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E-mini Russell 2000 (RTY)

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

last quote 2761.20 · as of 21:07 ET (Yahoo tick 2026-11-06T21:59:59.000Z)

Measured odds. No trade calls. what this means →

FOXALGO / RTY CANDLESTICK
TRACKING15m DELAYED MARKET DATALAST 2761.2

RTY · CURRENT SESSION · 15m

View as table
levelpriceP(touch)status
+0.25 ATR2775.0615.5%not touched yet
-0.25 ATR2747.3415.9%✓ touched
+0.50 ATR2788.922.2%not touched yet
-0.50 ATR2733.482.4%✓ touched
+0.75 ATR2802.780.5%not touched yet
-0.75 ATR2719.620.5%✓ touched
+1.00 ATR2816.640.2%not touched yet
-1.00 ATR2705.760.1%not touched yet
+1.50 ATR2844.360.0%not touched yet
-1.50 ATR2678.040.0%not touched yet
today's range so far
54.80
high 2769.40 / low 2714.60 · n=69 bars
position in today's range
85.0%
0% = today's low so far, 100% = today's high so far — descriptive, not a signal
change from open
+30.70
open 2730.50

Levels ahead of price

Key levels above and below the current price, with the measured probability of touching each one before the 16:00 ET close.

Market closed — levels as of last session.

Probability of touching, not of profit. Calibrated walk-forward (fit 2010–2017, checked on later years). See the full touch-odds ladder

Live hit rate — RTY

Live hit rate
93%
n = 309
95% confidence interval
90–96%
Wilson interval
All six markets
93%
n = 309
Vs. all markets
+0.0 pp
RTY minus the combined rate, in percentage points
2026-09-09: 16 resolved2026-09-10: 14 resolved2026-09-14: 1 resolved2026-09-16: 5 resolved2026-09-17: 4 resolved2026-09-18: 4 resolved2026-09-21: 2 resolved2026-09-22: 3 resolved2026-09-23: 35 resolved2026-09-24: 22 resolved2026-09-25: 1 resolved2026-09-28: 1 resolved2026-09-29: 5 resolved2026-10-01: 7 resolved2026-10-05: 1 resolved2026-10-06: 5 resolved2026-10-07: 16 resolved2026-10-08: 20 resolved2026-10-09: 3 resolved2026-10-11: 2 resolved2026-10-12: 4 resolved2026-10-13: 6 resolved2026-10-14: 21 resolved2026-10-15: 2 resolved2026-10-16: 9 resolved2026-10-20: 3 resolved2026-10-21: 5 resolved2026-10-22: 3 resolved2026-10-26: 1 resolved2026-10-27: 17 resolved2026-10-28: 8 resolved2026-10-29: 7 resolved2026-10-30: 13 resolved2026-11-03: 2 resolved2026-11-04: 10 resolved2026-11-05: 18 resolved
506070809010035
Sep 09Sep 22Oct 05Oct 13Oct 26Nov 05
RTYAll six markets (dashed)

By tier

TierHitnHit %
S28530593.4%
A3475.0%
B00—

See all markets →

Range state now

Where this market's operating range stands on each timeframe. A description, not a call.

E-mini Russell 2000
3 up, 2 down
As of 2026-11-06 17:00 ET (last closed bar, feed delayed about 15 minutes)
TFDirectionHighMidLowSize (ATR)PositionAge (bars)Before
15m▼2766.302762.352758.401.435%4
30m▼2769.402763.902758.401.025%2
1h▲2769.302761.052752.801.351%3
2h▲2769.302759.802750.300.957%2
4h▲2769.302754.052738.801.073%1

See the range state of every market

Historical backfill, year by year

This is a rules-based backfill, not the live record — see /record for every market.

50607080901002017 stated: 87.3%2017 actual: 80.4% (-6.9 pp) -- n = 1,81920172018 stated: 88.0%2018 actual: 87.7% (-0.3 pp) -- n = 4,30120182019 stated: 88.2%2019 actual: 87.9% (-0.3 pp) -- n = 3,94920192020 stated: 87.7%2020 actual: 87.7% (+0.0 pp) -- n = 4,72220202021 stated: 88.7%2021 actual: 90.1% (+1.3 pp) -- n = 4,71520212022 stated: 89.0%2022 actual: 89.5% (+0.4 pp) -- n = 5,07520222023 stated: 88.5%2023 actual: 89.5% (+0.9 pp) -- n = 4,83720232024 stated: 88.8%2024 actual: 89.9% (+1.1 pp) -- n = 4,27220242025 stated: 89.0%2025 actual: 89.1% (+0.2 pp) -- n = 4,41020252026 stated: 89.1%2026 actual: 90.1% (+1.0 pp) -- n = 2,8602026

RTY: 88.7% actual vs. 88.5% stated (+0.2 pp) across 40,960 calls

See every market on /record →

What's happening now

Regime of the day

Realized range so far / ATR(14) = 0.988 → typical (n = 11,559)

narrow < 0.847, typical < 1.335, else wide — based on a partial-session window (69 bars). See methodology.

