AM TBR - NQ Futures Analysis

Session Overview

Touched Sessions

2,545

+0.25: 1252 · −0.25: 1293

+0.25 Reversion Rate

74.0%

927 of 1252 reverted

−0.25 Reversion Rate

74.6%

964 of 1293 reverted

No Touch Sessions

of 2,572 total

Symmetry

+/−

Near-perfect balance

MAE & MFE Summary — By Touch Hour (|SDEV| from TBR Open)

MAE Reverted

Extension past touch before returning to TBR Open

Touch Hour	n	Mean	Median	P75	P90
+0.25 · 08:xx	574	+0.553σ	+0.445σ	+0.645σ	+0.957σ
+0.25 · 09:xx	343	+0.435σ	+0.363σ	+0.508σ	+0.697σ
+0.25 · 10:xx	10	+0.401σ	+0.335σ	+0.421σ	+0.608σ
−0.25 · 08:xx	616	-0.559σ	-0.441σ	-0.645σ	-0.969σ
−0.25 · 09:xx	338	-0.469σ	-0.382σ	-0.541σ	-0.769σ
−0.25 · 10:xx	9	-0.374σ	-0.390σ	-0.413σ	-0.442σ

MAE Non-Reverted

Max extension by 12pm when price never returned

Touch Hour	n	Mean	Median	P75	P90
+0.25 · 08:xx	158	+1.623σ	+1.528σ	+1.882σ	+2.317σ
+0.25 · 09:xx	149	+1.184σ	+1.095σ	+1.457σ	+1.689σ
+0.25 · 10:xx	11	+0.620σ	+0.631σ	+0.828σ	+0.896σ
−0.25 · 08:xx	158	-2.005σ	-1.749σ	-2.450σ	-3.208σ
−0.25 · 09:xx	150	-1.398σ	-1.239σ	-1.702σ	-2.283σ
−0.25 · 10:xx	18	-0.728σ	-0.656σ	-0.964σ	-1.158σ

MFE — Continuation Beyond TBR Open After Reversion

Touch Hour	n	Mean	Median	P75	P90
+0.25 · 08:xx (below open)	574	-0.913σ	-0.687σ	-1.180σ	-1.993σ
+0.25 · 09:xx	343	-0.628σ	-0.430σ	-0.755σ	-1.515σ
−0.25 · 08:xx (above open)	616	+0.807σ	+0.619σ	+1.131σ	+1.722σ
−0.25 · 09:xx	338	+0.481σ	+0.362σ	+0.667σ	+1.091σ

Reversion Rate by Touch Hour

08:xx Hour

79.0%

+0.25: 78.4% · −0.25: 79.6%
574/732 & 616/774

n = 1,506 touches

09:xx Hour

69.5%

+0.25: 69.7% · −0.25: 69.3%
343/492 & 338/488

n = 980 touches

10:xx Hour

39.6%

+0.25: 47.6% · −0.25: 33.3%
10/21 & 9/27

n = 48 touches

11:xx Hour

9.1%

+0.25: 0.0% · −0.25: 25.0%
0/7 & 1/4

n = 11 touches

Reversion Rate % by Hour

bars = rate · line = touch count (right axis)

30-Minute Sub-Band Detail

Band	+n	+Rate	−n	−Rate
08:01–08:29	314	82.8%	361	83.1%
08:30–08:59	418	75.1%	413	76.5%
09:00–09:29	164	70.1%	160	71.2%
09:30–09:59	328	69.5%	328	68.3%
10:00–10:59	21	47.6%	27	33.3%

First Touch Cluster Map — 08:01 to 12:00

Touch Frequency per Minute

+0.25 (above axis)

−0.25 (below axis)

Cumulative Reversion Rate — All Sessions

% of Sessions Reverted by Each Minute · 08:01 → 12:00

+0.25 (74.0%)

−0.25 (74.6%)

