Hour Stats

For each NY session hour, tracks when price opens strictly inside the prior hour's range, breaches the prior hour high or low by at least 1 tick (0.25 pts), and whether price reverts to the current hour's open before the hour closes. Only the first breach per hour is counted. Reversion is confirmed when any bar's wick touches or crosses the hour open after the breach flag is set. Each hour is further broken down into 20-minute segments (00–20, 20–40, 40–60) to show how the timing of the breach affects reversion probability. MAE (Maximum Adverse Excursion) measures the furthest price moved beyond the breached level before returning to the hour open, expressed as a % of the hour open. MFE (Maximum Favorable Excursion) measures how far price continued in the opposite direction of the breach after returning to the hour open, before the hour closed — also expressed as a % of the hour open.