-blindness.
What these became
5 of 12 expanded upward
after the cutoff, by which extremes they took
Room past the level
+0.57 ATR
median run from the cutoff price · +0.19 ATR beyond the morning high itself
Heat before it got there
-0.08 ATR
worst excursion against you between the cutoff and the extreme — not the whole session · worst -0.29 ATR · typically reached 15:30
What would catch it off guard
7 did something else
5 expanded downward, 2 stayed in balance · worst close -1.51 ATR

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 sessiondistATRIB /ATRRVOL retr nowretr max to closemax upmax down new highnew low
2026-09-17 — today0.0043.50.820.8648%70%in progress
2026-06-180.8061.20.751.0439%84%+0.21+0.47-0.18
2026-06-250.9172.01.391.5451%90%-0.15+0.27-0.43
2024-05-020.9566.80.791.2056%78%+0.43+0.57-0.12YES
2024-11-061.0245.50.891.3175%99%+0.62+0.83+0.00YES
2025-02-271.2359.81.271.8657%94%-1.51+0.17-1.59YES
2024-10-171.2545.50.740.9346%48%-0.37+0.23-0.41YES
2023-05-111.3141.00.521.0575%88%+0.18+0.25-0.29YES
2026-04-071.3787.00.661.1739%50%+0.70+0.74-0.08YES
2026-06-031.4055.50.730.8542%67%-0.29+0.03-0.47YES
2025-12-041.4387.00.370.9838%76%+0.13+0.17-0.23YES
2023-11-171.4444.00.270.9453%95%+0.24+0.38-0.06YES
2026-08-171.4568.80.270.6265%77%-0.43+0.01-0.47YES
cohort low41.00.270.6238%48%-1.51+0.01-1.59
cohort median61.20.741.0553%84%+0.18+0.27-0.23
cohort high87.01.391.8675%99%+0.70+0.83+0.00
cohort hit rate5/125/12
CORPUS median (n=967)50.50.511.0034%60%+0.05+0.30-0.28
CORPUS base rate56%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.

2026-06-18 d=0.80 vwap -0.05· hi +0.07 @09:30 · IBgap +0.22· vwapΔ -0.30 · retr 39%/84%max closed +0.21 ATR
2026-06-25 d=0.91 vwap -0.01· hi +0.07 @09:30 · IBgap +0.31· vwapΔ -0.51 · retr 51%/90%max closed -0.15 ATR
2024-05-02 d=0.95 vwap +0.03· hi +0.08 @09:30 · IBgap +0.15· vwapΔ -0.30 · retr 56%/78%max closed +0.43 ATR
2024-11-06 d=1.02 vwap +0.15· hi +0.05 @09:30 · IBgap +0.36· vwapΔ -0.22 · retr 75%/99%max closed +0.62 ATR
2025-02-27 d=1.23 vwap -0.05· hi +0.20 @09:37 · IBgap +0.17· vwapΔ -0.43 · retr 57%/94%max closed -1.51 ATR
2024-10-17 d=1.25 vwap +0.04· hi +0.04 @09:30 · IBgap +0.10· vwapΔ -0.35 · retr 46%/48%max closed -0.37 ATR
2023-05-11 d=1.31 vwap +0.16· hi +0.04 @09:30 · IBgap +0.19· vwapΔ -0.12 · retr 75%/88%max closed +0.18 ATR
2026-04-07 d=1.37 vwap -0.06· hi +0.11 @09:30 · IBgap +0.08· vwapΔ -0.30 · retr 39%/50%max closed +0.70 ATR
2026-06-03 d=1.40 vwap -0.07· hi +0.11 @09:32 · IBgap +0.06· vwapΔ -0.34 · retr 42%/67%max closed -0.29 ATR
2025-12-04 d=1.43 vwap -0.03· hi +0.01 @09:30 · IBgap +0.08· vwapΔ -0.14 · retr 38%/76%max closed +0.13 ATR
2023-11-17 d=1.44 vwap -0.04· hi +0.09 @09:30 · IBgap +0.13· vwapΔ -0.08 · retr 53%/95%max closed +0.24 ATR
2026-08-17 d=1.45 vwap +0.03· hi +0.09 @09:31 · IBgap +0.09· vwapΔ -0.11 · retr 65%/77%max closed -0.43 ATR

How these were matched

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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