E-mini S&P 500 (ES)

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

last quote 7691.25 · as of 01:47 ET (Yahoo tick 2026-08-21T20:59:59.000Z)

Measured odds. No trade calls. what this means →

FOXALGO / ES CANDLESTICK

TRACKING15m DELAYED MARKET DATALAST 7691.25

ES · 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	7708.82	73.8%	not touched yet
-0.25 ATR	7673.68	70.3%	not touched yet
+0.50 ATR	7726.39	48.8%	not touched yet
-0.50 ATR	7656.11	47.8%	not touched yet
+0.75 ATR	7743.96	29.9%	not touched yet
-0.75 ATR	7638.54	31.6%	not touched yet
+1.00 ATR	7761.54	17.7%	not touched yet
-1.00 ATR	7620.96	20.6%	not touched yet
+1.50 ATR	7796.68	5.7%	not touched yet
-1.50 ATR	7585.82	8.4%	not touched yet

today's range so far

49.75

high 7714.00 / low 7664.25 · n=68 bars

position in today's range

54.3%

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

change from open

+21.50

open 7669.75

What's happening now

Regime of the day

Realized range so far / ATR(14) = 0.708 → narrow (n = 11,559)

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

FOXALGO / ES 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 / ES INSTRUMENT 01

ES · P(touch by close)

distance (ATR)	up level	P(touch by close) up	down level	P(touch by close) down	n
0.25	7708.82	73.8%	7673.68	70.3%	11,490
0.5	7726.39	48.8%	7656.11	47.8%	11,490
0.75	7743.96	29.9%	7638.54	31.6%	11,490
1	7761.54	17.7%	7620.96	20.6%	11,490
1.5	7796.68	5.7%	7585.82	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 S&P 500

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	7786.80	48.8%	not touched ✗
2026-08-10	7828.05	48.8%	not touched ✗
2026-08-11	7827.91	48.8%	not touched ✗
2026-08-12	7805.61	48.8%	not touched ✗
2026-08-13	7816.35	48.8%	touched ✓
2026-08-14	7871.68	48.8%	not touched ✗
2026-08-17	7853.31	48.8%	not touched ✗
2026-08-18	7809.79	48.8%	not touched ✗
2026-08-19	7753.62	48.8%	touched ✓
2026-08-20	7769.03	48.8%	not touched ✗

Live frozen record

date	level	predicted p	outcome	price at freeze	realized high/low
2026-08-21	+0.5 ATR → 7726.11	39.7%	not touched	7698.5	7714 / 7676.75
2026-08-21	-0.5 ATR → 7670.89	40.6%	not touched	7698.5	7714 / 7676.75
2026-08-20	+0.5 ATR → 7729.98	39.7%	not touched	7700.5	7720 / 7659
2026-08-20	-0.5 ATR → 7671.02	40.6%	touched	7700.5	7720 / 7659
2026-08-19	+0.5 ATR → 7773.25	39.7%	not touched	7742.5	7764.75 / 7720.75
2026-08-19	-0.5 ATR → 7711.75	40.6%	not touched	7742.5	7764.75 / 7720.75
2026-08-18	+0.5 ATR → 7761.24	39.7%	not touched	7726.5	7735.25 / 7710.25
2026-08-18	-0.5 ATR → 7691.76	40.6%	not touched	7726.5	7735.25 / 7710.25
2026-08-17	+0.5 ATR → 7838.65	39.7%	not touched	7803	7809.5 / 7766.25
2026-08-17	-0.5 ATR → 7767.35	40.6%	touched	7803	7809.5 / 7766.25
2026-08-14	+0.5 ATR → 7865.67	39.7%	not touched	7827.75	7830.75 / 7796.5
2026-08-14	-0.5 ATR → 7789.83	40.6%	not touched	7827.75	7830.75 / 7796.5
2026-08-13	+0.5 ATR → 7831.61	39.7%	touched	7793.25	7838.5 / 7785.5
2026-08-13	-0.5 ATR → 7754.89	40.6%	not touched	7793.25	7838.5 / 7785.5
2026-08-12	+0.5 ATR → 7831.17	39.7%	not touched	7791.5	7794 / 7756.5
2026-08-12	-0.5 ATR → 7751.83	40.6%	not touched	7791.5	7794 / 7756.5
2026-08-11	+0.5 ATR → 7830.84	39.7%	not touched	7791.75	7792.5 / 7738
2026-08-11	-0.5 ATR → 7752.66	40.6%	touched	7791.75	7792.5 / 7738
2026-08-10	+0.5 ATR → 7812.67	39.7%	not touched	7773	7798 / 7764.75
2026-08-10	-0.5 ATR → 7733.33	40.6%	not touched	7773	7798 / 7764.75

See all verified findings →