QQQ · SPY · IWM · 14 stocks

Mini correction into the close

2026 · 02 Jan 2026 — 16 Oct 2026 · New York time · unadjusted one-minute bars, High and Low of every minute

Methodology ↓

Weak hint

TSLA · 0DTE sessions · 15:40 → 16:00 · expiries: Mon · Wed · Fri (+4 holiday shifts)

Touched at least 0.20 % inside the window, by High / Low

deep days, move ≥ 0.75 %

againstwith trend

shallow days, move < 0.50 %

againstwith trend

On deep days the counter-trend touch is the more frequent of the two.

Closed against the trend at 16:00 (close of the last minute)

deep days

shallow days

50 % is a coin flip; the interval under each number is the 95 % range of the true frequency.

Deep days: how far the price went from the 15:40 price, by High / Low, and where it closed

deepest against0.45 %median 0.39 %

furthest with trend0.27 %median 0.19 %

close vs 15:40+0.12 %95% CI +0.02 % … +0.22 %t = 2.45

The close is what a position held to the end earns on the underlying, before costs; the two extremes are what it could have taken or lost along the way. |t| ≥ 2 is roughly 95 % confidence that the mean is not zero.

On 80 deep days the move from the 09:30 open to 15:40 was at least 0.75 %. By High / Low the price then touched 0.20 % against the trend in 72 % of them and with the trend in 46 % (shallow days: 54 % / 42 %); the close was against the trend in 60 %, the average move to 16:00 — +0.12 % (t = 2.5). The numbers lean the right way but do not clear the 95 % bar: too few days, or too small an effect, to call it a rule.

1 · Does a deeper move make the correction more likely?

TSLA · 0DTE sessions · move from the 09:30 open to 15:40 · window 15:40–16:00

Every "touch" is by the High and Low of each minute in the window, measured from the window-start price. Each threshold has two columns: against the trend and with it — when both grow together with depth, that is volatility, not a correction. Rows are nested: "≥ 1.00 %" contains "≥ 1.50 %". Bars are proportional to the percentage.

Move to 15:40	Days	touched ≥ 0.10 %		touched ≥ 0.20 %		touched ≥ 0.30 %		touched ≥ 0.50 %		Closed against close	Mean move to 16:00 close, + = against	median extreme, High / Low		Median give-back of the move
Move to 15:40	Days	against	with trend	against	with trend	against	with trend	against	with trend	Closed against close	Mean move to 16:00 close, + = against	against	with trend	Median give-back of the move
< 0.50 % · shallow, baseline	26↑14 ↓12	76.9 %20 / 26	65.4 %17 / 26	53.8 %14 / 26	42.3 %11 / 26	42.3 %11 / 26	38.5 %10 / 26	23.1 %6 / 26	15.4 %4 / 26	61.5 %16 / 26	+0.06 %95% CI -0.07 % … +0.20 %t = 0.91	0.24 %	0.18 %	75 %
≥ 0.50 %	87↑43 ↓44	85.1 %74 / 87	73.6 %64 / 87	70.1 %61 / 87	48.3 %42 / 87	52.9 %46 / 87	31.0 %27 / 87	36.8 %32 / 87	17.2 %15 / 87	56.3 %49 / 87	+0.09 %95% CI -0.00 % … +0.19 %t = 1.93	0.35 %	0.19 %	17 %
≥ 0.75 %	80↑38 ↓42	86.2 %69 / 80	71.2 %57 / 80	72.5 %58 / 80	46.2 %37 / 80	57.5 %46 / 80	30.0 %24 / 80	40.0 %32 / 80	17.5 %14 / 80	60.0 %48 / 80	+0.12 %95% CI +0.02 % … +0.22 %t = 2.45	0.39 %	0.19 %	16 %
≥ 1.00 %	71↑33 ↓38	87.3 %62 / 71	70.4 %50 / 71	73.2 %52 / 71	45.1 %32 / 71	57.7 %41 / 71	29.6 %21 / 71	40.8 %29 / 71	16.9 %12 / 71	62.0 %44 / 71	+0.13 %95% CI +0.03 % … +0.24 %t = 2.49	0.41 %	0.18 %	14 %
≥ 1.50 %	59↑28 ↓31	89.8 %53 / 59	69.5 %41 / 59	78.0 %46 / 59	45.8 %27 / 59	59.3 %35 / 59	32.2 %19 / 59	45.8 %27 / 59	18.6 %11 / 59	64.4 %38 / 59	+0.17 %95% CI +0.05 % … +0.29 %t = 2.83	0.44 %	0.18 %	13 %
≥ 2.00 %	49↑23 ↓26	87.8 %43 / 49	71.4 %35 / 49	75.5 %37 / 49	49.0 %24 / 49	57.1 %28 / 49	32.7 %16 / 49	44.9 %22 / 49	18.4 %9 / 49	63.3 %31 / 49	+0.14 %95% CI +0.01 % … +0.27 %t = 2.07	0.44 %	0.19 %	12 %
All directed days	113↑57 ↓56	83.2 %94 / 113	71.7 %81 / 113	66.4 %75 / 113	46.9 %53 / 113	50.4 %57 / 113	32.7 %37 / 113	33.6 %38 / 113	16.8 %19 / 113	57.5 %65 / 113	+0.09 %95% CI +0.01 % … +0.17 %t = 2.14	0.30 %	0.19 %	19 %
The same, in non-overlapping bands
0.00 – 0.25 %	16↑9 ↓7	75.0 %12 / 16	68.8 %11 / 16	56.2 %9 / 16	37.5 %6 / 16	43.8 %7 / 16	37.5 %6 / 16	18.8 %3 / 16	12.5 %2 / 16	56.2 %9 / 16	+0.04 %95% CI -0.15 % … +0.24 %t = 0.43	0.24 %	0.18 %	—
0.25 – 0.50 %	10↑5 ↓5	80.0 %8 / 10	60.0 %6 / 10	50.0 %5 / 10	50.0 %5 / 10	40.0 %4 / 10	40.0 %4 / 10	30.0 %3 / 10	20.0 %2 / 10	70.0 %7 / 10	+0.09 %95% CI -0.07 % … +0.26 %t = 1.09	0.24 %	0.19 %	75 %
0.50 – 0.75 %	7↑5 ↓2	71.4 %5 / 7	100.0 %7 / 7	42.9 %3 / 7	71.4 %5 / 7	0.0 %0 / 7	42.9 %3 / 7	0.0 %0 / 7	14.3 %1 / 7	14.3 %1 / 7	-0.24 %95% CI -0.51 % … +0.04 %t = -1.71	0.18 %	0.24 %	30 %
0.75 – 1.00 %	9↑5 ↓4	77.8 %7 / 9	77.8 %7 / 9	66.7 %6 / 9	55.6 %5 / 9	55.6 %5 / 9	33.3 %3 / 9	33.3 %3 / 9	22.2 %2 / 9	44.4 %4 / 9	+0.03 %95% CI -0.23 % … +0.30 %t = 0.23	0.35 %	0.20 %	40 %
1.00 – 1.50 %	12↑5 ↓7	75.0 %9 / 12	75.0 %9 / 12	50.0 %6 / 12	41.7 %5 / 12	50.0 %6 / 12	16.7 %2 / 12	16.7 %2 / 12	8.3 %1 / 12	50.0 %6 / 12	-0.04 %95% CI -0.25 % … +0.17 %t = -0.38	0.25 %	0.16 %	22 %
1.50 – 2.50 %	24↑11 ↓13	83.3 %20 / 24	83.3 %20 / 24	70.8 %17 / 24	50.0 %12 / 24	41.7 %10 / 24	41.7 %10 / 24	33.3 %8 / 24	25.0 %6 / 24	58.3 %14 / 24	+0.09 %95% CI -0.07 % … +0.25 %t = 1.07	0.25 %	0.21 %	12 %
≥ 2.50 %	35↑17 ↓18	94.3 %33 / 35	60.0 %21 / 35	82.9 %29 / 35	42.9 %15 / 35	71.4 %25 / 35	25.7 %9 / 35	54.3 %19 / 35	14.3 %5 / 35	68.6 %24 / 35	+0.22 %95% CI +0.06 % … +0.39 %t = 2.71	0.54 %	0.17 %	14 %
Relative to the instrument's own typical move — median move to 15:40 = 1.72 %
0.0 – 0.5 × (0.00 – 0.86 %)	36↑21 ↓15	75.0 %27 / 36	72.2 %26 / 36	52.8 %19 / 36	50.0 %18 / 36	36.1 %13 / 36	38.9 %14 / 36	22.2 %8 / 36	16.7 %6 / 36	52.8 %19 / 36	+0.00 %95% CI -0.12 % … +0.13 %t = 0.04	0.22 %	0.21 %	42 %
0.5 – 1.0 × (0.86 – 1.72 %)	20↑10 ↓10	80.0 %16 / 20	75.0 %15 / 20	55.0 %11 / 20	45.0 %9 / 20	50.0 %10 / 20	25.0 %5 / 20	20.0 %4 / 20	15.0 %3 / 20	45.0 %9 / 20	-0.02 %95% CI -0.18 % … +0.15 %t = -0.20	0.29 %	0.17 %	26 %
1.0 – 2.0 × (1.72 – 3.44 %)	39↑17 ↓22	87.2 %34 / 39	71.8 %28 / 39	76.9 %30 / 39	51.3 %20 / 39	51.3 %20 / 39	33.3 %13 / 39	38.5 %15 / 39	20.5 %8 / 39	61.5 %24 / 39	+0.13 %95% CI -0.01 % … +0.28 %t = 1.83	0.31 %	0.24 %	13 %
≥ 2.0 × (3.44+ %)	18↑9 ↓9	94.4 %17 / 18	66.7 %12 / 18	83.3 %15 / 18	33.3 %6 / 18	77.8 %14 / 18	27.8 %5 / 18	61.1 %11 / 18	11.1 %2 / 18	72.2 %13 / 18	+0.26 %95% CI +0.05 % … +0.48 %t = 2.40	0.62 %	0.16 %	10 %

