Support and Strategy Guides

Am I able to schedule 1:1 time with you?

Yes! We’re here to talk about how to use QUANTIS, equity investments, or anything else. Ask QUANTIS in-app to schedule some time with us.

Futures trade nearly 24 hours. Why do your reports only show from 9:30 AM – 4:00 PM ET?

QUANTIS’ analytics and forecasting are currently tuned to the normal NYC market session. If you would like to be able to choose different time frames, please let us know.

Why doesn’t your candlestick chart match TradingView?

During contract rollover periods our data source may sometimes drift away from what TradingView shows. Our overall stats and predictions are still valid. Make sure that you double-check your price targets before placing a trade.

Am I able to submit a feature request?

If you have an idea on how to improve QUANTIS, we want to hear it! Please drop us a line via the in-app support messenger.

What does Early Access mean and how long will QUANTIS be in Early Access?

Early Access gives you the opportunity to use and explore the MVP version of QUANTIS while we actively continue building and improving the platform. During this period, you’ll have full access to the core features, but you may see reports, controls, charts, and workflows evolve as we refine the product.

Because we’re moving quickly, some features may change, improve, or be replaced without prior notice. We recommend checking our “What’s new in QUANTIS” support page regularly to stay up to date on new releases, improvements, and what’s coming next.

Even though QUANTIS is still in Early Access, we believe the terminal is already powerful enough to meaningfully improve your trading process and decision-making today. We use the currently deployed version of QUANTIS in our trading every day.

We plan to remain in Early Access through the end of 2026. During this time, development will accelerate as we expand features, improve performance, and harden the platform. Be sure to keep QUANTIS up to date so you always have access to the latest features and security updates.

QUANTIS is available through the Apple App Store on iPhone, iPad, Mac, and Apple Vision Pro. You can install it directly on any supported device using your Apple ID.

Device Compatibility

QUANTIS is supported across Apple devices, including:

• iPhone (iOS 26.0 or later required)
• iPad (iPadOS 26.0 or later required)
• Mac (macOS 26.0 or later and Apple silicon required)
• Apple Vision Pro (visionOS 26.0 or later required)

Each device must be running a supported operating system version to install the app.

Step 1: Open the App Store

On your device:

• iPhone / iPad: Open the App Store
• Mac: Open the App Store from the Applications folder or Dock
• Apple Vision Pro: Open the App Store from your Home View

Make sure you are signed in with your Apple ID.

Step 2: Search for QUANTIS

In the search bar, type: “QUANTIS: AI market research”

Or go directly to the App Store listing:

• https://apps.apple.com/us/app/quantis-ai-market-research/id6756802425

Step 3: Download the App

• Tap or click Get (or the download icon)
• Authenticate with Face ID, Touch ID, Optic ID, or your Apple ID password

The app will install automatically on your device.

Step 4: Open QUANTIS

Once installed:

• Tap the QUANTIS icon on iPhone or iPad
• Open it from Applications or Launchpad on Mac
• Look at the QUANTIS icon in your Home View on Apple Vision Pro and tap to launch

Step 5: Onboarding and Sign In

When you open QUANTIS for the first time, you’ll be asked to login and then you will be taken through a brief onboarding experience that introduces how the platform works and how to navigate it.

• You can move through onboarding step-by-step
• Or skip it at any time using the Skip button in the top right

An active paid subscription through the App Store is required to sign in and use QUANTIS. There is no free tier, and no content is available without a subscription.

Notes

• QUANTIS installs as a native app on each device, not through a browser
• Your subscription and access are managed through your Apple account
• The same account can be used across iPhone, iPad, Mac, and Apple Vision Pro for a consistent experience

All Releases

Version	Status	Date
0.4.2	In-Development	–
0.4.1	Released	April 22, 2026
0.4	Released	April 7, 2026
0.3.7	Released	March 26, 2026
0.3.6	Released	March 16, 2026
0.3.5	Released	March 14, 2026
0.3.3	Released	March 3, 2026
0.3	Released	February 18, 2026
0.2.1	Released	January 9, 2026
0.2	Released	January 5, 2026
0.1	Released	December 23, 2025

0.4.2 — In-Development

• Added: interactive Midnight Retracement demo

0.4.1 — April 22, 2026

• Added progress-style loading indicators with contextual messages across the app
• Added dynamic sizing on Opening Range Breakout, Initial Balance, and Standard Deviation Bands charts
• Improved push notification reliability; device tokens now sync to the backend
• Improved loading skeletons for faster perceived first-load
• Fixed a rendering bug on the time-chart scatter plot
• Fixed onboarding stability issues

0.4 — April 7, 2026

• Redesigned onboarding with animated candlesticks showing the gap-fill, drawdown, and intraday-structure narrative
• Fixed trial gate and alert configuration views (spacing, colors, copy)
• Fixed a Live Activity that would not toggle off
• Fixed infinite-loop in onboarding by deferring feature-gate finalization to end-of-flow
• Fixed full orientation support on iPad for Split View and Stage Manager
• Fixed social logins on macOS
• Fixed multiple macOS build issues affecting widgets
• Fixed copy across the learner path, drawdown animation, and stop-loss/take-profit candlestick screens
• Removed duplicate notification-prompt view
• Improved concurrency, logging, and race-condition handling on the candlestick chart

