๐Ÿ“Š Published every week

Sessions backtests

Each week we publish every NY AM session Atlas Sessions read, captured twice: once at the open, when the tables state what they expect, and once at the close, when the outcome is settled. Right calls, wrong calls, and the sessions that split the difference.

These sessions are not in the sample. The Atlas Sessions tables were measured on NQ history ending 27 July 2026. Every session reviewed on these pages happened after that date, so nothing here was available to the tables when they were built. This is where the out-of-sample record gets written, week by week, in public.

The running record

One row per week, newest first. Three scores, because the indicator makes three separable claims about a session. Click a week to read it in full.

WeekSessionsFirst sweepModal branch Levels takenStated P(take)RealisedInside sessions
w/c 14 September 2026 55 / 53 / 5 6 / 1064%60%0
w/c 7 September 2026 54 / 52 / 5 6 / 1062%60%1
w/c 31 August 2026 55 / 53 / 5 7 / 1062%70%0
w/c 24 August 2026 52 / 53 / 5 8 / 1066%80%0
w/c 17 August 2026 53 / 52 / 5 7 / 1067%70%0
w/c 10 August 2026 53 / 52 / 5 7 / 1074%70%0
w/c 3 August 2026 54 / 53 / 5 8 / 1070%80%0
Since 3 August 2026 3526 / 3518 / 3549 / 7067%70%1
How to read this table. Each row is one week of five sessions. Three scores, because the indicator makes three separate claims.
  • First sweep is a two-way call: of the levels that were touched, did the side the tables favoured go first.
  • Modal branch is the strictest score: did the four-way outcome land on the branch rated highest, out of high only, low only, both sides and inside.
  • Levels taken scores the high and the low independently, two events per session, against the marginal probability on each.
  • Stated P(take) is the mean of those marginal probabilities: the rate the tables expected the levels to go at.
  • Realised is the rate they actually went at, levels taken divided by the two events per session. Read it against Stated: the two should stay close as the record grows, and a gap that persists in either direction is the calibration finding.
  • Inside counts the sessions that took neither level.
A session can miss the modal branch and still resolve both its levels as expected, which is why all three scores are here rather than one summary figure.

This is a running tally over a small number of sessions, published as it accumulates. It is not a performance record and not a return: no entries, exits, position sizing or costs are modelled anywhere on these pages. The place to judge calibration remains the indicator's own realised versus expected row, running on your own chart over your own history.

Why NY AM

Atlas Sessions reads all four sessions. These reviews fix on one, and the reason is measured rather than assumed.

3.8×
range concentration, the highest of the four sessions
66%
of the entire day's range traversed, in 17% of its minutes
2.4×
volume density, again the highest of the four
SessionClock (ET)Share of day's minutesShare of day's range Range concentrationVolume density
Asia18:00 to 02:3037.0%37.1%1.00×0.17×
London02:30 to 07:3021.7%36.5%1.68×0.33×
NY AM07:30 to 11:3017.4%66.2%3.80×2.45×
NY PM11:30 to 17:0023.9%61.1%2.56×1.94×

Measured over 15,214 session instances of NQ 1-minute data from 2009 to 2026, with roll sessions excluded. Range concentration is a session's share of the day's range divided by its share of the day's minutes, so 1.00 means a session covers exactly its proportional amount of ground and nothing more. Asia landing on 1.00 is a useful check that the method is not manufacturing the result. We use ratios rather than points per minute deliberately: raw points cannot be compared across a period in which NQ went from 1,200 to 30,000, whereas the concentration figure is stable to two decimal places between the full history and the last three years alone. Range shares do not sum to 100 because each session traverses an overlapping slice of the same daily envelope.

Two honest qualifications

NY PM is the busier session, not NY AM. It carries more total volume across the day, 46% against 42%. NY AM is the denser one, which is the fair comparison given NY PM runs an hour and a half longer. We would rather state both numbers than pick the flattering one.

NY AM takes at least one London level in about 49 sessions out of 50, and that is mostly arithmetic rather than skill. Take rates track the size of a session relative to the one before it almost exactly: the two sessions that are 0.94 times their predecessor both take a level about 84% of the time, and NY AM, at 1.50 times London, takes one 98% of the time. So the high base rate is what a session that size should produce. What it means in practice is that at NY AM the question is almost never whether a level goes, but which one, and when. That is what these reviews score.

One reason you can check in the code. NY AM is the only session with its own bespoke probability surface. The other three share a single curve with a scalar applied. NY AM needed its own because the shape the cash open puts into the first half hour is one no distance adjustment could absorb, and rather than force it we measured it separately.

How to read the charts

Every chart on these pages is the indicator as it renders live, with nothing added and nothing removed.