2 · When inside the window is the correction reached?

deep days (≥ 0.75 %, n = 80) vs shallow (< 0.50 %, n = 26)

Top: the share of days that have touched 0.20 % from the window-start price by the end of each minute, by High / Low — against the trend and with it. Bottom: the average High − Low range of each minute, and the running close-to-close move of deep days.

deep days, against the trenddeep days, with the trendshallow days

deep days: minute High − Lowshallow days: minute High − Lowdeep days: running close-to-close move from 15:40 (+ = against)

Five-minute segment	close-to-close		inside the segment from its open, High / Low		the window's extreme fell here		Minute range High − Low
Five-minute segment	move (+ = against)	segment against	max against	max with trend	against	with trend	Minute range High − Low
Deep days · n = 80
15:40–15:45	+0.02 %95% CI -0.01 % … +0.06 %	52.5 %42 / 80	0.13 %median 0.12 %	0.11 %median 0.08 %	13.8 %11 / 80	26.2 %21 / 80	0.111 %
15:45–15:50	+0.03 %95% CI +0.00 % … +0.07 %	57.5 %46 / 80	0.13 %median 0.10 %	0.11 %median 0.10 %	8.8 %7 / 80	18.8 %15 / 80	0.110 %
15:50–15:55	+0.09 %95% CI +0.03 % … +0.15 %	63.7 %51 / 80	0.25 %median 0.23 %	0.17 %median 0.11 %	27.5 %22 / 80	22.5 %18 / 80	0.181 %
15:55–16:00	-0.02 %95% CI -0.08 % … +0.04 %	47.5 %38 / 80	0.21 %median 0.17 %	0.19 %median 0.13 %	50.0 %40 / 80	30.0 %24 / 80	0.163 %
Shallow days · n = 26
15:40–15:45	+0.00 %95% CI -0.05 % … +0.05 %	53.8 %14 / 26	0.11 %median 0.09 %	0.10 %median 0.08 %	30.8 %8 / 26	42.3 %11 / 26	0.092 %
15:45–15:50	+0.01 %95% CI -0.05 % … +0.06 %	53.8 %14 / 26	0.11 %median 0.08 %	0.08 %median 0.05 %	3.8 %1 / 26	0.0 %0 / 26	0.089 %
15:50–15:55	+0.02 %95% CI -0.07 % … +0.11 %	50.0 %13 / 26	0.19 %median 0.17 %	0.17 %median 0.13 %	23.1 %6 / 26	26.9 %7 / 26	0.149 %
15:55–16:00	+0.04 %95% CI -0.05 % … +0.13 %	57.7 %15 / 26	0.23 %median 0.16 %	0.15 %median 0.13 %	42.3 %11 / 26	30.8 %8 / 26	0.151 %

"The extreme fell here" is the segment holding the deepest counter-trend (or the furthest with-trend) point of the whole window; the last segment collects every day whose move ran into the close. "Inside the segment" measures each five minutes on their own, from the segment's opening price.

