More tools for the decision you were already going to make today -- intraday structure, 16+ years of statistics and institutional positioning across 30 futures (indices, metals, energy, bonds, currencies and crypto), every figure traceable to its formula, its sample and its caveat.
100+
types of base-rate report
30
instruments with reports, 25 in the live screener
16+
years of history on most instruments
n
sample size and caveats visible on every figure
the product, not the promise
This is what a real report looks like: bucket, sample size, and the caveat that explains its limits -- always visible, never buried in fine print.
explore reports →IB: break rate by IB size -- NQ
n=4100| IB size | days | single | double | no break |
|---|---|---|---|---|
| 0-0.25% | 120 | 74.2% | 21.7% | 4.2% |
| 0.25-0.5% | 1059 | 67.3% | 29.5% | 3.2% |
| 0.5-0.75% | 1191 | 74.4% | 21.9% | 3.7% |
| 0.75-1.0% | 819 | 74.5% | 19.8% | 5.7% |
| 1.0-1.5% | 628 | 77.5% | 17.8% | 4.6% |
| 1.5-2.0% | 198 | 77.8% | 16.2% | 6.1% |
IB size % = (ib_high - ib_low) / ib_low * 100. 36 days without usable IB/RTH data were excluded.
what deserves attention today
Instead of reading dozens of reports one by one, a single score (edge x sample confidence) tells you where to look first.
see discovery →what is worth looking at today -- ranked by edge x sample confidence (format example)
#1 NQ · Wed gap down
fill rate: 100% · n=182
#2 ES · Tue gap up
fill rate: 99% · n=202
#3 NQ · IB single break
break rate: 77.5% · n=628
#4 YM · power hour cont.
continuation: 68.4% · n=441
#5 NKD · overnight cont.
continuation: 61.2% · n=305
Illustrative example of the format -- open Discovery to see today's real ranking.
here is what it looks like live
Live Initial Balance per instrument, updated in real time -- this panel is an illustrative example; open the screener to see today's data.
see the screener →daily bias -- Initial Balance (example)
updated 0s agoES
6,512.25
bullish
NQ
23,855.69
leaning bullish
RTY
2,298.35
chop
YM
44,865.06
bearish
NKD
41,242.22
leaning bearish
Illustrative example -- open the screener to see today's real bias.
Market Profile
Initial Balance, Value Area, POC -- where the day's structure forms, live.
Day-by-day reading
What to expect by weekday or macro event -- real mentoring concepts, not generic ones.
Historical statistics
Base rates over 16+ years of exchange-direct data -- every figure with its n and its caveats.
Positioning (COT) and liquidity
What large speculators are doing, plus real bid/ask spread -- the contrarian and liquidity filter.
Six entry points into the same data engine -- each one answers a different question.
Reports
Over 100 types of base-rate report -- gap fill, IB, ORB, seasonality, macro events, Open Interest and bid/ask spread where the data exists. Every number with its n and caveats in view.
access requiredDiscovery
Which setup is worth your attention today, ranked by edge x sample confidence -- not a flat list of dozens of reports.
access requiredBacktest Lab
Reshuffles a setup's trades 1,000 times (Monte Carlo) to see whether the result depends on the order they happened in.
access requiredWhat's in Play
Live session structure: Initial Balance, Value Area and POC, updated in real time.
access requiredCOT
Large speculators vs. commercials positioning -- the CFTC weekly report, ready to read.
access requiredCerebro AI
Ask the platform directly about an instrument, a report or a setup.
access requiredpricing
Free Community plan to try the platform for 7 days. Essential keeps the daily tools with no time limit; Trader and Pro unlock the full reports, all 30 instruments and the live tools; Desk adds priority.
$0
Community plan
$15
plan Essential /mo
$39
plan Trader /mo
everything included
Daily-bias screener
CommunityDay bias (bullish, bearish or chop) from the Initial Balance, across 25 instruments.
Base-rate reports
Trader100+ report types across 30 instruments, every figure with n, period and caveats.
Discovery
TraderRanking of patterns by historical edge and sample confidence: where to look first.
Live Market Profile
TraderInitial Balance, Value Area, POC and profile shape, live, against their history.
COT positioning
TraderWeekly COT for 17 instruments with a 0-100 index and loaded positioning.
Seasonality and correlations
TraderSeasonality, VIX/BTC correlations and a bias explorer by event or weekday.
Daily Briefing and Market Snapshot
TraderDaily per-instrument summary and market snapshot, with AI and sources in view.
Cerebro AI
TraderAI assistant that answers with platform data and cites the report, n and caveats.
Trading Journal
ProTrade log with emotion, plan and alignment with the setup's base rate.
Backtest Lab
ProMonte Carlo, chronological validation and funded-account simulation on setups.
Today, calendar, alerts and risk calculator
CommunityToday, economic calendar, alerts and a risk calculator for 30 contracts.
We don't issue signals
We describe what happened and the current context. The decision to trade is yours.
We don't promise results
Past results do not guarantee future results, and trading futures involves risk of loss.
We don't hide the fine print
Every figure shows its sample, its period and its limits. If there isn't enough data, we say so.
learn
Market Profile in futures: TPO, POC, Value Area and Initial Balance explained with the real split of day types across 4,181 ES sessions.
Initial Balance explained step by step: how the first-hour range is calculated and what 5,226 breaks and 4,182 ES sessions show about it.
What the CFTC's COT report is, which participant groups it covers, why the data is from Tuesday but published on Friday, and the usual misreadings.
Value Area, POC, VAH and VAL explained without shortcuts, using 4,188 prior-range breaks in ES to see what breaking yesterday's extreme really measures.
What a base rate is, why sample size rules, what a degenerate cell is and how to check whether a historical statistic still holds.
The difference between RTH and Globex in index futures: liquidity, hours and where the day's high and low really form.
What open interest is in futures, how it differs from volume, and how often each price and OI combination actually shows up in the ES.
What the opening gap is in index futures, how it is measured against the prior regular close, and how often it fills in ES, NQ, RTY, YM and NKD.
How to calculate position size from risk per trade, stop distance and point value, with the average daily range of ES, NQ, RTY, YM and NKD.
weekly report, free
One email a week with a real read on market structure, historical base rates and COT positioning -- the same you see inside the platform, in summary. No spam, cancel any time.