  • The two levelsThe previous session's high and low, carried forward as draws on liquidity. For NY AM that means London's. They are the only two levels being scored.
  • The % on a levelAn exclusive share, not the chance that level gets taken. London High | 10% means 10% of comparable sessions took the high and left the low alone. The chance the high is taken at all is high only plus both sides. This is the single most misread number on the chart, so it is worth pausing on.
  • The four-way rowsTake high only, take low only, take both sides, inside session. Mutually exclusive, always summing to 100, measured over comparable historical sessions at the same distance.
  • First sweep H / LGiven that something is taken, which side goes first. A separate two-way question from whether each side goes at all.
  • Previous session summaryThe context the forecast is conditioned on: the prior session's range, whether it swept its own high or low or stayed inside, and where price opened relative to its midpoint.
  • TAKEN 09:05The latch. Once a level is taken the label records the time and stops updating, so the close capture carries the full outcome.
  • Med pen up / dnMedian penetration: how far past the level price typically travelled once it was taken. Measured drift, not a target.
  • TimeframeCharts here are 5-minute for legibility. The levels and percentages are identical on any timeframe, being defined by clock time and price rather than by bars, and this was verified across 1m, 5m and 15m before release. Only the precision of the TAKEN stamp follows the bar size.

The weeks

Newest first.

Week commencing Monday 14 September 2026

Five first sweeps from five, and the one that came within ten and a half points

The called side went first on every session, four of them to the high, and Friday, the only morning that opened below London EQ, went to the low. Monday scored on both the sweep and the branch after falling 146 points the wrong way and stopping 10.50 points above the London low. The modal branch landed three times and six of ten levels were taken, the joint lowest of the record.

Read the week โ†’
Week commencing Monday 7 September 2026

The first inside session of the record, on a table that rated it at 0%

Monday 7 September finished between both London levels without touching either, the first time in thirty published sessions, on a table that rated the inside branch at 0%. The low stopped 2.00 points above the London low and the high 37.75 points short. With no side taken there is no first sweep to call, so the scorer records a miss by construction; on the four days that did sweep, the called side went first every time. Four from five on the first sweep, two from five on the branch, six of ten levels taken against a mean stated 62%.

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Week commencing Monday 31 August 2026

Five first sweeps from five, and the widest London of the record drew the same table as the day before

The first clean week on the first-sweep axis, at a mean stated 72%, though on three of the five mornings the called level was within 35 points of the open. Monday and Tuesday drew 10 / 52 / 38 / 0 from a 105-point London and a 379-point one and both took the low inside the first half hour. Last week's new table came back on Wednesday and went high only after two low-only draws, so every repeated bin has now split. Friday's payrolls morning took the high at 08:25 and the low on the 08:30 bar, five minutes apart.

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Week commencing Monday 24 August 2026

The both-sides favourite went three from three, and a new table came up twice and lost both times

Two first sweeps from five, the weakest week on that axis so far, with an 80% call on the high missing on Wednesday's 08:30 Core PCE bar. Three modal branches landed, all of them the both-sides favourite, which takes it to seven from twelve across the record. Tuesday and Thursday drew a table the record had not seen, 37 / 35 / 18 / 10 on 215 sessions, and both took the low against the 37% favourite, missing the high by 4 and 27 points. Eight of ten levels resolved as their marginals implied.

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Week commencing Monday 17 August 2026

Every forecast a repeat, and the repeats split

All five of this week's tables had appeared before, three from earlier weeks and one pair within the week, and four of the four repeated bins resolved differently from their earlier draw. Three first sweeps from five, two modal branches, seven of ten levels taken, and the both-sides favourite appearing once and losing, which leaves it four from nine.

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Week commencing Monday 10 August 2026

The week the both-sides favourite kept losing, and the same forecast came up twice

Both sides was the highest-rated branch on all five mornings and was paid on two of them. Tuesday landed the smallest share on its table. Wednesday and Friday returned identical forecasts, to the percentage point, and resolved two different ways, which is the clearest demonstration yet that these are lookups rather than anything fitted after the fact.

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Week commencing Monday 3 August 2026

Four first sweeps from five, and a session that made the same call twice

Ten level events across five NY AM sessions, eight of them taken. Wednesday and Thursday returned identical forecasts from different days and both landed the same branch, in opposite orders. The one miss came on a call tied for the week's least confident, and payrolls Friday took London's high fifty-five minutes before the release.

Read the week โ†’
Next

Week commencing Monday 21 September 2026

Published at the end of the trading week.

What a week of five sessions can and cannot show. Ten level events cannot confirm a frequency measured over hundreds, and any one week can flatter or bury a perfectly well-behaved statistic. These pages exist so the record accumulates where you can see it, including the weeks that go badly. The place to judge calibration is the indicator's own realised versus expected row, running on your chart, over your history.