0.3.7 — March 26, 2026

• Added unified search bars with a new ticker-search dropdown
• Changed default iPhone screen to the sidebar view
• Changed onboarding order so strategies are introduced first
• Improved company-fundamentals overview and removed pre-selected dropdown tickers
• Fixed a hanging divider on the Opening Range Breakout controls view
• Fixed a Safari-view issue on macOS
• Fixed a logout bug that triggered duplicate install events

0.3.6 — March 16, 2026

• Fixed a “server unavailable” popup that appeared when a network request was cancelled

0.3.5 — March 14, 2026

• Changed Account page position to the bottom of the sidebar; Sign Out button restyled white
• Changed authentication to use a custom QUANTIS domain
• Changed macOS version numbering to match iOS
• Fixed username decoding on the Account settings view
• Fixed enterprise users displaying as “User” in the Account view
• Fixed a logout bug affecting enterprise accounts
• Fixed macOS review issues
• Refreshed in-app purchase configuration (no user action required)

0.3.3 — March 3, 2026

• Added enterprise login for organizations
• Merged news/RSS feed feature branch

0.3 — February 18, 2026

• Added QUANTIS on iPhone
• Added trade tracking with total PnL, entries, exits, and win rate
• Added trade import from TradingView via the Account page
• Added scatter plot to the Opening Range Breakout report
• Added build number and version display on the About page
• Added support-bundle generation for sharing logs with support
• Changed market open/close notifications to disabled by default (toggle on the Account page)
• Removed duplicate market open/close notifications
• Improved branding colors and design consistency

0.2.1 — January 9, 2026

• Added subscription-tier support in QUANTIS AI
• Fixed a critical scatter-plot bug that caused the app to hang

0.2 — January 5, 2026

• Added login workflow
• Added in-app support messenger
• Added y-axis switching on Gap Fill scatter charts
• Added example Gap Fill strategy data pre-subscription and post-login
• Added optional traffic attribution survey at the end of onboarding
• Fixed a bug preventing some users from subscribing
• Security: patched a server-side vulnerability. v0.1 clients are no longer compatible — update required to continue

0.1 — December 23, 2025

• Added Gap Fill, Opening Range Breakout, Outside Days, Inside Bars, Opening Candle Continuation, Initial Balance, Closing Range Breakout, Midnight Retracement, and Non-Farm Payroll strategies
• Added real-time Gap Fill and Opening Range Breakout tracking for NQ and ES futures intraday
• Added scatter plots for Gap Fill
• Added candlestick charts for NQ and ES futures
• Added QUANTIS Forecast v0.1 with Gap Fill predictions (other strategies to follow)
• Early Access supports NQ and ES only; additional tickers can be requested via in-app support

View or Cancel Your Subscription

You can view, manage, or cancel your QUANTIS subscription at any time through your Apple ID settings.

Steps to View or Edit Your Subscription

1. Open the Settings app (iPhone or iPad), or open System Settings on Mac
2. Tap your name at the top to open Apple ID settings
3. Tap Subscriptions

This will open a list of all active and expired subscriptions tied to your Apple ID. If you have an active QUANTIS subscription, it will appear here.

Tap QUANTIS: AI Market Research.

From here, you can:

• View your current plan and next billing date
• Cancel your subscription by tapping Cancel Subscription

Notes

• Subscription billing is handled entirely by Apple
• Changes take effect at the end of the current billing period unless stated otherwise in Apple’s interface
• If you don’t see QUANTIS listed, make sure you’re signed in with the correct Apple ID used to subscribe

Introduction

The Gap Fill Strategy analyzes how price behaves when the market opens either above or below the prior session’s close. The included subreports each answer different questions about when, how and what time the gap tends to fill, helping you form a data driven intraday bias and manage risk with greater precision.

A gap is the difference between the previous day’s closing price and today’s opening price.

• Gap up: Today opens above yesterday’s close
• Gap down: Today opens below yesterday’s close
• Gap fill: Price touches the previous trading day’s close

Subreports

Subreports are included with each strategy to help traders better understand the likelihood of events that happen each day and by when they happen.

The following subreports are included:

• Standard — shows an overview of all gaps
• Weekday — shows the fill rate by day of week
• Size — shows the fill rate by 5 different size categories
• Close — shows where the day will close relative to the gap
• Drawdown — shows the average drawdown the trader is expected to experience before price moves to fill the gap
• Time — shows the fill time for a given fill percentage

Standard subreport

What does this report measure?

This report shows how often gaps up or gaps down return to the previous session’s closing price during the selected session.

It answers a simple question: After a gap occurs, how often does price return to fill it?

Example

• Monday closes at $100
• Tuesday opens at $105 → gap up of $5
• If price touches $100 at any point during Tuesday’s regular trading hours, the gap is considered filled
• If price never touches $100 at any point during Tuesday’s regular trading hours, the gap is not filled

How can I use this?