FOXALGO / RTY INSTRUMENT 02

Next hour

distance (ATR)P(touch up, next 60m)P(touch down, next 60m)n
0.164.6%59.5%11,555
0.2526.1%25.8%11,555
0.53.9%7.3%11,555

Measured from the 1020-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)

0%25%50%75%100%0.250.50.7511.5distance from current price (ATR multiples)
distance (ATR)up levelP(touch by close) updown levelP(touch by close) downn
0.252775.0615.5%2747.3415.9%11,335
0.52788.922.2%2733.482.4%11,335
0.752802.780.5%2719.620.5%11,335
12816.640.2%2705.760.1%11,335
1.52844.360.0%2678.040.0%11,335

Brackets

What-if take-profit / stop-loss combinations, long side, 390 minutes after the open. Not a recommendation.

TPSLP(TP first)P(SL first)P(neither)n
0.5 ATR0.25 ATR33.8%62.5%3.8%9,954
0.5 ATR0.5 ATR45.3%42.1%12.7%9,954
1 ATR0.5 ATR19.2%48.5%32.3%9,954

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 28.7% · 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.

datelevel (open + 0.5 ATR)P(touch)result
2026-10-232815.752.2%not touched ✗
2026-10-262815.412.2%touched ✓
2026-10-272815.752.2%touched ✓
2026-10-282849.962.2%touched ✓
2026-10-292870.102.2%touched ✓
2026-10-302890.882.2%not touched ✗
2026-11-022853.372.2%touched ✓
2026-11-032844.992.2%touched ✓
2026-11-042840.762.2%touched ✓
2026-11-052894.032.2%not touched ✗

Live frozen record

datelevelpredicted poutcomeprice at freezerealized high/low
2026-11-06+0.5 ATR → 2761.7739.7%touched2739.92769.39990234375 / 2738.800048828125
2026-11-06-0.5 ATR → 2718.0340.6%not touched2739.92769.39990234375 / 2738.800048828125
2026-11-05+0.5 ATR → 2889.0139.7%not touched2870.12842.60009765625 / 2729.60009765625
2026-11-05-0.5 ATR → 2851.1940.6%touched2870.12842.60009765625 / 2729.60009765625
2026-11-04+0.5 ATR → 2893.7339.7%not touched28752888.699951171875 / 2839.800048828125
2026-11-04-0.5 ATR → 2856.2740.6%touched28752888.699951171875 / 2839.800048828125
2026-11-03+0.5 ATR → 2844.8639.7%touched2825.62847 / 2820.300048828125
2026-11-03-0.5 ATR → 2806.3440.6%not touched2825.62847 / 2820.300048828125
2026-11-02+0.5 ATR → 2860.0039.7%not touched2841.12858.39990234375 / 2815.699951171875
2026-11-02-0.5 ATR → 2822.2040.6%touched2841.12858.39990234375 / 2815.699951171875
2026-10-30+0.5 ATR → 2867.7539.7%not touched2851.22867.300048828125 / 2795.39990234375
2026-10-30-0.5 ATR → 2834.6540.6%touched2851.22867.300048828125 / 2795.39990234375
2026-10-29+0.5 ATR → 2864.1539.7%touched2847.62880.199951171875 / 2855.300048828125
2026-10-29-0.5 ATR → 2831.0540.6%not touched2847.62880.199951171875 / 2855.300048828125
2026-10-28+0.5 ATR → 2848.5439.7%not touched2831.72842.60009765625 / 2817.699951171875
2026-10-28-0.5 ATR → 2814.8640.6%not touched2831.72842.60009765625 / 2817.699951171875
2026-10-27+0.5 ATR → 2823.8239.7%touched2807.52831.699951171875 / 2796.10009765625
2026-10-27-0.5 ATR → 2791.1840.6%not touched2807.52831.699951171875 / 2796.10009765625
2026-10-26+0.5 ATR → 2806.3039.7%touched2789.62815.60009765625 / 2789.60009765625
2026-10-26-0.5 ATR → 2772.9040.6%not touched2789.62815.60009765625 / 2789.60009765625

See all verified findings →