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Odds

top 100 by |delta_held|, written as plain IF/THEN statements. rate/base measured on the held-out sample (out-of-sample, not the original fit window) โ€” the honest number.

Descriptive statistics, not signals โ€” touching a level is not earning money on it. Every number on this page ships with its sample size (n) and confidence interval. See methodology.

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZT95.0% vs. 35.1%+60.0 pp[91.1%, 97.3%]201CROSS-CLUSTER (correlated markets)

IF the 9:30am open is far above the prior session's open AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN91.8% vs. 31.7%+60.0 pp[86.7%, 95.1%]170CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZB95.1% vs. 35.4%+59.6 pp[91.2%, 97.3%]203CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN96.7% vs. 37.2%+59.5 pp[93.4%, 98.4%]212CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZF95.9% vs. 37.1%+58.6 pp[92.3%, 97.8%]215CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN96.9% vs. 38.5%+58.5 pp[93.8%, 98.5%]228CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZB96.6% vs. 38.0%+58.5 pp[93.1%, 98.3%]203CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN95.5% vs. 37.2%+58.3 pp[91.7%, 97.6%]199CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZB91.2% vs. 33.1%+58.0 pp[86.5%, 94.4%]203CROSS-CLUSTER (correlated markets)

IF the London session closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN95.2% vs. 37.2%+57.9 pp[90.8%, 97.5%]165CROSS-CLUSTER (correlated markets)

IF the London session closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN92.2% vs. 34.4%+57.8 pp[87.0%, 95.4%]165CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN92.1% vs. 34.4%+57.6 pp[87.6%, 95.0%]212CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZF94.4% vs. 37.1%+57.2 pp[90.4%, 96.8%]212CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NQ94.9% vs. 37.8%+57.0 pp[90.8%, 97.2%]194CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZT94.7% vs. 38.1%+56.5 pp[90.7%, 97.0%]205CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN93.0% vs. 36.5%+56.5 pp[88.9%, 95.7%]228CROSS-CLUSTER (correlated markets)

IF the London session closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN88.0% vs. 31.7%+56.1 pp[82.1%, 92.1%]165CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN90.5% vs. 34.4%+56.1 pp[85.6%, 93.8%]199CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ES93.2% vs. 37.2%+56.0 pp[88.5%, 96.1%]176CROSS-CLUSTER (correlated markets)

IF the morning session (9:30am-noon) closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NQ87.2% vs. 31.6%+55.7 pp[81.2%, 91.5%]164CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZT88.6% vs. 32.9%+55.6 pp[83.5%, 92.3%]201CROSS-CLUSTER (correlated markets)

IF the morning session (9:30am-noon) closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
YM88.5% vs. 32.9%+55.6 pp[82.9%, 92.4%]174CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZF94.6% vs. 39.0%+55.6 pp[90.8%, 96.9%]221CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
UB95.5% vs. 40.0%+55.6 pp[92.0%, 97.6%]223CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZF89.9% vs. 34.2%+55.5 pp[85.1%, 93.2%]215CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZF86.2% vs. 31.6%+54.9 pp[80.9%, 90.2%]215CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZF93.9% vs. 39.0%+54.8 pp[89.8%, 96.4%]211CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN86.4% vs. 31.7%+54.5 pp[81.2%, 90.4%]212CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZT89.3% vs. 35.1%+54.2 pp[84.0%, 93.0%]186CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZT90.3% vs. 36.1%+54.2 pp[85.5%, 93.6%]205CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN86.0% vs. 31.7%+54.2 pp[80.5%, 90.1%]199CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN88.2% vs. 34.2%+54.0 pp[83.4%, 91.8%]228CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZF88.3% vs. 34.2%+54.0 pp[83.2%, 91.9%]212CROSS-CLUSTER (correlated markets)

IF the London session closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
UB90.8% vs. 37.0%+53.7 pp[85.7%, 94.2%]183CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZB91.3% vs. 38.0%+53.6 pp[86.8%, 94.4%]216CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN91.9% vs. 38.5%+53.5 pp[87.7%, 94.8%]235CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
UB90.6% vs. 37.3%+53.3 pp[86.1%, 93.8%]223CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZB91.5% vs. 38.0%+53.3 pp[86.4%, 94.8%]174CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
NQ87.6% vs. 34.4%+53.2 pp[81.8%, 91.7%]169CROSS-CLUSTER (correlated markets)

