[TP1]The reports
A plain-English glossary of every report in Stats and what it counts.
Each report asks one question about past sessions and counts the answers. A report page says what's counted, what a hit means, and whether it helps with bias, entry, target or stop. The methodology page has the exact rules and what's left out.
| Report | What it measures |
|---|---|
| Gap fill | Whether the opening gap to the previous regular-session close filled, by 11:30 ET or by the close. Gaps under one tick don't count. |
| Previous day high / low sweep | Whether the regular session wicked through the previous day's high or low (the full 18:00–17:00 session). |
| Session liquidity sweep | Whether London took the Asia high or low, and whether New York AM took the London high or low. |
| Open retracement | Whether price came back to the midnight open or the 08:30 open during New York AM after moving off it. |
| Killzone range | How wide each killzone's range was, in points and in daily ATR. No hit rate; read the median. |
| Weekly high and low by weekday | Which weekday printed the week's high, and which printed the low. |
| Daily bias inputs | Whether the first 30 minutes of the regular session pointed the way the day closed, and whether the day closed above the previous close. |
| Fair value gap fill | How soon a 5-minute fair value gap formed in a killzone filled: same session, next session, within five sessions, or not. |
| First presented FVG | Whether the regular session's first fair value gap, formed before 11:30 ET, reached 1R and 2R before price closed through it. |
| OTE hit | Whether price came back into the OTE zone of a displacement leg that ended in a killzone, and whether it held. |
| Silver bullet | Whether 10:00–11:00 ET pushed past the setup window's extreme in its direction, or reversed through its other side. The setup window is 09:30–10:00 (09:00–10:00 for GC). |
| CRT three-candle | Three hourly candles: the second trades beyond one side of the first and closes back inside. Did the third, opening in a killzone, break the first candle's other side? |
| SMT follow-through | When ES and NQ disagree at a swing in a killzone, whether price moved one ATR the expected way before one ATR against, within two hours. ES and NQ only. |
| Initial balance / opening range breakout | Whether the first hour or the first 15 minutes of the regular session broke on one side, both or neither, and how far the first break ran. |
| Regular session direction | Whether the regular session closed above its open. It's the base rate to compare other reports against. |
| Signal follow-through | Whether price hit the target before the stop after each signal in a set. See Your signals. |
| Daily bias scorecard | How often the 10:00 ET bias call was right: a close at least a tenth of ATR past the 10:00 price, the called way. Neutral days don't count. |
The side panel groups the reports by family. Signal follow-through isn't listed on its own; you open it through a set under Signals or Your signals.