By 09:00

16.3% / 17.2%

+0.25 / −0.25

By 10:00

60.4% / 60.2%

+0.25 / −0.25

By 11:00

71.2% / 70.8%

+0.25 / −0.25

Final 12:00

74.0% / 74.6%

+0.25 / −0.25

MAE / MFE Distributions — Histogram & Box Plot · All Sessions

MAE Reverted

+0.25 · MAE Reverted

n = 927

−0.25 · MAE Reverted

n = 964

MAE Non-Reverted

+0.25 · MAE Non-Reverted

n = 325

−0.25 · MAE Non-Reverted

n = 329

MFE

+0.25 · MFE (below TBR Open)

n = 927

−0.25 · MFE (above TBR Open)

n = 964

8am Hour Focus — First Touch in 08:01 – 08:59 Only

+0.25 Final Rate

78.4%

574 of 732 sessions

−0.25 Final Rate

79.6%

616 of 774 sessions

Early Band 08:01–08:29

82.8% / 83.1%

+0.25 / −0.25

Late Band 08:30–08:59

75.1% / 76.5%

+0.25 / −0.25

Cumulative Reversion — 8am Touches (All Lines & Sub-Bands)

% of 8am-Touched Sessions Reverted by Each Minute · 08:01 → 12:00

+0.25 all 8am

−0.25 all 8am

+0.25 early

+0.25 late

−0.25 early

−0.25 late

By 09:00

27.9% / 28.8%

+0.25 / −0.25

By 10:00

68.2% / 68.7%

+0.25 / −0.25

By 11:00

76.1% / 76.7%

+0.25 / −0.25

Final 12:00

78.4% / 79.6%

+0.25 / −0.25

+0.25 · Early (08:01–29) vs Late (08:30–59)

Early 82.8% (n=314)

Late 75.1% (n=418)

Early by 09:00

36.6%

Late by 09:00

21.3%

Early final

82.8%

Late final

75.1%

−0.25 · Early (08:01–29) vs Late (08:30–59)

Early 83.1% (n=361)

Late 76.5% (n=413)

Early by 09:00

42.1%

Late by 09:00

17.2%

Early final

83.1%

Late final

76.5%

MAE & MFE Summary — 8am Touches Only (|SDEV| from TBR Open)

MAE Reverted

Level	n	Mean	Median	P75	P90
+0.25 · 08:xx	574	+0.553σ	+0.445σ	+0.645σ	+1.475σ
−0.25 · 08:xx	616	-0.559σ	-0.441σ	-0.645σ	-1.628σ

MAE Non-Reverted

Level	n	Mean	Median	P75	P90
+0.25 · 08:xx	158	+1.623σ	+1.528σ	+1.882σ	+4.533σ
−0.25 · 08:xx	158	-2.005σ	-1.749σ	-2.450σ	-6.109σ

MFE — Continuation Beyond TBR Open After Reversion

Level	n	Mean	Median	P75	P90
+0.25 · 08:xx (below open)	574	-0.913σ	-0.687σ	-1.180σ	-3.364σ
−0.25 · 08:xx (above open)	616	+0.807σ	+0.619σ	+1.131σ	+2.562σ

MAE / MFE Distributions — 8am Touches Only

MAE Reverted

+0.25 · MAE Reverted

n = 574

−0.25 · MAE Reverted

n = 616

MAE Non-Reverted

+0.25 · MAE Non-Reverted

n = 158

−0.25 · MAE Non-Reverted

n = 158

MFE

+0.25 · MFE (below TBR Open)

n = 574

−0.25 · MFE (above TBR Open)

n = 616

Bar-by-Bar Stats — 08:01 to 09:00 (Every Minute)