3 · How many minutes before the close to enter?

direction and depth are read at the entry minute itself; exit at 16:00

Each row is its own experiment: a position against the trend opened at that minute on days that had moved at least 0.75 %. "To the close" is the close-to-close result; the two High / Low columns are the furthest the price went from the entry in the trader's favour (against the trend) and against them (with the trend) before the end. Six entries are compared at once, so one mildly significant row among six is expected by chance.

Entry	Min. to 16:00	Deep days	to the close, close-to-close		furthest against the trend from the entry, High / Low		furthest with the trend from the entry, High / Low		all days, no depth filter
Entry	Min. to 16:00	Deep days	mean move	closed against	mean · median	≥ 0.20 %	mean · median	≥ 0.20 %	days	mean move to the close
15:30	30	79	+0.05 %95% CI -0.05 % … +0.16 %t = 0.97	62.0 %49 / 79	0.44 %median 0.35 %	78.5 %62 / 79	0.37 %median 0.28 %	65.8 %52 / 79	113	+0.08 %95% CI -0.01 % … +0.16 %t = 1.82
15:35	25	76	+0.11 %95% CI +0.01 % … +0.21 %t = 2.18	61.8 %47 / 76	0.45 %median 0.36 %	73.7 %56 / 76	0.31 %median 0.25 %	60.5 %46 / 76	113	+0.08 %95% CI -0.00 % … +0.16 %t = 1.92
15:40	20	80	+0.12 %95% CI +0.02 % … +0.22 %t = 2.45	60.0 %48 / 80	0.45 %median 0.39 %	72.5 %58 / 80	0.27 %median 0.19 %	46.2 %37 / 80	113	+0.09 %95% CI +0.01 % … +0.17 %t = 2.14
15:45	15	81	+0.09 %95% CI +0.01 % … +0.18 %t = 2.08	63.0 %51 / 81	0.42 %median 0.36 %	71.6 %58 / 81	0.26 %median 0.18 %	44.4 %36 / 81	113	+0.08 %95% CI +0.01 % … +0.15 %t = 2.17
15:50	10	79	+0.06 %95% CI -0.02 % … +0.15 %t = 1.43	54.4 %43 / 79	0.37 %median 0.31 %	69.6 %55 / 79	0.26 %median 0.18 %	45.6 %36 / 79	113	+0.04 %95% CI -0.03 % … +0.10 %t = 1.07
15:55	5	82	-0.01 %95% CI -0.07 % … +0.05 %t = -0.22	48.8 %40 / 82	0.22 %median 0.17 %	47.6 %39 / 82	0.19 %median 0.11 %	35.4 %29 / 82	113	-0.02 %95% CI -0.06 % … +0.03 %t = -0.64

Minute by minute from 15:40

Entry	Deep days	To the close, mean	Closed against	Max against, High / Low	Max with trend, High / Low	All days: to the close
15:40	80	+0.12 %95% CI +0.02 % … +0.22 %t = 2.45	60.0 %48 / 80	0.45 %median 0.39 %	0.27 %median 0.19 %	+0.09 %95% CI +0.01 % … +0.17 %t = 2.14
15:41	81	+0.10 %95% CI +0.00 % … +0.19 %t = 2.05	61.7 %50 / 81	0.44 %median 0.37 %	0.28 %median 0.17 %	+0.08 %95% CI +0.00 % … +0.15 %t = 1.99
15:42	81	+0.10 %95% CI +0.01 % … +0.19 %t = 2.08	61.7 %50 / 81	0.43 %median 0.39 %	0.27 %median 0.19 %	+0.09 %95% CI +0.02 % … +0.16 %t = 2.45
15:43	79	+0.10 %95% CI +0.01 % … +0.19 %t = 2.09	60.8 %48 / 79	0.43 %median 0.39 %	0.27 %median 0.19 %	+0.08 %95% CI +0.01 % … +0.15 %t = 2.26
15:44	78	+0.08 %95% CI -0.00 % … +0.17 %t = 1.88	60.3 %47 / 78	0.41 %median 0.37 %	0.28 %median 0.18 %	+0.07 %95% CI -0.00 % … +0.14 %t = 1.93
15:45	81	+0.09 %95% CI +0.01 % … +0.18 %t = 2.08	63.0 %51 / 81	0.42 %median 0.36 %	0.26 %median 0.18 %	+0.08 %95% CI +0.01 % … +0.15 %t = 2.17
15:46	80	+0.10 %95% CI +0.01 % … +0.19 %t = 2.07	63.7 %51 / 80	0.42 %median 0.32 %	0.25 %median 0.16 %	+0.06 %95% CI -0.01 % … +0.13 %t = 1.73
15:47	81	+0.08 %95% CI -0.01 % … +0.17 %t = 1.78	61.7 %50 / 81	0.40 %median 0.31 %	0.25 %median 0.16 %	+0.04 %95% CI -0.03 % … +0.12 %t = 1.20
15:48	82	+0.07 %95% CI -0.02 % … +0.15 %t = 1.53	58.5 %48 / 82	0.38 %median 0.31 %	0.25 %median 0.18 %	+0.04 %95% CI -0.03 % … +0.11 %t = 1.06
15:49	80	+0.08 %95% CI -0.01 % … +0.16 %t = 1.80	58.8 %47 / 80	0.39 %median 0.36 %	0.24 %median 0.15 %	+0.04 %95% CI -0.02 % … +0.11 %t = 1.30
15:50	79	+0.06 %95% CI -0.02 % … +0.15 %t = 1.43	54.4 %43 / 79	0.37 %median 0.31 %	0.26 %median 0.18 %	+0.04 %95% CI -0.03 % … +0.10 %t = 1.07
15:51	82	+0.05 %95% CI -0.04 % … +0.13 %t = 1.04	51.2 %42 / 82	0.32 %median 0.22 %	0.24 %median 0.16 %	+0.02 %95% CI -0.05 % … +0.08 %t = 0.43
15:52	81	+0.04 %95% CI -0.04 % … +0.12 %t = 0.95	53.1 %43 / 81	0.31 %median 0.25 %	0.24 %median 0.18 %	+0.02 %95% CI -0.05 % … +0.08 %t = 0.48
15:53	80	+0.05 %95% CI -0.03 % … +0.13 %t = 1.26	51.2 %41 / 80	0.31 %median 0.26 %	0.21 %median 0.14 %	+0.02 %95% CI -0.04 % … +0.09 %t = 0.80
15:54	80	+0.04 %95% CI -0.03 % … +0.10 %t = 0.99	51.2 %41 / 80	0.28 %median 0.23 %	0.20 %median 0.16 %	+0.01 %95% CI -0.05 % … +0.06 %t = 0.25
15:55	82	-0.01 %95% CI -0.07 % … +0.05 %t = -0.22	48.8 %40 / 82	0.22 %median 0.17 %	0.19 %median 0.11 %	-0.02 %95% CI -0.06 % … +0.03 %t = -0.64
15:56	80	-0.02 %95% CI -0.06 % … +0.02 %t = -1.03	45.0 %36 / 80	0.15 %median 0.10 %	0.16 %median 0.14 %	-0.02 %95% CI -0.05 % … +0.01 %t = -1.16
15:57	80	-0.03 %95% CI -0.06 % … +0.01 %t = -1.47	40.0 %32 / 80	0.13 %median 0.07 %	0.15 %median 0.12 %	-0.02 %95% CI -0.05 % … +0.00 %t = -1.81
15:58	79	-0.02 %95% CI -0.04 % … +0.00 %t = -1.55	41.8 %33 / 79	0.10 %median 0.07 %	0.12 %median 0.09 %	-0.01 %95% CI -0.03 % … +0.01 %t = -1.16
15:59	80	-0.01 %95% CI -0.03 % … +0.02 %t = -0.52	48.8 %39 / 80	0.10 %median 0.07 %	0.10 %median 0.07 %	-0.00 %95% CI -0.02 % … +0.01 %t = -0.44