IF the London session closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NKD84.9% vs. 32.0%+53.2 pp[80.4%, 88.5%]300CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZF89.6% vs. 36.6%+53.1 pp[84.9%, 93.0%]221CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN90.2% vs. 37.2%+52.9 pp[84.9%, 93.8%]172CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN87.4% vs. 34.4%+52.8 pp[81.6%, 91.5%]172CROSS-CLUSTER (correlated markets)

IF the London session closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NIY80.3% vs. 28.0%+52.8 pp[75.4%, 84.4%]300CROSS-CLUSTER (correlated markets)

IF the London session closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NKD80.3% vs. 28.0%+52.8 pp[75.4%, 84.4%]300CROSS-CLUSTER (correlated markets)

IF the London session closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
NKD81.9% vs. 29.8%+52.6 pp[77.2%, 85.9%]300CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZT83.2% vs. 30.4%+52.6 pp[77.4%, 87.7%]201CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZT85.1% vs. 32.9%+52.5 pp[79.1%, 89.6%]179CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
YM92.3% vs. 39.8%+52.4 pp[87.4%, 95.3%]180CROSS-CLUSTER (correlated markets)

IF the Asia session never traded back to yesterday's settlement price AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NKD84.3% vs. 32.0%+52.2 pp[79.3%, 88.2%]257CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
6E91.9% vs. 39.6%+52.2 pp[87.6%, 94.8%]223CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZB87.5% vs. 35.4%+51.9 pp[81.8%, 91.6%]174CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NIY90.4% vs. 38.5%+51.7 pp[87.4%, 92.7%]463CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZF88.2% vs. 36.6%+51.7 pp[83.2%, 91.9%]211CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZB86.7% vs. 35.4%+51.6 pp[81.5%, 90.6%]216CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ES84.1% vs. 32.5%+51.5 pp[77.5%, 89.0%]157CROSS-CLUSTER (correlated markets)

IF the morning session (9:30am-noon) closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ES84.1% vs. 32.5%+51.5 pp[77.5%, 89.0%]157CROSS-CLUSTER (correlated markets)

IF the day opens with a gap up AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
6E82.3% vs. 31.1%+51.5 pp[76.5%, 86.9%]207CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZT89.6% vs. 38.1%+51.5 pp[84.8%, 93.1%]211CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZF83.1% vs. 31.6%+51.4 pp[77.5%, 87.5%]212CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN83.3% vs. 31.7%+51.4 pp[77.0%, 88.2%]172CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NQ82.8% vs. 31.6%+51.4 pp[76.4%, 87.8%]169CROSS-CLUSTER (correlated markets)

IF the market breaks below the 9:00-10:30am candle's low by midday AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NIY79.6% vs. 28.0%+51.3 pp[74.3%, 84.0%]264CROSS-CLUSTER (correlated markets)

IF London trades above the Asia session's high AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZT86.4% vs. 35.1%+51.3 pp[80.6%, 90.7%]175CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN85.8% vs. 34.4%+51.3 pp[79.8%, 90.2%]174CROSS-CLUSTER (correlated markets)

IF the Asia session never traded back to yesterday's settlement price AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
NKD81.2% vs. 29.8%+51.2 pp[76.0%, 85.5%]257CROSS-CLUSTER (correlated markets)

IF the morning session (9:30am-noon) closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZT81.8% vs. 30.4%+51.2 pp[75.4%, 86.8%]174CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZT84.0% vs. 32.9%+50.9 pp[78.0%, 88.5%]186CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NKD89.4% vs. 38.5%+50.8 pp[86.3%, 91.9%]469CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZF85.1% vs. 34.4%+50.7 pp[79.8%, 89.2%]221CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ES85.3% vs. 34.8%+50.5 pp[79.0%, 90.0%]157CROSS-CLUSTER (correlated markets)

IF London trades below the Asia session's low AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NQ88.3% vs. 37.8%+50.4 pp[82.9%, 92.2%]187CROSS-CLUSTER (correlated markets)