• If gaps fill frequently, then it becomes a realistic intraday target
• If gaps rarely fill, look to use information as a support/resistance level
• Use partial or extension objectives such as:
  • 50% gap fills for early profit-taking
  • Extensions (e.g., 175%) for momentum-based trades

Weekday Subreport

What does this measure?

This report breaks down gap fill behavior by day of the week, showing how often gaps fill or fail on specific days.

Examples

Monday Gap Up:

• Friday closes at $100
• Monday opens at $105
• If price touches $100 on Monday → gap filled
• If it does not → gap not filled
• The report may show: 85% of small gaps fill, 15% do not fill

How can I use this?

• Use weekday statistics to establish directional bias
• If gap downs fill more often on a given day, favor bullish gap-fill setups
• If gap ups fill less often, avoid fading strength and look for continuation

Size Subreport

What does this measure?

This subreport groups gaps by percentage size and shows how often gaps of each size fill.

Example

Small Gap (0–0.19%):

• Monday closes at $1000
• Tuesday opens at $1015 (0.15% gap up)
• If price touches $1000 → gap filled

The report may show:

• 85% of small gaps fill
• 15% do not fill

How can I use this?

• Smaller gaps tend to fill more often and can be treated as higher-probability targets
• For larger gaps that rarely fill, look for partial fill targets

Close Subreport

What does this measure?

This subreport looks at what happens after a gap has already filled, specifically how price closes on the day.

It shows whether filled gaps tend to:

• Close green (above the open)
• Close red (below the open)

Example

• Gap up fills during the session
• The day closes:
  • Green 64% of the time
  • Red 36% of the time

Please Note — A filled gap does not guarantee price will remain below or above that level for the rest of the day.

How can I use this?

• Manage expectations after a gap fill. This allows a trader to decide whether to:
  • Take profits at the gap
  • Hold partial size for continuation
• Helps differentiate between gap fill as a target vs gap fill as a turning point

Drawdown Subreport (Utilities)

What does this measure?

This subreport shows how much price moves on average away from the gap before filling it.

Example

• Gap fill level: $100
• Open: $105
• Price first moves to $107 before dropping to $100
• This represents an X% adverse move before the fill

How can I use this?

• Set realistic stops based on historical drawdowns
• Stay confident in trades when price moves against you within normal ranges
• Recognize when price has moved too far to reasonably expect a fill

If the average drawdown is 2% and price is already 5% away, the probability of a fill drops dramatically.

Time Subreport (Utilities)

What does this measure?

This subreport shows when gaps tend to fill during the day.

• The report shows at what time the gap fills for a given fill percentage

How can I use this?

• Identify the most effective time windows for gap-fill trades
• Prioritize early-session entries if most fills occur early
• Avoid late-day trades if fills rarely occur after a certain time
• Align your trading hours with statistically favorable conditions

Introduction

The Gap Fill Strategy analyzes how price behaves when the market opens either above or below the prior session’s close. The included subreports each answer different questions about when, how and what time the gap tends to fill, helping you form a data driven intraday bias and manage risk with greater precision.

A gap is the difference between the previous day’s closing price and today’s opening price.

• Gap up: Today opens above yesterday’s close
• Gap down: Today opens below yesterday’s close
• Gap fill: Price touches the previous trading day’s close

Subreports

Subreports are included with each strategy to help traders better understand the likelihood of events that happen each day and by when they happen.

The following subreports are included:

• Standard — shows an overview of all gaps
• Weekday — shows the fill rate by day of week
• Size — shows the fill rate by 5 different size categories
• Close — shows where the day will close relative to the gap
• Drawdown — shows the average drawdown the trader is expected to experience before price moves to fill the gap
• Time — shows the fill time for a given fill percentage

Standard subreport

What does this report measure?

This report shows how often gaps up or gaps down return to the previous session’s closing price during the selected session.

It answers a simple question: After a gap occurs, how often does price return to fill it?

Example

• Monday closes at $100
• Tuesday opens at $105 → gap up of $5
• If price touches $100 at any point during Tuesday’s regular trading hours, the gap is considered filled
• If price never touches $100 at any point during Tuesday’s regular trading hours, the gap is not filled

How can I use this?

• If gaps fill frequently, then it becomes a realistic intraday target
• If gaps rarely fill, look to use information as a support/resistance level
• Use partial or extension objectives such as:
  • 50% gap fills for early profit-taking
  • Extensions (e.g., 175%) for momentum-based trades

Weekday Subreport

What does this measure?

This report breaks down gap fill behavior by day of the week, showing how often gaps fill or fail on specific days.

Examples

Monday Gap Up:

• Friday closes at $100
• Monday opens at $105
• If price touches $100 on Monday → gap filled
• If it does not → gap not filled
• The report may show: 85% of small gaps fill, 15% do not fill

How can I use this?

• Use weekday statistics to establish directional bias
• If gap downs fill more often on a given day, favor bullish gap-fill setups
• If gap ups fill less often, avoid fading strength and look for continuation

Size Subreport

What does this measure?

