Backtested Research
AMT Research
Interactive dashboards built on years of intraday futures data — quantifying edges, measuring probabilities, and stress-testing strategies across market conditions.
Gap Studies
Half-Gap Fill Rate
Statistical analysis of overnight half-gap fill probabilities across futures markets. Tracks directional fill rates, time-to-fill distributions, and conditional edge by gap size.
1,700+
Sessions
~72%
Avg Fill Rate
Midpoint Edge Analysis
Monday and Wednesday midpoint revisit rate analysis with null-hypothesis testing — quantifying whether the midpoint is a statistically significant reference level versus random price action.
2,700+
Sessions
+3.7–4.6pp
Edge Over Random
Market Structure
Market Structure (BOS/CHoCH)
Break of Structure and Change of Character event analysis — measuring follow-through rates, reversal probabilities, and optimal entry timing after structural shifts.
5,427
Events
BOS & CHoCH
Metrics
IB Extreme
Initial Balance extreme analysis — studying session behavior when the IB range hits statistical extremes and quantifying directional continuation versus mean-reversion odds.
4,659
Sessions
5
IB Types
80% Value Area Rule
Faithful 18-year test of Dalton's '80% Value Area Rule' using proper 30-minute bracket confirmation on ES. The claim: 80% chance of full VA traverse. The data: 62% reach the opposite side, 33% traverse cleanly, and no trade variant beats coin-flip territory.
1,090
Triggers
62%
VA Traverse
1.10
Best PF
Auction Market Theory
Opening Types (Dalton)
Classifies every ES session into Dalton's four opening types — Open Drive, Open Test Drive, Open Rejection Reverse, and Open Auction — then tests whether classification predicts session behavior, range, and tradeable continuation.
4,600+
Sessions
4
Opening Types
Overnight Inventory
Tests whether overnight positioning relative to the prior day's Value Area predicts RTH direction. Long inventory above VAH should correct down; short inventory below VAL should correct up. Does it?
4,600+
Sessions
3
Inventory Types
Settlement Location
Analyzes whether the RTH close position relative to the day's own Value Area predicts next-day direction. Close above VA = bullish continuation? Close below = bearish? Tested with 10 trade variants across 18 years.
4,600+
Sessions
7
Settlement Types
Prior Day High/Low Reaction
Tests whether prior day's RTH high and low act as support/resistance — with null hypothesis comparison against random price levels. Measures reaction rates, MFE/MAE, and fade trade performance at 5 tolerance levels.
4,600+
Sessions
Yes
Null Hypothesis