Sessions most like 2026-09-22, as of 11:30 ET
What would separate them: Price sits beneath VWAP at or near the low end of the morning's give-back, so the observable questions are whether VWAP and the opening area get reclaimed from below, and whether trade continues beneath the morning's lows or gets rejected away from them. Whether the afternoon produces much excursion is the other axis — this group separates on movement versus stasis as much as it separates on direction.
What these sessions share is not how they looked at the open so much as the thoroughness of the give-back: each pushed up off the open, then surrendered that move and kept going, trading back through the opening area instead of holding above it. Beyond that the group is a mixed bag — sleepy tape and frantic tape, wide days and tight days — which says the match is about where price ended up, not about how much was going on while it got there. Today sits at the deepest end of the group's give-back, tied with the furthest of them rather than beyond. It is also a lighter session than a typical day in the corpus, with a daily range near the middle of the group and an early balance toward its narrow end.
These closed above where they stood at the cutoff, with the upside excursion outweighing whatever the downside managed. In the strongest case the recovery carried through the morning high; in the milder cases it was a lean rather than a drive, and some marked a fresh low for the day before the lift.
The give-back ran much deeper into the afternoon here, among the widest downside excursions in the group, yet the close landed back near the cutoff level. The weakest prices of the day were not where these sessions finished.
These finished near the weakest prices of the day, with the close and the downside extreme sitting close together, which places the low late in the session. Within this group the tape at times ran to a fresh session high along the way before finishing near its low, so the path was violent even where the outcome was simply lower.
The afternoon added little: closes landed within a whisker of the cutoff level, and whatever excursion the afternoon produced was given back by the bell. Some of these poked at the day's edges without the probe amounting to anything.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-22 — today | 0.00 | 43.5 | 0.39 | 0.82 | 150% | 150% | in progress | |||||
| 2022-11-28 | 0.56 | 53.5 | 0.38 | 0.85 | 133% | 150% | -0.49 | +0.17 | -0.64 | — | YES | |
| 2023-10-30 | 0.75 | 57.5 | 0.49 | 1.43 | 136% | 150% | +0.47 | +0.67 | -0.05 | YES | — | |
| 2024-08-20 | 0.81 | 60.5 | 0.35 | 0.77 | 150% | 150% | +0.11 | +0.30 | -0.11 | — | YES | |
| 2026-03-17 | 0.81 | 84.2 | 0.35 | 0.79 | 137% | 141% | -0.10 | +0.09 | -0.19 | — | YES | |
| 2023-12-14 | 0.87 | 27.2 | 0.72 | 1.26 | 145% | 150% | +0.07 | +0.54 | -0.99 | — | YES | |
| 2025-07-09 | 0.90 | 42.8 | 0.50 | 1.05 | 136% | 150% | +0.44 | +0.50 | -0.19 | — | — | |
| 2023-05-03 | 0.99 | 39.0 | 0.37 | 0.88 | 150% | 150% | -0.69 | +0.84 | -0.75 | YES | YES | |
| 2024-07-09 | 1.01 | 35.0 | 0.36 | 0.75 | 130% | 150% | -0.06 | +0.34 | -0.16 | YES | YES | |
| 2025-12-26 | 1.04 | 48.0 | 0.44 | 0.48 | 140% | 150% | +0.02 | +0.05 | -0.21 | — | YES | |
| 2026-07-02 | 1.17 | 92.2 | 0.46 | 1.36 | 150% | 150% | -0.03 | +0.20 | -0.54 | — | YES | |
| 2025-12-29 | 1.18 | 48.0 | 0.51 | 0.68 | 124% | 147% | +0.17 | +0.32 | -0.23 | — | YES | |
| 2024-07-08 | 1.23 | 35.0 | 0.31 | 0.66 | 109% | 150% | -0.02 | +0.03 | -0.37 | — | YES | |
| cohort low | 27.2 | 0.31 | 0.48 | 109% | 141% | -0.69 | +0.03 | -0.99 | ||||
| cohort median | 48.0 | 0.44 | 0.85 | 137% | 150% | +0.02 | +0.32 | -0.21 | ||||
| cohort high | 92.2 | 0.72 | 1.43 | 150% | 150% | +0.47 | +0.84 | -0.05 | ||||
| cohort hit rate | 3/12 | 10/12 | ||||||||||
| 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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