This subreport groups gaps by percentage size and shows how often gaps of each size fill.

Example

Small Gap (0–0.19%):

• Monday closes at $1000
• Tuesday opens at $1015 (0.15% gap up)
• If price touches $1000 → gap filled

The report may show:

• 85% of small gaps fill
• 15% do not fill

How can I use this?

• Smaller gaps tend to fill more often and can be treated as higher-probability targets
• For larger gaps that rarely fill, look for partial fill targets

Close Subreport

What does this measure?

This subreport looks at what happens after a gap has already filled, specifically how price closes on the day.

It shows whether filled gaps tend to:

• Close green (above the open)
• Close red (below the open)

Example

• Gap up fills during the session
• The day closes:
  • Green 64% of the time
  • Red 36% of the time

Please Note — A filled gap does not guarantee price will remain below or above that level for the rest of the day.

How can I use this?

• Manage expectations after a gap fill. This allows a trader to decide whether to:
  • Take profits at the gap
  • Hold partial size for continuation
• Helps differentiate between gap fill as a target vs gap fill as a turning point

Drawdown Subreport (Utilities)

What does this measure?

This subreport shows how much price moves on average away from the gap before filling it.

Example

• Gap fill level: $100
• Open: $105
• Price first moves to $107 before dropping to $100
• This represents an X% adverse move before the fill

How can I use this?

• Set realistic stops based on historical drawdowns
• Stay confident in trades when price moves against you within normal ranges
• Recognize when price has moved too far to reasonably expect a fill

If the average drawdown is 2% and price is already 5% away, the probability of a fill drops dramatically.

Time Subreport (Utilities)

What does this measure?

This subreport shows when gaps tend to fill during the day.

• The report shows at what time the gap fills for a given fill percentage

How can I use this?

• Identify the most effective time windows for gap-fill trades
• Prioritize early-session entries if most fills occur early
• Avoid late-day trades if fills rarely occur after a certain time
• Align your trading hours with statistically favorable conditions

What Is an Outside Reversal?

An outside reversal occurs when the market opens outside the previous day’s range, either above the prior high or below the prior low. This strategy analyzes what typically happens next: does price reverse back into yesterday’s range, or does it continue moving away?

Outside reversals do not occur every day, which is why they are most useful when identified in pre-market or right at the open.

• Bullish Outside Reversal: today opens above yesterday’s high
• Bearish Outside Reversal: today opens below yesterday’s low

The Outside Reversal measures how often price reverses to touch the prior day’s boundary (yesterday’s high on bullish outside opens, yesterday’s low on bearish outside opens) versus how often price does not reverse and instead continues in the direction of the open.

Only sessions where the market opens above the prior high or below the prior low are included. The goal is to frame expectations once an outside open is present.

How Do I Use This?

Use the reversal and non-reversal rates to establish a directional bias and avoid forcing the wrong trade idea early in the session:

• When reversals dominate, prioritize setups that assume price is likely to rotate back to the prior day’s boundary.
• When non-reversals are more common, be more selective about fading the move and instead look for continuation behavior.

Based on the sample statistics:

• Bullish Outside Reversal: price reverses to touch yesterday’s high 84% of the time; it does not reverse 16% of the time.
• Bearish Outside Reversal: price reverses to touch yesterday’s low 62% of the time; it does not reverse 38% of the time.

Outside opens are important because they immediately raise a key question for the session:

Does the market accept this higher or lower open, or does it reject it and rotate back into yesterday’s range?

This report answers that question using historical probabilities so you can align your trade plan accordingly.

Example: Bullish Outside Open

• Yesterday’s high: $100
• Yesterday’s low: $95
• Today’s open (9:30 ET): $101

Because price opens above yesterday’s high, this is a bullish outside open.

Size Subreport

What does this measure?

This subreport evaluates the same outside-day conditions:

• Bullish Outside Day: today opens above yesterday’s high
• Bearish Outside Day: today opens below yesterday’s low

It then groups those sessions by outside-day size, defined as the percentage distance between:

• yesterday’s high and today’s open (bullish outside days), or
• yesterday’s low and today’s open (bearish outside days)

The purpose is to compare reversal behavior across different outside-open magnitudes. Smaller outside opens tend to rotate back into the prior day’s range more frequently, while larger outside opens are more likely to continue.

0 – 0.25%, 0.26 – 0.5%, 0.51 – 0.75%, 0.76 – 1.0%, 1.01 – 1.5%, >1.51%

How can I use this?

Use the size buckets to assess whether today’s outside open is more likely to behave as a fade/reversion setup or a continuation setup, based on how far price has opened outside yesterday’s range.

Based on the sample statistics shown for the selected size bucket:

• Bullish Outside Day: reverses to touch yesterday’s high 100% of the time; does not reverse 0%
• Bearish Outside Day: reverses to touch yesterday’s low 83% of the time; does not reverse 17%

Outside opens are not all equal. A small push beyond yesterday’s range can behave very differently than a large displacement open. The Size subreport helps isolate the highest-probability scenarios rather than relying on a single average across all outside days.