4 · Every instrument side by side

window 15:40–16:00 · deep ≥ 0.75 % · shallow < 0.50 % · stocks on 0DTE sessions

Instrument	Expiries	Days	Deep	deep days: touched ≥ 0.20 %, High / Low			shallow days: against	deep days: median extreme		Closed against deep	Mean move to 16:00 deep, close	Best of 6 entries
Instrument	Expiries	Days	Deep	against	with trend	Δ	shallow days: against	against	with trend	Closed against deep	Mean move to 16:00 deep, close	Best of 6 entries
QQQ	daily · to 16:15	199	78	32.1 %25 / 78	24.4 %19 / 78	+8 pp	16.9 %15 / 89	0.14 %	0.10 %	67.9 %53 / 78	+0.05 %95% CI +0.00 % … +0.10 %t = 2.10	15:40 · +0.05 % t 2.1
SPY	daily · to 16:15	199	42	21.4 %9 / 42	19.0 %8 / 42	+2 pp	12.1 %15 / 124	0.11 %	0.08 %	66.7 %28 / 42	+0.04 %95% CI -0.01 % … +0.09 %t = 1.52	15:45 · +0.04 % t 1.9
IWM	daily · to 16:15	199	70	31.4 %22 / 70	17.1 %12 / 70	+14 pp	18.1 %15 / 83	0.13 %	0.09 %	55.7 %39 / 70	+0.05 %95% CI +0.01 % … +0.09 %t = 2.58	15:30 · +0.07 % t 2.7
NVDA	Mon · Wed · Fri	112	73	57.5 %42 / 73	61.6 %45 / 73	-4 pp	71.4 %15 / 21	0.28 %	0.24 %	49.3 %36 / 73	+0.02 %95% CI -0.09 % … +0.14 %t = 0.41	15:30 · +0.03 % t 0.5
TSLA	Mon · Wed · Fri	113	80	72.5 %58 / 80	46.2 %37 / 80	+26 pp	53.8 %14 / 26	0.39 %	0.19 %	60.0 %48 / 80	+0.12 %95% CI +0.02 % … +0.22 %t = 2.45	15:40 · +0.12 % t 2.5
AMD	Mon · Wed · Fri	69	52	69.2 %36 / 52	69.2 %36 / 52	0 pp	60.0 %6 / 10	0.27 %	0.31 %	48.1 %25 / 52	-0.01 %95% CI -0.18 % … +0.16 %t = -0.13	15:40 · -0.01 % t -0.1
AAPL	Mon · Wed · Fri	114	59	45.8 %27 / 59	54.2 %32 / 59	-8 pp	41.2 %14 / 34	0.20 %	0.21 %	50.8 %30 / 59	+0.00 %95% CI -0.07 % … +0.07 %t = 0.05	15:55 · +0.03 % t 0.9
AMZN	Mon · Wed · Fri	114	74	50.0 %37 / 74	50.0 %37 / 74	0 pp	60.0 %15 / 25	0.20 %	0.21 %	50.0 %37 / 74	-0.01 %95% CI -0.08 % … +0.06 %t = -0.40	15:55 · +0.04 % t 1.6
GOOGL	Mon · Wed · Fri	112	69	59.4 %41 / 69	44.9 %31 / 69	+14 pp	66.7 %16 / 24	0.23 %	0.18 %	62.3 %43 / 69	+0.04 %95% CI -0.04 % … +0.12 %t = 1.05	15:30 · +0.04 % t 0.9
META	Mon · Wed · Fri	112	79	55.7 %44 / 79	58.2 %46 / 79	-3 pp	62.5 %10 / 16	0.25 %	0.24 %	45.6 %36 / 79	+0.03 %95% CI -0.04 % … +0.10 %t = 0.94	15:40 · +0.03 % t 0.9
MSFT	Mon · Wed · Fri	112	70	62.9 %44 / 70	38.6 %27 / 70	+24 pp	48.5 %16 / 33	0.28 %	0.14 %	62.9 %44 / 70	+0.07 %95% CI -0.02 % … +0.15 %t = 1.53	15:40 · +0.07 % t 1.5
AVGO	Mon · Wed · Fri	113	77	67.5 %52 / 77	58.4 %45 / 77	+9 pp	60.0 %15 / 25	0.31 %	0.25 %	51.9 %40 / 77	-0.01 %95% CI -0.12 % … +0.10 %t = -0.24	15:30 · +0.06 % t 1.0
INTC	Mon · Wed · Fri	69	56	73.2 %41 / 56	71.4 %40 / 56	+2 pp	57.1 %4 / 7	0.43 %	0.33 %	55.4 %31 / 56	-0.01 %95% CI -0.24 % … +0.23 %t = -0.05	15:45 · +0.03 % t 0.2
MU	Mon · Wed · Fri	68	57	75.4 %43 / 57	75.4 %43 / 57	0 pp	87.5 %7 / 8	0.35 %	0.42 %	56.1 %32 / 57	+0.05 %95% CI -0.17 % … +0.27 %t = 0.44	15:45 · +0.13 % t 1.2
PLTR	Fri	42	31	64.5 %20 / 31	74.2 %23 / 31	-10 pp	44.4 %4 / 9	0.28 %	0.37 %	38.7 %12 / 31	-0.04 %95% CI -0.17 % … +0.09 %t = -0.59	15:45 · +0.01 % t 0.2
COIN	Fri	42	34	73.5 %25 / 34	79.4 %27 / 34	-6 pp	40.0 %2 / 5	0.37 %	0.42 %	50.0 %17 / 34	-0.09 %95% CI -0.36 % … +0.19 %t = -0.60	15:30 · -0.01 % t -0.1
MSTR	Fri	42	33	69.7 %23 / 33	78.8 %26 / 33	-9 pp	66.7 %4 / 6	0.31 %	0.46 %	36.4 %12 / 33	-0.10 %95% CI -0.35 % … +0.15 %t = -0.79	15:30 · +0.07 % t 0.4
All 14 stocks	—	1234	844	63.2 %533 / 844	58.6 %495 / 844	+5 pp	57.0 %142 / 249	0.28 %	0.25 %	52.5 %443 / 844	+0.02 %95% CI -0.04 % … +0.07 %t = 0.57 · 114 days	15:45 · +0.03 % t 1.0

