Probability Studies.
Structure. Edge.
JJR Analytica conducts quantitative research on intraday market structure using conditional probability, regime analysis, and execution-risk metrics.
Measuring market behavior.
Not predicting it.
We test structural questions using defined rules, large samples, and transparent methodology. The goal is to isolate repeatable tendencies, expose failure conditions, and separate signal from randomness before a trading idea gets promoted into a live process.
| Study | Question | Sample Size | Result | Profile |
|---|---|---|---|---|
| IB Break / Extension Regime | P(IB High or Low Break During RTH) | 1,155 days | 96.71% | |
| LF/HF No-Quartile Framework | P(Post-10:10 Expansion | LF/HF) | 1,155 days | 83.39% | |
| Late-Day Auction Completion | P(day high/low forms in 15:00–16:00) | 1,299 days | 32.72% |
Rigor. Transparency.
Reproducibility.
Every study follows a repeatable process designed to remove lookahead bias, control sample contamination, and document limitations. Results are framed as evidence, not certainty.
Data
Timestamped intraday data with session controls and cleaning rules.
Definition
Each term is rule-based so results can be repeated.
Filtration
Confounders, holidays, and abnormal observations are isolated.
Analysis
Conditional probability, expectancy, and sensitivity testing.
Robustness
Out-of-sample logic, regime splits, and edge decay monitoring.
Reporting
Clear study notes with assumptions and limitations.
LF/HF No-Quartile Probability Framework
A path-dependency probability model testing whether 09:30–10:10 high/low sequencing alters later intraday expansion probabilities.
Read Study →IB Break Regime
Probability that either side of the Initial Balance breaks during RTH.
LF Expansion
LF sessions breaking the 09:30–10:10 formation high after the formation window.
Late-Day Auction
Probability of the session high/low forming during the 15:00–16:00 auction window.