Example

• Previous session high: $1,000
• Today’s open: $1,005
• Outside-day size: 0.5% (price opened 0.5% above the prior high)

Weekday Subreport

What does this measure?

This subreport tracks the same outside-day conditions:

• Bullish Outside Day: today opens above yesterday’s high
• Bearish Outside Day: today opens below yesterday’s low

Results are segmented by day of the week (Monday–Friday) to show how reversal versus continuation tendencies vary depending on when the outside open occurs.

How can I use this?

Use weekday tendencies to refine expectations and avoid overgeneralizing outside opens:

• If a specific weekday shows higher reversal rates, prioritize plans that assume a rotation back toward the prior day’s boundary.
• If a weekday shows higher non-reversal rates, be more cautious fading the move and place more weight on continuation behavior.

Based on the sample statistics shown for the selected weekday:

• Bullish Outside Day: reverses 50% of the time; does not reverse 50%
• Bearish Outside Day: reverses 50% of the time; does not reverse 50%

Market behavior can vary by weekday due to positioning, liquidity patterns, and scheduled catalysts. The Weekday subreport adds time-based context, helping you determine whether an outside open is more likely to revert or hold.

Example

• Yesterday’s high: $200
• Yesterday’s low: $190
• Today (Wednesday) opens at: $189 → bearish outside day

A reversal outcome would be price returning to touch $190 during the session.

A non-reversal outcome would be price never touching $190 and continuing lower.

An inside bar forms when the entire trading range of a day is contained within the range of the previous day. This pattern reflects contraction, balance, and reduced volatility—often preceding a directional move once price exits the range.

Standard Subreport

What does this measure?

This report tracks how often inside bars occur on the selected timeframe. An inside bar is identified when both the high and the low of the current day fall within the high and low of the prior day.

The report focuses purely on frequency and occurrence, helping you understand how common or rare inside bars are under your selected filters.

Based on your data, inside bars occur 15.79% of the time.

How can I use this?

Use this report to identify periods of consolidation and compression:

• Inside bars signal reduced volatility and indecision.
• When an inside bar forms, price is often setting up for a move beyond the prior day’s range.
• If inside bars are statistically uncommon in your dataset and one appears, that can increase the significance of the setup.
• If inside bars are unlikely, you may instead favor trades targeting the prior day’s high or low directly.

Inside bars represent pauses in directional movement. They show that neither buyers nor sellers were able to expand the range beyond the previous day, often indicating energy building beneath the surface. Recognizing when the market is compressing allows you to prepare for expansion rather than reacting late.

Example

• Previous day high: $105
• Previous day low: $95
• Current day high: $103
• Current day low: $97

Because the entire current day range is contained within the prior day’s range, this day qualifies as an inside bar.

Weekday Subreport

What does this measure?

This report measures how frequently inside bars occur on the daily timeframe, segmented by day of week. It allows you to see whether inside bars cluster on specific weekdays or occur more randomly.

Based on your data, inside bars occur 37.5% of the time for the selected weekday filter.

How can I use this?

Use weekday tendencies to refine expectations:

• If inside bars occur more frequently on certain weekdays, you can anticipate consolidation more often on those days.
• If they occur less frequently, the appearance of an inside bar may be more meaningful.
• This helps you decide whether to expect range compression or directional expansion during the session.

Market behavior can shift depending on the day of the week due to positioning, liquidity, and scheduled events. Viewing inside bars through a weekday lens adds context, allowing you to judge whether today’s inside bar is routine or statistically unusual.

Example

• Yesterday (Tuesday) high: $210
• Yesterday low: $200
• Today (Wednesday) high: $208
• Today low: $202

Because today’s range remains inside Tuesday’s range, Wednesday prints an inside bar.

Break Subreport

What does this measure?

This report examines what happens after price opens within the prior day’s range. Every day that opens between yesterday’s high and low has the potential to form an inside bar, and this report tracks which side of the range price ultimately breaks.

It measures:

• Breaks above yesterday’s high
• Breaks below yesterday’s low
• Whether both sides are touched or only one

How can I use this?

Use this report to define targets and avoid low-probability trades:

• If yesterday’s high is frequently touched, it becomes a logical upside target.
• If yesterday’s low is frequently touched, it becomes a logical downside target.
• If touching both sides is rare, once one side breaks, you can avoid trades that assume price will also reach the opposite side.

This helps you focus on the most likely expansion path once price leaves consolidation.

When price opens inside the prior day’s range, the market is starting from a position of balance. The eventual break provides information about which side gains control. Knowing the historical odds of each outcome helps you avoid overtrading and improves target selection.

Example

• Yesterday’s high: $150
• Yesterday’s low: $140
• Today opens at $145

If price later trades up to $150 but never reaches $140, the breakout is classified as an upside break relative to the prior day’s range.

