E-mini Russell 2000 (RTY)

TRACKINGMODEL FROZEN ✓Out-of-sample validated ✓Sector surface ✓QUOTE 16:59 ET

last quote 3022.10 · as of 01:48 ET (Yahoo tick 2026-08-21T20:59:56.000Z)

Measured odds. No trade calls. what this means →

FOXALGO / RTY CANDLESTICK

TRACKING15m DELAYED MARKET DATALAST 3022.1

RTY · CURRENT SESSION · 15m

Prior Day High/Low Prior Week High/Low Prior Month High/Low

View as table

level	price	P(touch)	status
+0.25 ATR	3031.55	73.8%	not touched yet
-0.25 ATR	3012.65	70.3%	not touched yet
+0.50 ATR	3041.00	48.8%	not touched yet
-0.50 ATR	3003.20	47.8%	not touched yet
+0.75 ATR	3050.44	29.9%	not touched yet
-0.75 ATR	2993.76	31.6%	not touched yet
+1.00 ATR	3059.89	17.7%	not touched yet
-1.00 ATR	2984.31	20.6%	not touched yet
+1.50 ATR	3078.79	5.7%	not touched yet
-1.50 ATR	2965.41	8.4%	not touched yet

today's range so far

22.70

high 3026.70 / low 3004.00 · n=68 bars

position in today's range

79.7%

0% = today's low so far, 100% = today's high so far — descriptive, not a signal

change from open

+12.80

open 3009.30

What's happening now

Regime of the day

Realized range so far / ATR(14) = 0.601 → narrow (n = 11,559)

narrow < 0.826, typical < 1.313, else wide — based on a partial-session window (68 bars). See methodology.

FOXALGO / RTY INSTRUMENT 02

Next hour

distance (ATR)	P(touch up, next 60m)	P(touch down, next 60m)	n
0.1	66.6%	63.7%	11,559
0.25	30.7%	32.4%	11,559
0.5	6.6%	9.3%	11,559

Measured from the 990-minute mark (minutes since 09:30 ET), next 60 minutes.

Touch ladder

Levels at ±0.25 / 0.5 / 0.75 / 1 / 1.5 ATR from the last quote, with p(touch by close).

FOXALGO / RTY INSTRUMENT 01

RTY · P(touch by close)

distance (ATR)	up level	P(touch by close) up	down level	P(touch by close) down	n
0.25	3031.55	73.8%	3012.65	70.3%	11,490
0.5	3041.00	48.8%	3003.20	47.8%	11,490
0.75	3050.44	29.9%	2993.76	31.6%	11,490
1	3059.89	17.7%	2984.31	20.6%	11,490
1.5	3078.79	5.7%	2965.41	8.4%	11,490

Brackets

What-if take-profit / stop-loss combinations, long side, 0 minutes after the open. Not a recommendation.

TP	SL	P(TP first)	P(SL first)	P(neither)	n
0.5 ATR	0.25 ATR	33.1%	63.8%	3.1%	10,217
0.5 ATR	0.5 ATR	46.5%	43.4%	10.2%	10,217
1 ATR	0.5 ATR	21.3%	51.0%	27.7%	10,217

See full brackets page for more combinations.

Track record — wins & losses

Calibration for E-mini Russell 2000

index futures

MAE: 0.73 pp · n = 67,669,080

0-20%

predicted 6.7% · realized 6.6% · n = 33,012,676

20-40%

predicted 28.6% · realized 28.3% · n = 10,690,116

40-60%

predicted 47.0% · realized 46.4% · n = 7,698,743

60-80%

predicted 69.1% · realized 68.5% · n = 9,505,767

80-100%

predicted 85.6% · realized 85.2% · n = 6,761,778

Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.

Recent wins & losses (backtested reconstruction)

Backtested reconstruction from historical daily bars — NOT frozen predictions. The frozen live record starts at launch (see below). Shown chronologically, wins and losses both — no cherry-picking.

date	level (open + 0.5 ATR)	P(touch)	result
2026-08-07	3032.87	48.8%	touched ✓
2026-08-10	3063.22	48.8%	not touched ✗
2026-08-11	3048.31	48.8%	not touched ✗
2026-08-12	3059.45	48.8%	touched ✓
2026-08-13	3078.83	48.8%	not touched ✗
2026-08-14	3084.42	48.8%	not touched ✗
2026-08-17	3095.01	48.8%	not touched ✗
2026-08-18	3084.82	48.8%	not touched ✗
2026-08-19	3045.82	48.8%	touched ✓
2026-08-20	3060.86	48.8%	not touched ✗

Live frozen record

date	level	predicted p	outcome	price at freeze	realized high/low
2026-08-21	+0.5 ATR → 3036.88	39.7%	not touched	3022.9	3025.5 / 3004
2026-08-21	-0.5 ATR → 3008.92	40.6%	touched	3022.9	3025.5 / 3004
2026-08-20	+0.5 ATR → 3033.61	39.7%	not touched	3018.5	3023.800048828125 / 2993.199951171875
2026-08-20	-0.5 ATR → 3003.39	40.6%	touched	3018.5	3023.800048828125 / 2993.199951171875
2026-08-19	+0.5 ATR → 3063.84	39.7%	not touched	3048.1	3058 / 3036.199951171875
2026-08-19	-0.5 ATR → 3032.36	40.6%	not touched	3048.1	3058 / 3036.199951171875
2026-08-18	+0.5 ATR → 3064.71	39.7%	not touched	3048.10009765625	3055.39990234375 / 3024.699951171875
2026-08-18	-0.5 ATR → 3031.49	40.6%	touched	3048.10009765625	3055.39990234375 / 3024.699951171875
2026-08-17	+0.5 ATR → 3081.15	39.7%	not touched	3063.699951171875	3067.199951171875 / 3055.89990234375
2026-08-17	-0.5 ATR → 3046.25	40.6%	not touched	3063.699951171875	3067.199951171875 / 3055.89990234375
2026-08-14	+0.5 ATR → 3075.17	39.7%	touched	3057	3076.300048828125 / 3051.699951171875
2026-08-14	-0.5 ATR → 3038.83	40.6%	not touched	3057	3076.300048828125 / 3051.699951171875
2026-08-13	+0.5 ATR → 3084.68	39.7%	not touched	3066.10009765625	3076.300048828125 / 3052.800048828125
2026-08-13	-0.5 ATR → 3047.53	40.6%	not touched	3066.10009765625	3076.300048828125 / 3052.800048828125
2026-08-12	+0.5 ATR → 3074.14	39.7%	not touched	3055.39990234375	3059.300048828125 / 3034.800048828125
2026-08-12	-0.5 ATR → 3036.66	40.6%	touched	3055.39990234375	3059.300048828125 / 3034.800048828125
2026-08-11	+0.5 ATR → 3053.84	39.7%	not touched	3034.5	3045.800048828125 / 3031.5
2026-08-11	-0.5 ATR → 3015.16	40.6%	not touched	3034.5	3045.800048828125 / 3031.5
2026-08-10	+0.5 ATR → 3050.44	39.7%	not touched	3030.5	3039.89990234375 / 3016
2026-08-10	-0.5 ATR → 3010.56	40.6%	not touched	3030.5	3039.89990234375 / 3016

See all verified findings →