NERDQUANT / MARKET STATISTICS
How markets behave around events, sessions and price levels. Clear historical frequencies, transparent definitions and practical context.
These studies describe price behaviour. For simulated strategy performance, explore our backtests.
Across 159 complete post-BoC sessions, 90.57% touched ±30 pips from Tokyo’s open. Among those sessions, 56.25% closed beyond ±30 in either direction. Four incomplete sessions were excluded.
Read the study ↗Across 138 post-FOMC Thursdays, 94.20% touched ±30 pips from Tokyo’s open. Among those sessions, 76.92% closed beyond ±30 in either direction.
Read the study ↗