Sessions most like 2026-09-21, as of 11:30 ET
What would separate them: Whether a push above the morning high after the cutoff gets accepted and built on or is sold straight away, and how deep the give-back runs relative to the morning's range and VWAP. The camps overlap on how they looked at the cutoff, including retrace and relative volume, so the separation only shows up in what the afternoon does.
The match pulled mornings that drove away from the open and were still holding near the extreme at the cutoff with a retrace far below the corpus figure for this time of day, so that shared shape is the selection, not a discovery. Where today differs is participation: relative volume is lighter than any analog and lighter than the corpus median, so this drive has been built on less volume than any session it is being compared with. Today's range is also at the narrow end of the cohort, while on the retrace itself it sits in the middle of the group.
Pushed on to fresh highs after the cutoff and closed near the top of the day. Most did it with little give-back; the session that had already retraced the most by the cutoff also traded well below the cutoff level at some point before finishing near the high.
Printed a marginal new high after the cutoff but could not build on it, drifting up and down through the afternoon and closing close to where they stood at the cutoff. Some dipped meaningfully in between before settling back.
Gave the morning back and closed well below the cutoff level. Most managed a marginal new high before reversing hard; the exception never got 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-21 — today | 0.00 | 43.2 | 0.76 | 0.76 | 9% | 11% | in progress | |||||
| 2024-04-03 | 0.45 | 35.0 | 0.86 | 0.88 | 5% | 6% | -0.40 | +0.04 | -0.89 | — | — | |
| 2023-01-23 | 0.55 | 58.5 | 0.65 | 1.23 | 23% | 24% | -0.05 | +0.31 | -0.37 | YES | — | |
| 2023-10-10 | 0.70 | 47.8 | 0.58 | 1.07 | 7% | 14% | -0.40 | +0.18 | -0.45 | YES | — | |
| 2023-08-29 | 0.72 | 44.0 | 0.83 | 1.01 | 2% | 6% | +0.52 | +0.59 | -0.01 | YES | — | |
| 2026-05-28 | 0.74 | 55.5 | 0.88 | 0.96 | 6% | 13% | +0.15 | +0.23 | -0.05 | YES | — | |
| 2026-08-03 | 0.78 | 66.8 | 0.86 | 1.01 | 9% | 11% | +0.38 | +0.52 | -0.01 | YES | — | |
| 2026-06-26 | 0.86 | 73.0 | 1.04 | 0.90 | 0% | 17% | -0.83 | +0.26 | -0.99 | YES | — | |
| 2024-08-08 | 0.94 | 65.8 | 0.96 | 1.29 | 15% | 16% | +0.42 | +0.53 | -0.19 | YES | — | |
| 2025-09-11 | 0.95 | 40.5 | 0.67 | 0.91 | 4% | 24% | +0.04 | +0.23 | -0.20 | YES | — | |
| 2025-02-04 | 0.99 | 54.8 | 0.71 | 0.81 | 2% | 15% | -0.05 | +0.06 | -0.47 | YES | — | |
| 2023-05-18 | 1.02 | 41.0 | 0.55 | 1.00 | 21% | 33% | +0.48 | +0.59 | -0.46 | YES | — | |
| 2022-12-21 | 1.04 | 57.0 | 0.44 | 1.00 | 21% | 31% | -0.04 | +0.17 | -0.22 | YES | — | |
| cohort low | 35.0 | 0.44 | 0.81 | 0% | 6% | -0.83 | +0.04 | -0.99 | ||||
| cohort median | 55.5 | 0.83 | 1.00 | 7% | 16% | +0.04 | +0.26 | -0.22 | ||||
| cohort high | 73.0 | 1.04 | 1.29 | 23% | 33% | +0.52 | +0.59 | -0.01 | ||||
| cohort hit rate | 11/12 | 0/12 | ||||||||||
| 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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