Δ is the counter-trend touch rate minus the with-trend one on deep days: the part of the touching that is a correction rather than noise. "Best of 6 entries" is the largest mean close-to-close move among the six five-minute entries of section 3 — a selected maximum, so its t overstates the evidence. The pooled row treats the fourteen names on one day as one day when computing t.

Every day · 113

TSLA · 0DTE sessions · newest first

Day	Wd	0DTE	Dir.	Move to 15:40	Extreme before 15:40	Max against High / Low	at	Max with trend High / Low	at	To 16:00 close	Give-back	Auction vs 15:59
2026-10-16	Fri	✓	↓	-4.73 %	+5.37 %	1.06 %	15:56	0.16 %	15:45	+0.82 % ✓	21 %	+0.037 %
2026-10-14	Wed	✓	↓	-1.36 %	+1.98 %	0.36 %	16:00	0.24 %	15:49	+0.32 % ✓	26 %	-0.033 %
2026-10-12	Mon	✓	↓	-1.18 %	+1.24 %	0.19 %	15:55	0.13 %	15:56	-0.01 %	16 %	-0.003 %
2026-10-09	Fri	✓	↑	+0.25 %	+1.62 %	0.18 %	16:00	0.23 %	15:56	+0.17 % ✓	72 %	+0.003 %
2026-10-07	Wed	✓	↓	-0.33 %	+1.06 %	0.29 %	15:57	0.15 %	15:51	+0.11 % ✓	87 %	+0.050 %
2026-10-05	Mon	✓	↑	+3.00 %	+3.41 %	0.54 %	15:56	0.08 %	15:51	+0.32 % ✓	18 %	+0.029 %
2026-10-02	Fri	✓	↑	+3.91 %	+3.97 %	1.21 %	15:58	0.12 %	15:46	+0.92 % ✓	32 %	+0.030 %
2026-09-30	Wed	✓	↓	-0.01 %	+1.77 %	0.89 %	15:58	0.11 %	15:45	+0.80 % ✓	—	+0.025 %
2026-09-28	Mon	✓	↓	-2.79 %	+2.93 %	0.17 %	15:46	0.28 %	15:54	-0.12 %	6 %	+0.017 %
2026-09-25	Fri	✓	↓	-3.46 %	+4.41 %	0.43 %	15:56	0.04 %	15:41	+0.21 % ✓	12 %	+0.008 %
2026-09-23	Wed	✓	↓	-0.08 %	+0.66 %	0.17 %	15:55	0.19 %	15:44	+0.12 % ✓	—	+0.033 %
2026-09-21	Mon	✓	↑	+1.16 %	+1.81 %	0.68 %	15:56	0.01 %	15:41	+0.17 % ✓	59 %	+0.005 %
2026-09-18	Fri	✓	↓	-1.96 %	+2.24 %	1.15 %	15:51	0.00 %	—	+0.68 % ✓	57 %	+0.014 %
2026-09-16	Wed	✓	↓	-0.08 %	+0.85 %	0.46 %	15:51	0.18 %	15:43	+0.13 % ✓	—	+0.014 %
2026-09-14	Mon	✓	↑	+0.13 %	+2.21 %	0.48 %	15:56	0.08 %	15:42	+0.36 % ✓	—	0.000 %
2026-09-11	Fri	✓	↑	+0.24 %	+1.22 %	0.02 %	15:41	0.39 %	15:43	-0.10 %	—	+0.008 %
2026-09-09	Wed	✓	↑	+0.24 %	+1.95 %	0.85 %	16:00	0.04 %	15:51	+0.36 % ✓	—	+0.003 %
2026-09-04	Fri	✓	↓	-2.29 %	+2.97 %	0.52 %	15:56	0.18 %	15:43	+0.05 % ✓	22 %	+0.037 %
2026-09-02	Wed	✓	↓	-1.87 %	+2.91 %	1.02 %	15:58	0.01 %	15:41	+0.94 % ✓	54 %	+0.006 %
2026-08-31	Mon	✓	↑	+5.52 %	+6.14 %	0.13 %	15:48	0.69 %	15:55	-0.42 %	2 %	-0.008 %
2026-08-28	Fri	✓	↓	-2.72 %	+3.33 %	0.69 %	15:56	0.06 %	15:41	+0.40 % ✓	25 %	-0.003 %
2026-08-26	Wed	✓	↑	+0.13 %	+1.93 %	0.13 %	15:42	0.34 %	15:51	-0.05 %	—	+0.017 %
2026-08-24	Mon	✓	↓	-3.26 %	+3.64 %	0.24 %	15:56	0.35 %	15:47	-0.20 %	7 %	+0.003 %
2026-08-21	Fri	✓	↑	+4.66 %	+4.75 %	1.25 %	15:56	0.02 %	15:41	+0.91 % ✓	28 %	+0.006 %
2026-08-19	Wed	✓	↑	+2.98 %	+3.14 %	0.44 %	15:48	0.75 %	16:00	-0.61 %	15 %	0.000 %
2026-08-17	Mon	✓	↓	-0.31 %	+0.94 %	0.02 %	15:41	0.63 %	15:55	-0.10 %	6 %	+0.001 %
2026-08-14	Fri	✓	↓	-0.30 %	+2.04 %	1.13 %	16:00	0.05 %	15:41	+0.28 % ✓	377 %	-0.003 %
2026-08-12	Wed	✓	↓	-2.30 %	+3.39 %	0.19 %	15:58	0.15 %	15:52	+0.04 % ✓	8 %	+0.018 %
2026-08-10	Mon	✓	↑	+0.92 %	+1.67 %	0.03 %	15:53	0.50 %	16:00	-0.39 %	3 %	0.000 %
2026-08-07	Fri	✓	↑	+1.51 %	+3.53 %	0.11 %	15:42	0.52 %	15:59	-0.41 %	8 %	-0.009 %
2026-08-05	Wed	✓	↓	-0.33 %	+0.97 %	0.14 %	15:56	0.35 %	16:00	-0.27 %	42 %	+0.028 %
2026-08-03	Mon	✓	↑	+3.79 %	+4.40 %	1.47 %	16:00	0.05 %	15:42	+0.20 % ✓	40 %	+0.005 %
2026-07-31	Fri	✓	↑	+0.49 %	+1.88 %	0.07 %	15:42	0.65 %	15:55	+0.03 % ✓	14 %	-0.032 %