Bar	n	Rev	Rate	Mean MAE	Median
08:01	14	12	85.7%	1.332σ	0.572σ
08:02	14	14	100.0%	0.870σ	0.462σ
08:03	17	17	100.0%	0.410σ	0.289σ
08:04	14	12	85.7%	0.721σ	0.520σ
08:05	25	22	88.0%	0.759σ	0.514σ
08:06	20	16	80.0%	1.274σ	0.698σ
08:07	27	27	100.0%	0.543σ	0.442σ
08:08	24	19	79.2%	1.050σ	0.626σ
08:09	28	24	85.7%	0.785σ	0.429σ
08:10	21	18	85.7%	0.776σ	0.482σ
08:11	20	16	80.0%	0.703σ	0.495σ
08:12	20	14	70.0%	0.934σ	0.597σ
08:13	22	16	72.7%	0.916σ	0.498σ
08:14	26	22	84.6%	0.768σ	0.588σ
08:15	30	22	73.3%	0.918σ	0.626σ
08:16	34	28	82.4%	0.892σ	0.474σ
08:17	28	24	85.7%	0.721σ	0.440σ
08:18	31	27	87.1%	0.858σ	0.421σ
08:19	29	27	93.1%	0.571σ	0.503σ
08:20	23	18	78.3%	0.819σ	0.559σ
08:21	26	19	73.1%	0.763σ	0.629σ
08:22	25	18	72.0%	1.054σ	0.898σ
08:23	25	19	76.0%	0.798σ	0.480σ
08:24	27	24	88.9%	0.712σ	0.490σ
08:25	28	21	75.0%	1.007σ	0.686σ
08:26	20	17	85.0%	0.694σ	0.388σ
08:27	19	16	84.2%	0.806σ	0.445σ
08:28	18	12	66.7%	0.858σ	0.506σ
08:29	20	19	95.0%	0.702σ	0.519σ
08:30	36	32	88.9%	0.755σ	0.571σ
08:31 ★	236	181	76.7%	0.906σ	0.640σ
08:32	46	34	73.9%	0.744σ	0.552σ
08:33	43	36	83.7%	0.655σ	0.517σ
08:34	23	19	82.6%	0.842σ	0.555σ
08:35	30	25	83.3%	0.807σ	0.562σ
08:36	27	21	77.8%	0.666σ	0.419σ
08:37	29	21	72.4%	0.911σ	0.458σ
08:38	20	18	90.0%	0.633σ	0.407σ
08:39	19	14	73.7%	0.775σ	0.430σ
08:40	21	15	71.4%	0.836σ	0.487σ
08:41	27	18	66.7%	0.843σ	0.781σ
08:42	17	11	64.7%	0.912σ	0.748σ
08:43	27	21	77.8%	0.617σ	0.401σ
08:44	16	9	56.2%	0.812σ	0.864σ
08:45	13	9	69.2%	1.017σ	0.708σ
08:46	16	12	75.0%	0.761σ	0.686σ
08:47	17	11	64.7%	1.058σ	0.524σ
08:48	21	14	66.7%	0.939σ	0.594σ
08:49	18	14	77.8%	0.734σ	0.461σ
08:50	20	17	85.0%	0.556σ	0.432σ
08:51	17	11	64.7%	0.759σ	0.536σ
08:52	13	11	84.6%	0.820σ	0.611σ
08:53	17	10	58.8%	0.879σ	0.676σ
08:54	8	6	75.0%	0.782σ	0.644σ
08:55	13	8	61.5%	0.943σ	0.760σ
08:56	13	10	76.9%	0.820σ	0.486σ
08:57	9	8	88.9%	0.447σ	0.352σ
08:58	10	7	70.0%	0.859σ	0.525σ
08:59	9	7	77.8%	0.807σ	0.545σ
09:00	9	7	77.8%	0.538σ	0.338σ

Reversion Rate % by Bar

≥90% green · ≥80% blue · ≥70% amber · <70% red · ★ 08:31 = news bar

Mean & Median MAE (|σ|) by Bar

Mean

Median

Touch Count (n) by Bar

★ 08:31 highlighted in amber