Trading the Inside Days Strategy

Across all three reports, the inside bar framework helps you answer three key questions:

1. How often does compression occur? (Standard)
2. When does compression tend to appear? (Weekday)
3. Which direction does price typically resolve once balance breaks? (Break)

By combining these views, you can identify when the market is quiet, determine whether that quiet is typical or unusual, and plan for expansion with realistic expectations—rather than reacting after the move is already underway.

Introduction

The Session Direction Bias reports examine whether the direction established by the first candle after the open tends to persist through the rest of the trading session. By separating green and red first candles and tracking how the day ultimately closes, these reports help frame expectations for continuation versus early failure.

The first candle is defined as the first hour.

Standard Subreport

What does this measure?

This report analyzes the color of the first candle of the session and measures how often the trading session closes in the same direction.

• A green opening candle indicates price moved higher during the opening window.
• A red opening candle indicates price moved lower during the opening window.

The report groups all green opening candles together and all red opening candles together, then tracks how frequently each leads to a green or red close by the end of the session.

How can I use this?

Use this report to align your intraday bias with early session behavior:

• If green opening candles frequently lead to green closes, the market is more likely to reward upside continuation.
• If red opening candles often result in red closes, downside continuation becomes more probable.
• If continuation rates are low, you may want to reduce directional conviction and manage trades more tightly.

Adjusting the opening candle timeframe allows you to test whether shorter or longer opening windows provide stronger directional signals.

The first candle often captures early positioning, overnight sentiment, and initial liquidity. This report quantifies whether that early directional push tends to persist or fade, helping you avoid relying on intuition alone when deciding whether to hold with momentum or fade it.

Example

• 9:30am open: $100
• 10:30am price: $105

Because price is higher at the end of the opening window, the first candle is classified as green.

Weekday Subreport

What does this measure?

This report applies the same session direction logic but segments the results by day of week. It shows how often green or red opening candles lead to green or red closes on specific weekdays.

How can I use this?

Use weekday patterns to add context to the opening signal:

• If certain weekdays show stronger continuation after green opening candles, you can be more confident leaning long on those days.
• If other weekdays show weaker continuation or more mixed outcomes, you may want to scale back expectations or tighten risk.

This helps prevent treating every trading day as identical when historical behavior suggests otherwise.

Market structure, positioning, and liquidity can vary by weekday. Viewing session direction bias through this lens allows you to judge whether today’s opening move is more likely to follow through or stall based on historical tendencies for that specific day.

Example

• Monday 9:30am open: $200
• Monday 10:30am price: $190

Because price is lower during the opening window, the first candle is classified as red, and the report evaluates how often Mondays with red opens finish red versus green.

Size Subreport

What does this measure?

This report measures session direction bias based on the size of the first candle. It groups opening candles by size and measures how continuation behavior changes as the opening move becomes larger or smaller.

The goal is to distinguish between minor early moves and more decisive opening impulses.

How can I use this?

Use the size of the first candle size to refine conviction:

• Smaller opening moves may be more prone to fading or chop.
• Larger opening moves may carry more information and lead to higher continuation rates.
• If continuation weakens at certain size thresholds, you can avoid overcommitting when the opening move is modest.

This helps you avoid treating all green or red opening candles as equally meaningful.

Not every opening candle carries the same weight. The size-based view helps you separate noise from intent, allowing you to prioritize continuation setups only when the opening move is historically strong enough to matter.

Example

• 9:30am open: $100
• 10:30am price: $95

This is classified as a red first candle, and its percentage move from the open determines which size bucket it falls into for continuation analysis.

Trading the Session Direction Bias Strategy

Across all three views, the Session Direction Bias framework helps answer three core questions:

1. Does the first move of the day usually stick? (Standard)
2. Does that behavior change depending on the weekday? (Weekday)
3. Does the size of the opening move matter? (Size)

By combining these reports, you can decide whether the opening candle should be treated as a meaningful directional signal or simply early noise—allowing you to align with continuation when it’s statistically supported and stay cautious when it isn’t.

Introduction

The Initial Balance (IB) describes price behavior relative to the high and low established during the first hour of the regular trading session (9:30–10:30 ET).

The IB defines early-session balance and provides structure for evaluating how price behaves for the remainder of the day. Once the first hour completes, the IB High and IB Low act as reference levels for directional acceptance, rejection, and range expansion.

The IB framework tracks whether price:

• breaks above the Initial Balance,
• breaks below it,
• breaks both sides, or
• remains contained within the Initial Balance for the entire session.

The probabilities of these outcomes vary significantly by instrument and should be reviewed regularly.

Key outcomes used throughout these reports

• Breakout: Price only breaks the IB High.
• Breakdown: Price only breaks the IB Low.
• Double break: Price breaks both the IB High and the IB Low at some point during the session.
• No break: Price remains within the IB High and IB Low for the entire session.

Unless otherwise specified, a “break” refers to price trading beyond the IB boundary at any point during the regular trading session.

How do I set up my chart for this strategy?

To plot the Initial Balance, wait for the first hour of the regular trading session to complete. Once 9:30–10:30 ET has passed, draw:

• a horizontal line at the highest price traded during that period (IB High), and
• a horizontal line at the lowest price traded during that period (IB Low).