2026-07-29	Wed	✓	↓	-2.49 %	+2.50 %	0.10 %	15:42	0.70 %	15:56	-0.38 %	4 %	-0.010 %
2026-07-27	Mon	✓	↓	-1.72 %	+2.86 %	0.48 %	16:00	0.17 %	15:55	+0.45 % ✓	28 %	-0.006 %
2026-07-24	Fri	✓	↓	-3.28 %	+4.43 %	0.98 %	16:00	0.09 %	15:52	+0.90 % ✓	29 %	+0.010 %
2026-07-20	Mon	✓	↓	-3.94 %	+4.27 %	0.29 %	15:46	0.38 %	16:00	-0.33 %	7 %	-0.005 %
2026-07-17	Fri	✓	↑	+0.01 %	+1.02 %	0.30 %	16:00	0.07 %	15:53	+0.26 % ✓	—	0.000 %
2026-07-15	Wed	✓	↓	-1.11 %	+2.19 %	0.09 %	15:52	0.25 %	15:55	-0.17 %	8 %	+0.038 %
2026-07-13	Mon	✓	↓	-3.10 %	+3.27 %	0.74 %	16:00	0.03 %	15:41	+0.70 % ✓	23 %	-0.013 %
2026-07-10	Fri	✓	↓	-0.18 %	+1.87 %	0.17 %	15:47	0.63 %	15:55	-0.50 %	—	+0.019 %
2026-07-08	Wed	✓	↓	-1.49 %	+2.22 %	0.67 %	15:52	0.09 %	15:48	+0.12 % ✓	44 %	+0.036 %
2026-07-06	Mon	✓	↑	+4.94 %	+5.55 %	0.18 %	15:51	0.69 %	16:00	-0.64 %	4 %	0.000 %
2026-07-02	Thu	✓	↓	-8.53 %	+9.04 %	0.69 %	15:58	0.15 %	15:50	+0.34 % ✓	7 %	+0.163 %
2026-07-01	Wed	✓	↑	+1.24 %	+2.70 %	0.41 %	15:58	0.13 %	15:45	+0.32 % ✓	34 %	+0.008 %
2026-06-29	Mon	✓	↑	+8.09 %	+8.25 %	0.41 %	15:55	0.07 %	15:42	+0.21 % ✓	5 %	-0.015 %
2026-06-26	Fri	✓	↑	+2.35 %	+4.77 %	0.08 %	15:42	1.66 %	16:00	-0.09 %	3 %	-0.137 %
2026-06-24	Wed	✓	↓	-1.08 %	+1.85 %	0.38 %	15:54	0.19 %	16:00	-0.15 %	35 %	+0.037 %
2026-06-22	Mon	✓	↑	+2.75 %	+5.04 %	0.31 %	15:55	0.27 %	15:52	+0.17 % ✓	12 %	-0.002 %
2026-06-18	Thu	✓	↓	-0.02 %	+3.36 %	1.13 %	15:55	0.07 %	15:42	+0.63 % ✓	—	+0.002 %
2026-06-17	Wed	✓	↓	-1.75 %	+1.85 %	0.52 %	16:00	0.19 %	15:42	+0.44 % ✓	29 %	+0.038 %
2026-06-15	Mon	✓	↓	-0.80 %	+1.28 %	0.54 %	16:00	0.29 %	15:52	+0.53 % ✓	66 %	-0.022 %
2026-06-12	Fri	✓	↑	+0.74 %	+1.44 %	0.11 %	16:00	1.05 %	16:00	-1.01 %	15 %	+0.025 %
2026-06-10	Wed	✓	↓	-2.29 %	+2.91 %	0.21 %	15:51	0.33 %	16:00	-0.25 %	9 %	-0.001 %
2026-06-08	Mon	✓	↑	+3.57 %	+4.19 %	0.70 %	15:53	0.02 %	15:41	+0.35 % ✓	20 %	+0.024 %
2026-06-05	Fri	✓	↓	-6.93 %	+7.59 %	0.55 %	15:52	0.25 %	16:00	-0.14 %	7 %	+0.049 %
2026-06-03	Wed	✓	↑	+0.92 %	+3.56 %	0.19 %	15:55	0.30 %	16:00	-0.28 %	20 %	+0.014 %
2026-06-01	Mon	✓	↓	-2.56 %	+2.57 %	0.23 %	15:52	0.26 %	16:00	-0.19 %	9 %	+0.031 %
2026-05-29	Fri	✓	↓	-0.93 %	+2.66 %	0.49 %	15:51	0.14 %	15:54	-0.05 %	52 %	+0.060 %
2026-05-27	Wed	✓	↓	-0.67 %	+1.66 %	0.29 %	15:56	0.24 %	15:51	+0.08 % ✓	42 %	+0.016 %
2026-05-26	Tue	✓	↑	+0.52 %	+1.15 %	0.03 %	15:41	0.45 %	15:56	-0.24 %	5 %	-0.014 %
2026-05-22	Fri	✓	↑	+0.80 %	+2.09 %	0.51 %	15:55	0.05 %	16:00	+0.02 % ✓	64 %	-0.015 %
2026-05-20	Wed	✓	↑	+1.32 %	+1.85 %	0.02 %	15:41	1.08 %	15:58	-1.04 %	1 %	+0.002 %
2026-05-18	Mon	✓	↓	-2.19 %	+3.32 %	0.21 %	15:50	0.33 %	15:57	-0.01 %	10 %	-0.020 %
2026-05-15	Fri	✓	↓	-2.16 %	+2.63 %	0.05 %	15:41	0.61 %	15:55	-0.57 %	2 %	+0.007 %
2026-05-13	Wed	✓	↑	+1.94 %	+3.83 %	0.36 %	15:43	0.09 %	15:56	-0.01 %	19 %	-0.022 %
2026-05-11	Mon	✓	↑	+5.78 %	+6.40 %	0.93 %	15:55	0.18 %	15:44	+0.34 % ✓	17 %	+0.009 %
2026-05-08	Fri	✓	↑	+2.12 %	+3.54 %	0.22 %	15:46	0.78 %	16:00	-0.71 %	11 %	-0.007 %
2026-05-06	Wed	✓	↑	+3.40 %	+3.99 %	0.30 %	15:57	0.26 %	15:51	+0.22 % ✓	9 %	-0.055 %
2026-05-04	Mon	✓	↑	+0.59 %	+1.13 %	0.18 %	15:53	0.11 %	15:56	-0.01 %	30 %	+0.017 %
2026-05-01	Fri	✓	↑	+2.73 %	+4.01 %	0.71 %	15:56	0.01 %	15:41	+0.56 % ✓	27 %	-0.023 %
2026-04-29	Wed	✓	↓	-0.68 %	+1.43 %	0.21 %	15:58	0.17 %	15:51	-0.02 %	30 %	+0.003 %
2026-04-27	Mon	✓	↑	+1.97 %	+2.34 %	0.25 %	16:00	0.14 %	15:53	+0.19 % ✓	13 %	+0.008 %
