Price action, measured.
The statistics behind MADDOG’s daily reads: classic price-action claims scored against ES five-minute data, with archived results, reconstructions, pre-registered tests and their limits kept visibly distinct.
Opening range breakout failure rate: 16 years of ES data
A close-based rolling-range definition, 52.1% / 62.6% / 70.6% cumulative failure rates, and why none of them is automatically a strategy loss rate.
2026-08-21
When does the high or low of the day form?
One final ES session extreme had appeared 58.3% of the time by 35 minutes and 81.2% by 90 — with the hindsight boundary and reconstructed conditional samples made explicit.
2026-08-21
ETH vs RTH: which session should you actually chart?
Only 40.4% of QQQ's five-minute bars fall inside regular hours, a regular-session bar travels about twice as far as an extended-hours one, and on 93.2% of days the high or low printed outside the session — measured, with the script.
2026-08-18
Opening range breakout strategy: what 16 years of ES data show
An archived 18-bar ORB result, the current rolling 10-bar failure rates, and the line between structural evidence and a profitable strategy — measured on ES with provenance attached.
2026-08-17