If you are using TradingView, you can load the Initial Balance indicator included with your QUANTIS subscription, which automatically plots these levels.

Standard Subreport

What does the Standard Subreport measure?

This report measures how often each IB outcome occurs. It answers:

• How often do breakouts occur?
• How often do breakdowns occur?
• How often do double breaks occur?
• How often do no-break days occur?

How can I use this?

This report helps establish directional bias before or shortly after the IB completes.

For example:

• If breakouts or breakdowns dominate, continuation after the first break is statistically more likely than a double break. In these environments, waiting for a retracement to enter in the direction of the break may be optimal.
• If double breaks are most common, be cautious about committing to the first move. These environments often favor two-sided trade and failed directional follow-through.

Example

Assume the Initial Balance forms as follows:

• IB High: 6,100
• IB Low: 6,000

Possible outcomes (evaluated across the full regular trading session):

• Breakout: Price trades above 6,100 and never trades below 6,000.
• Breakdown: Price trades below 6,000 and never trades above 6,100.
• Double break: Price trades above 6,100 at some point and below 6,000 at some point.
• No break: Price remains between 6,100 and 6,000 all day.

These outcomes are mutually exclusive.

Weekday Subreport

What does the Weekday Subreport measure?

This report shows the same IB outcomes as the Standard view, segmented by day of the week. It highlights whether certain weekdays consistently behave differently—for example, whether Mondays differ from Fridays or whether double breaks cluster on specific days.

Differences across weekdays can arise from macroeconomic scheduling, options expiration cycles, or recurring institutional positioning.

How can I use this?

Use weekday tendencies to adjust expectations:

• If a weekday historically produces more single-direction breaks, prioritize continuation setups.
• If a weekday produces more double breaks, avoid overcommitting to the first move and plan for potential reversals after one side of the IB is taken.

Size Subreport

What does the Size Subreport measure?

This report groups IB days by the size of the Initial Balance and tracks how outcome distributions change across the following size buckets:

• 0–0.2%
• 0.2%–0.39%
• 0.4%–0.59%
• 0.6%–0.89%
• 0.9%+

IB size is calculated as:

IB Size (%) = (IB High − IB Low) / IB Low × 100

How can I use this?

Use IB size as a contextual filter:

• Certain IB sizes are associated with more single-break days, favoring continuation strategies.
• Other sizes correlate with more double breaks, implying increased two-sided trade and tighter risk management.

Example

• IB Low: 6,000
• IB High: 6,050
• IB Range: 0.82%

This day would fall into the 0.6%–0.89% size bucket.

Close Subreport

What does this measure?

This report tracks where price tends to close relative to the Initial Balance. It shows how often price finishes:

• above the IB High,
• within the IB range, or
• below the IB Low.

How can I use this?

Use common close locations to guide trade management:

• If price is in an area where it rarely closes, structure trades toward areas with higher close frequency.
• If price is already in a zone where it commonly closes, avoid trades that require it to leave that zone.

This supports entries, exits, stops, and targets based on historical behavior—not expectation.

Performance Subreport

What does this measure?

This report measures the extension of the first break from the Initial Balance—how far price travels beyond the IB boundary before returning back inside the range.

• Extension is measured from the IB boundary in the direction of the first break to the furthest price excursion before re-entry.
• Only the first breakout or breakdown of the day is evaluated.
• You can define both the break and the return:
  • By wick: any touch counts, or
  • By close: a candle close is required.
• If price never returns inside the IB, the session high or low is used to avoid truncating trend days.

How can I use this?

Use extension statistics to set realistic, data-driven targets:

• If the typical extension is modest, treat it as the baseline expectation.
• Use extension data to guide scaling out and stop placement.

Your TradingView indicator can optionally plot average and maximum IB extensions derived from this report.

Retracement Subreport

What does this measure?

This report focuses on single-break IB days and measures how often price retraces a portion of the IB range after the initial break and before any opposite-side break occurs.

Retracement levels tracked:

• 25%
• 50%
• 75%

Retracements are measured relative to the direction of the first break.

How can I use this?

Use retracement frequencies to plan entries and risk:

• Frequently reached retracement levels can serve as entry zones or risk references.
• This helps anticipate normal pullbacks rather than reacting emotionally.

Levels Subreport

What does this measure?

This report tracks how often price reaches specific multiples of the IB range after leaving the Initial Balance.

Levels are defined as multiples of the IB range in both directions:

• 0.5x, 1x, 2x, up to 4x

How can I use this?

Use frequently reached multiples as probability-supported reference levels:

• Commonly reached levels can serve as planning or profit-taking references.
• Rarely reached levels should not be required for a trade to work.

Time Subreport

What does this measure?

This report evaluates when Initial Balance breaks tend to occur. You select:

1. Single-break or double-break days, and
2. A time threshold (for example, 12:00 ET).

The report then shows how often the relevant break occurred before versus after the selected time.

How can I use this?

Use timing tendencies to improve focus:

• If most IB breaks occur early, prioritize earlier trade windows.
• If breaks tend to occur later, avoid forcing trades immediately after the IB completes.

