Studies

Pattern studies and validated-edge research — each one walks real examples of a setup, or the stats behind a measured edge.

Validated edges

Quantitative studies that report a measured result over a defined sample — the headline number is on each card.

First-Hour Fade

87% win · PF 2.08

Fade the first retest of the first-hour HOD/LOD. Out-of-sample +0.144R per trade, 87% win rate, profit factor 2.08 across 15 liquid US large-caps and ETFs.

Gap Fill Rate

50% fill @ 0.5 ATR

Do opening gaps fill intraday? Measured in ATR units (comparable across instruments): gaps under 0.25 ATR revert 75% of the time; gaps over 0.5 ATR extend. The fill curve crosses 50% cleanly at ~0.5 ATR.

Inside Day Expansion

72.9% expand · +26.6pp

After an inside day (today's range contained within the prior bar's), the next session expands 72.9% of the time — 26.6 pp above the 46.3% baseline across 1,762 events. Direction is a coin flip: compression tells you magnitude, not which way.

Outside Day Reversion

74.3% contract · +25.9pp

The mirror of the inside day. After an outside day (today's range engulfs the prior bar's), the next session contracts 74.3% of the time — 25.9 pp above the 48.4% baseline across 1,475 events. Same lesson in reverse: the blow-out reverts, but the close location doesn't call the direction.

Revenue Source

7-cohort P&L

Brooks' 'who is making money doing what' — per-bar cohort P&L across the seven trader cohorts (always-in, scalpers, swing, responsive, trapped longs/shorts, profit-takers).

Pattern galleries

Annotated walkthroughs — real examples of how each setup forms and resolves on the chart.

Opening Spikes

Al Brooks opening-spike gallery — how a strong spike off the open resolves into a trend, a trading range, or a reversal.

First EMA Touch

The first pullback to the 20 EMA after a trend leg, with backtested verdict stats on whether the touch held.

Prior-Day Extremes

Failed breakouts through the prior day’s high or low, and the reversal confirmation that follows the fake-out.

Buyable Gap-Ups

Stocks gapping 15%+ on highest-in-60-day volume through a 50-day high — the BGU continuation study.

Day Types

Market Profile day-type classification on 5-min RTH sessions — VWAP, Initial Balance, and whether each day says fade or follow.