Young · PA Research
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Breaking the Overnight High or Low: 94.4% of Days Break at Least One Side
A backtest on 3,878 ES trading days from 2010 to 2026 with a complete overnight session: does today's RTH break the overnight (Globex) high or low? 94.4% of days break at least one side, and both sides break more than twice as often as with the prior day's range.
94.4%break at least one side of the overnight range16 Years of 1-Minute ES Data: Where I Got It and How I Cleaned It
The data comes from Databento's official CME market data feed. The prices themselves are clean. The real trouble is which days you can't use: contract rolls, holidays, half days and data gaps. After dropping about 2% of full trading days, 3,924 days are left that I can trust.
3924usable trading days after cleaningA Beginner's Day Trading Notes | The Lowest-Cost Path to Learning Price Action
After finishing Tefi's and Ross's courses, I put together the cheapest, lowest-cost self-study path for price action: four steps in order, with the last step studying Al Brooks and Louie (方方土) side by side. Good for complete beginners.
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Breaking the Prior Day's High or Low: 89.6% of Days Break at Least One Side
A backtest on 3,816 clean ES trading days from 2010 to 2026: does today's RTH break yesterday's RTH high or low? 89.6% of days break at least one side, almost exactly Al Brooks' "90% rule".
89.6%break at least one side of the prior dayThe 90% Rule for the Opening 18-Bar Range Looks More Like 81.2%
Al Brooks says the high or low of the first 18 bars ends up as the high or low of the day about 90% of the time. I tested it on 3,924 trading days of cleaned ES data from 2010 to 2026. The result: 81.2%. It takes until bar 28 (11:50) to reach 90%.
81.2%high or low of day in by bar 18Breaking the Overnight High or Low: 94.4% of Days Break at Least One Side
A backtest on 3,878 ES trading days from 2010 to 2026 with a complete overnight session: does today's RTH break the overnight (Globex) high or low? 94.4% of days break at least one side, and both sides break more than twice as often as with the prior day's range.
94.4%break at least one side of the overnight rangeHow Far Does ES Move in a Day? The Median Intraday Range Over 16 Years Is 0.90%
Using 3,924 trading days of cleaned ES data from 2010 to 2026, I looked at the distribution of the RTH range (high minus low, divided by the open) and how it changes year by year. A typical day moves 0.90%, and half of all days fall between 0.62% and 1.34%.
0.90%median intraday range16 Years of 1-Minute ES Data: Where I Got It and How I Cleaned It
The data comes from Databento's official CME market data feed. The prices themselves are clean. The real trouble is which days you can't use: contract rolls, holidays, half days and data gaps. After dropping about 2% of full trading days, 3,924 days are left that I can trust.
3924usable trading days after cleaningDo Institutions Target Retail Traders? Doing the Math on Apple's First Two Hours
A lot of retail traders feel institutions are harvesting them every day. Small caps really do get manipulated, but in a mega cap like Apple, the math of targeting retail just doesn't work. The ones trading against retail every day are market makers, and they make their money on the spread.
A Beginner's Day Trading Notes | The Lowest-Cost Path to Learning Price Action
After finishing Tefi's and Ross's courses, I put together the cheapest, lowest-cost self-study path for price action: four steps in order, with the last step studying Al Brooks and Louie (方方土) side by side. Good for complete beginners.