NQ Futures · 1-Minute Data · 2008–2026
Mark the 6:00–7:59 PM range every day, then watch the 8:00–10:30 PM window: how often does price sweep one side of that range and travel back through toward the other?
Every day, the high and low of the 6:00–7:59 PM range is marked. Then, in the 8:00–10:30 PM window, we check whether price trades beyond either side of that range (a sweep) and, if so, how far it travels back through the range afterward — measured in quarters (fib 0.25/0.50/0.75/1.00, where 1.00 means it fully reached the opposite side).
A full "setup" is the stricter version of the Asia Mech Model logic: price must sweep one side AND fully reach the other, both inside the same window. The fib-quad breakdown below is more granular — it tracks every partial recovery too, not just full round-trips.
This is more granular than the setup-formed stat above — it measures every sweep independently (a day can register both a high-sweep and a low-sweep), and tracks the maximum recovery even when it falls short of a full round-trip.
Cumulative across all 4,219 sweep-events, both directions pooled.
Median recovery: 0.372 fib · Mean: 0.513 fib · Overshot past 1.0: 11.1%
Median recovery: 0.324 fib · Mean: 0.488 fib · Overshot past 1.0: 11.5%
| Day | Events | Reached 1.00 Fib |
|---|---|---|
| Monday | 871 | 12.1% |
| Tuesday | 856 | 12.0% |
| Wednesday | 873 | 14.3% |
| Thursday | 848 | 13.8% |
Wednesday shows the highest full-round-trip rate of the days with a meaningful sample. Friday data is sparse in this window (early close / holiday effects on the 6–8PM range) and isn't included here to avoid overstating a small sample.