2026-04-24	Fri	✓	↑	+1.03 %	+2.48 %	0.32 %	16:00	0.13 %	15:55	+0.32 % ✓	31 %	-0.037 %
2026-04-22	Wed	✓	↑	+0.33 %	+1.40 %	0.53 %	15:57	0.09 %	15:41	+0.43 % ✓	159 %	+0.080 %
2026-04-20	Mon	✓	↓	-2.28 %	+3.54 %	0.03 %	15:41	0.26 %	16:00	-0.24 %	1 %	+0.010 %
2026-04-17	Fri	✓	↑	+1.60 %	+3.37 %	0.60 %	15:52	0.04 %	15:42	+0.39 % ✓	38 %	+0.010 %
2026-04-15	Wed	✓	↑	+7.21 %	+7.54 %	0.46 %	15:58	0.35 %	15:49	+0.32 % ✓	7 %	+0.020 %
2026-04-13	Mon	✓	↑	+0.30 %	+1.80 %	0.13 %	15:43	0.46 %	15:56	-0.37 %	42 %	-0.004 %
2026-04-10	Fri	✓	↑	+0.10 %	+1.18 %	0.00 %	15:41	0.69 %	16:00	-0.66 %	—	-0.016 %
2026-04-08	Wed	✓	↓	-6.05 %	+6.63 %	0.51 %	15:56	0.17 %	15:42	+0.43 % ✓	8 %	+0.003 %
2026-04-06	Mon	✓	↓	-2.96 %	+4.40 %	0.44 %	15:56	0.08 %	15:42	+0.27 % ✓	14 %	+0.009 %
2026-04-02	Thu	✓	↓	-1.00 %	+1.42 %	0.26 %	15:51	0.20 %	15:50	-0.00 %	26 %	+0.008 %
2026-04-01	Wed	✓	↑	+0.54 %	+1.19 %	0.29 %	15:52	0.23 %	16:00	-0.16 %	55 %	0.000 %
2026-03-30	Mon	✓	↓	-3.52 %	+3.75 %	0.76 %	15:58	0.17 %	15:42	+0.65 % ✓	21 %	0.000 %
2026-03-27	Fri	✓	↓	-2.16 %	+2.76 %	0.26 %	16:00	0.40 %	15:51	+0.02 % ✓	12 %	+0.019 %
2026-03-25	Wed	✓	↓	-1.08 %	+1.28 %	0.19 %	15:55	0.09 %	15:46	+0.04 % ✓	17 %	+0.003 %
2026-03-23	Mon	✓	↑	+2.20 %	+3.28 %	0.28 %	15:51	0.17 %	15:47	+0.12 % ✓	13 %	0.000 %
2026-03-20	Fri	✓	↓	-3.89 %	+4.05 %	0.82 %	16:00	0.09 %	15:48	+0.79 % ✓	20 %	-0.003 %
2026-03-18	Wed	✓	↓	-1.26 %	+1.29 %	0.04 %	15:41	0.43 %	15:58	-0.29 %	3 %	-0.018 %
2026-03-16	Mon	✓	↑	+0.01 %	+1.90 %	0.47 %	15:51	0.06 %	15:41	+0.20 % ✓	—	+0.018 %
2026-03-13	Fri	✓	↓	-1.99 %	+2.28 %	0.23 %	15:58	0.32 %	15:52	-0.01 %	11 %	+0.008 %
2026-03-11	Wed	✓	↑	+1.27 %	+3.50 %	0.11 %	15:55	0.22 %	15:50	-0.12 %	9 %	+0.010 %
2026-03-09	Mon	✓	↑	+2.79 %	+2.96 %	0.90 %	15:56	0.00 %	—	+0.57 % ✓	33 %	-0.010 %
2026-03-06	Fri	✓	↓	-0.22 %	+0.97 %	0.25 %	15:41	0.18 %	15:56	-0.16 %	—	+0.043 %
2026-03-04	Wed	✓	↑	+2.39 %	+2.58 %	0.64 %	15:56	0.24 %	15:46	+0.32 % ✓	27 %	+0.030 %
2026-03-02	Mon	✓	↑	+2.55 %	+3.57 %	0.11 %	15:43	0.73 %	16:00	-0.67 %	4 %	-0.021 %
2026-02-27	Fri	✓	↓	-0.90 %	+1.20 %	1.09 %	15:56	0.01 %	15:41	+0.77 % ✓	120 %	+0.025 %
2026-02-25	Wed	✓	↑	+0.82 %	+1.99 %	0.05 %	15:47	0.51 %	15:57	-0.45 %	6 %	-0.002 %
2026-02-23	Mon	✓	↓	-2.74 %	+3.25 %	0.97 %	16:00	0.10 %	15:47	+0.94 % ✓	35 %	-0.005 %
2026-02-20	Fri	✓	↑	+0.53 %	+1.57 %	0.01 %	15:41	0.43 %	15:57	-0.32 %	2 %	-0.010 %
2026-02-18	Wed	✓	↑	+0.12 %	+1.41 %	0.23 %	15:53	0.13 %	15:57	+0.12 % ✓	—	-0.049 %
2026-02-13	Fri	✓	↑	+0.89 %	+2.35 %	0.35 %	15:56	0.14 %	15:51	+0.13 % ✓	40 %	+0.008 %
2026-02-11	Wed	✓	↓	-0.25 %	+1.85 %	0.52 %	15:56	0.06 %	15:41	+0.29 % ✓	205 %	-0.037 %
2026-02-09	Mon	✓	↑	+2.43 %	+2.77 %	0.65 %	15:57	0.12 %	15:41	+0.64 % ✓	27 %	-0.038 %
2026-02-06	Fri	✓	↑	+3.13 %	+3.41 %	0.68 %	15:56	0.27 %	15:48	+0.58 % ✓	22 %	-0.019 %
2026-02-04	Wed	✓	↓	-2.76 %	+5.06 %	0.02 %	15:41	0.85 %	15:57	-0.74 %	1 %	+0.044 %
2026-02-02	Mon	✓	↑	+0.49 %	+1.39 %	0.39 %	16:00	0.04 %	15:45	+0.37 % ✓	78 %	-0.006 %
2026-01-30	Fri	✓	↑	+1.74 %	+3.42 %	0.62 %	16:00	0.51 %	15:51	+0.50 % ✓	36 %	+0.049 %
2026-01-23	Fri	✓	↑	+0.02 %	+1.12 %	0.10 %	15:53	0.40 %	16:00	-0.35 %	—	+0.002 %
2026-01-16	Fri	✓	↓	-0.01 %	+0.96 %	0.08 %	15:45	0.48 %	16:00	-0.45 %	—	+0.007 %
2026-01-09	Fri	✓	↑	+2.10 %	+3.01 %	0.14 %	15:59	0.19 %	15:50	+0.01 % ✓	7 %	+0.011 %
2026-01-02	Fri	✓	↓	-4.08 %	+4.91 %	0.06 %	15:42	0.35 %	15:59	-0.24 %	1 %	-0.007 %