The midnight open is defined as the opening price of the 12:00am ET candle. This level is commonly referenced in ICT-style frameworks and is often treated as a key mean or equilibrium point during the New York session.

These reports measure how often price returns to the midnight open during New York hours only (9:30am–4:00pm ET), helping you determine whether the level is statistically worth targeting on a given day.

Standard Subreport

What does this measure?

This report tracks how often price retraces back to the midnight open at any point during the New York session. Only touches that occur between 9:30am and 4:00pm ET are counted; any interaction outside that window is ignored.

The report answers a simple question: Once New York opens, how often does price revisit the midnight open?

How can I use this?

Use this report to decide whether the midnight open is a realistic intraday target:

• If retracements occur frequently, the midnight open can be treated as a valid objective.
• If retracements are rare, you can avoid trades that rely on price returning to this level.
• Directional bias can be framed based on where New York opens relative to the midnight open:
  • Open above midnight open → short-side bias toward the level
  • Open below midnight open → long-side bias toward the level

This report helps you avoid assuming the level will be reached without data support.

Understanding and importance

The midnight open often acts as a reference point for overnight positioning and early-session imbalance. This report quantifies whether that reference is actually respected during the New York session, turning a commonly cited concept into a measurable probability.

Example

• Midnight open (12:00am ET): $4,000
• New York opens at $4,020
• During the NY session, price trades down and touches $4,000
• That day is counted as a midnight open retracement

Weekday Subreport

What does this measure?

This report applies the same midnight open retracement logic but segments results by day of week. It shows how often retracements occur on Mondays, Tuesdays, and so on.

How can I use this?

Use weekday tendencies to refine expectations:

• If certain weekdays show consistently higher retracement rates, the midnight open becomes a stronger target on those days.
• If retracements are less common on a given weekday, you can reduce reliance on the level and avoid forcing trades toward it.

This helps prevent treating every session as structurally identical.

Understanding and importance

Market behavior can vary by weekday due to positioning, liquidity, and recurring flows. Viewing midnight open retracements through a weekday lens adds context, allowing you to judge whether today’s setup historically favors a return to the level or not.

Example

• On Wednesdays, the report shows a higher-than-average rate of midnight open retracements.
• That suggests that, all else equal, targeting the midnight open on Wednesdays has historically been more reliable than the baseline.

Size Subreport

What does this measure?

This report evaluates midnight open retracements based on the size of the move from midnight to the New York open. It allows you to filter retracement behavior by how far price has already traveled before the NY session begins.

How can I use this?

Use opening size to fine-tune trade selection:

• If smaller moves from midnight to NY open retrace more frequently, you can prioritize those scenarios.
• If larger displacements show lower retracement rates, you can avoid trades that assume price will return to the midnight open.
• This helps you align trades with conditions where the level has historically been more likely to be reached.

Understanding and importance

Not all overnight moves behave the same way. The size-based view helps distinguish between modest imbalances that tend to mean-revert and larger displacements that may persist, improving both entry selection and expectation management.

Example

• Midnight open: $3,500
• New York open: $3,510
• Overnight move size: +0.29%
• If this size bucket shows a high retracement rate in the report, targeting the midnight open becomes statistically justified for that scenario.

Putting It Together

Across all three views, the Midnight Open Retracement reports help answer three key questions:

1. Does price usually return to the midnight open during NY hours? (Standard)
2. Does that behavior change by weekday? (Weekday)
3. Does the size of the overnight move matter? (Size)

By combining these perspectives, you can decide when the midnight open is a high-probability target—and when it’s better left alone—allowing you to trade the concept with data-backed confidence instead of assumption.

NFP Performance Reports Overview

This report analyzes how price typically behaves around Non-Farm Payroll (NFP) releases. By examining average performance before, during, and after NFP, it helps you understand how markets tend to position, react, and normalize around one of the most volatility-driven economic events.

Standard Subreport

What does this measure?

This report measures average price performance across a fixed event window centered on NFP:

• Three trading days before NFP
• The NFP release day
• Three trading days after NFP

Each period is evaluated independently so you can see how price tends to behave leading into the event, during the release, and once the immediate volatility has passed.

How can I use this?

Use this report to align expectations and manage risk around NFP:

• If price tends to trend or compress before NFP, you can adjust positioning ahead of the release.
• If the NFP day shows outsized average moves, you can plan for increased volatility and wider ranges.
• If performance after NFP stabilizes or mean-reverts, you can structure post-event trades accordingly.

This allows you to avoid treating NFP as a binary surprise and instead trade it within a historical context.

Understanding and importance

NFP is one of the most consistently market-moving economic releases. This report turns that event risk into a measurable pattern by showing how markets have behaved on average around prior releases. Rather than guessing whether volatility will expand or fade, you can reference what typically happens before, during, and after NFP.

Example

• Over the last sample period, price shows modest average gains in the three days leading up to NFP.
• On NFP day, average performance increases significantly, reflecting volatility expansion.
• In the three days after NFP, average returns flatten, suggesting consolidation or normalization following the event.