IF the morning session (9:30am-noon) closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
EMD84.2% vs. 33.7%+50.4 pp[77.7%, 89.0%]158CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZF87.7% vs. 37.1%+50.4 pp[82.1%, 91.8%]177CROSS-CLUSTER (correlated markets)

IF the London session closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
UB85.3% vs. 34.8%+50.4 pp[79.5%, 89.7%]183CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
YM86.5% vs. 36.1%+50.4 pp[80.6%, 90.9%]171CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZN86.8% vs. 36.5%+50.4 pp[81.9%, 90.5%]235CROSS-CLUSTER (correlated markets)

IF the first hour of trading closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
YM86.5% vs. 36.1%+50.3 pp[80.7%, 90.8%]178CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZT86.3% vs. 36.1%+50.3 pp[81.0%, 90.3%]211CROSS-CLUSTER (correlated markets)

IF the first hour of trading closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
NIY80.2% vs. 30.0%+50.2 pp[75.5%, 84.2%]322CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZB83.5% vs. 33.1%+50.2 pp[77.3%, 88.3%]174CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
YM83.0% vs. 32.9%+50.1 pp[76.7%, 87.9%]171CROSS-CLUSTER (correlated markets)

IF the market breaks above the 9:00-10:30am candle's high by midday AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN82.0% vs. 31.7%+50.1 pp[74.8%, 87.5%]138CROSS-CLUSTER (correlated markets)

IF London trades above the Asia session's high AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZN87.4% vs. 37.2%+50.1 pp[82.0%, 91.3%]197CROSS-CLUSTER (correlated markets)

IF the first hour of trading closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
NQ83.9% vs. 34.4%+50.0 pp[77.4%, 88.7%]160CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZT80.1% vs. 30.4%+50.0 pp[73.7%, 85.3%]179CROSS-CLUSTER (correlated markets)

IF the 9:00-10:30am candle closes higher AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ZF84.3% vs. 34.2%+49.9 pp[78.4%, 88.9%]183CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NKD81.8% vs. 32.0%+49.9 pp[77.4%, 85.4%]356CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
NIY81.6% vs. 31.9%+49.9 pp[77.3%, 85.3%]358CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 10:30am ET

marketrate vs. basedelta95% CInbadge
ES84.7% vs. 34.8%+49.8 pp[78.7%, 89.3%]176CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZS91.7% vs. 41.9%+49.8 pp[87.4%, 94.7%]228CROSS-CLUSTER (correlated markets)

IF the first hour of trading closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NQ80.7% vs. 31.6%+49.8 pp[73.9%, 86.1%]160CROSS-CLUSTER (correlated markets)

IF the market breaks below the 9:00-10:30am candle's low by midday AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
NKD78.0% vs. 28.0%+49.7 pp[72.7%, 82.6%]268CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
CL81.1% vs. 31.1%+49.7 pp[74.8%, 86.1%]183CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZN83.8% vs. 34.2%+49.7 pp[78.6%, 88.0%]235CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
UB89.2% vs. 40.0%+49.7 pp[84.5%, 92.7%]222CROSS-CLUSTER (correlated markets)

IF the day opens with a gap down AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZT83.5% vs. 33.8%+49.7 pp[77.8%, 88.0%]205CROSS-CLUSTER (correlated markets)

IF the first hour of trading closes lower AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
YM82.6% vs. 32.9%+49.7 pp[76.3%, 87.5%]178CROSS-CLUSTER (correlated markets)

IF London stays above the Asia session's low AND an Asian peer market already took yesterday's high THEN price breaks yesterday's high sometime after 9:30am ET

marketrate vs. basedelta95% CInbadge
ZT84.8% vs. 35.1%+49.7 pp[78.4%, 89.5%]163CROSS-CLUSTER (correlated markets)

IF the open shows no pullback into yesterday's move AND an Asian peer market already took yesterday's low THEN price breaks yesterday's low sometime after noon ET

marketrate vs. basedelta95% CInbadge
ZF84.0% vs. 34.4%+49.5 pp[78.4%, 88.3%]211CROSS-CLUSTER (correlated markets)

CI method: wilson score interval, 95%, computed on rate_held/n_held.