Methodology and data

What is measured by High / Low and what by close. The snapshot keeps, for every minute from 15:30 to 16:15, its High, Low and close. Every "touch", every "max against / with trend", the "extreme fell here" shares, the "inside the segment" excursions and the minute range use the High and Low of each minute, so any swing inside a minute is captured up to its extremes. "To the close", "closed against" and the running close-to-close line use the close of the minute ending at the window end. Minute bars do not reveal the order of ticks inside one minute: a High and a Low in the same minute cannot be ordered.

Direction and depth. The day's direction is the sign of the change from the anchor (the 09:30 minute-bar open, or the close of the minute ending at 09:35) to the close of the minute ending at the window start. Its size in percent of the anchor is the depth. A zero change has no direction and is left out.

Touches and extremes. Inside the window the counter-trend extreme is the distance from the window-start price to the lowest Low (after a rise) or the highest High (after a fall) of any minute; the with-trend extreme is the mirror image. Thresholds are exact integer comparisons on microdollar prices, in percent of the window-start price. "Closed against" means the close of the minute ending at the window end is on the counter-trend side of the window-start price; the mean move is that signed difference, positive when against the trend. Give-back is the counter-trend extreme divided by the depth, shown only for moves of at least 0.25 %.

Clocks. A boundary at minute M is the close of the one-minute aggregate ending at M: the 16:00 value is the close of the 15:59 bar, not the closing auction. The auction print (the vendor's official daily close) is compared with that 15:59 close in the day table and below. Single-stock options stop trading at 16:00; ETF options at 16:15, so an ETF window may end there.

Closing auction. TSLA: median gap between the official close and the 15:59 close 0.011 %, the auction went against the day's trend in 58 % of days (n = 113).

Sessions. Only full 09:30–16:00 sessions with every regular minute present; shortened sessions and days with a missing regular minute are listed as exclusions. A "0DTE" session of a stock is one on which the vendor lists an option contract of that name expiring that day; the ETFs have an expiry every session. Measured expiry weekdays are shown next to each name.

Statistics. Frequencies carry 95 % Wilson intervals. Means carry a standard error and t = mean / SE; for the pooled row the standard error is clustered by day, so the fourteen names of one day count as one observation. Nothing is corrected for the number of comparisons or for the hypothesis having been formed after looking at 2026. The verdict badge follows a fixed rule: "lean" when both the closed-against frequency's lower 95 % bound is above 50 % and the mean move's lower bound is above zero; "hint" when the mean is positive with t ≥ 1 or the closed-against frequency exceeds 55 %; "none" otherwise.

Source. Massive unadjusted one-minute and daily aggregates (Massive, adjusted = False). Snapshot b872fa76467d24b614e4fe399af2a9d741537469bfebff0403735da2d1f90d5f, built 2026-10-17 11:40 UTC. The ETF tails were compared minute by minute with the independently audited archive of the earlier study: 597 days compared, 8 differ (vendor revisions of single prints by at most one cent). Exports: days CSV · summary CSV · JSON.