| Level |
Price |
Distance ▲ |
Hold % |
Confluence |
Base Rate |
Status |
Level Hold/Break Cheat Sheet
The model scores how likely price will HOLD (bounce) vs BREAK through each level.
KEY FACTORS (in order of importance):
1. CONFLUENCE (42% of model) — more levels stacked together = stronger zone
2. TIME OF DAY — morning 50% hold, afternoon 69% hold
3. VOLUME — low volume approach = holds more, high volume = breaks
4. LEVEL TYPE — VWAP+2σ (71%) vs session low (47%)
GEX REGIME EFFECT:
🟢 POS GEX: levels hold 62% → fade approaches
🔴 NEG GEX: levels hold 40% → expect breakouts
BEST SETUPS (from 70K event backtest):
• Afternoon + VWAP+2σ + POS GEX = 87% hold (N=1,536)
• Session high retest + POS GEX + afternoon = 84%
• Any 3+ confluence zone + afternoon = 80%+
WORST SETUPS (expect breakout):
• Morning + isolated level + NEG GEX = 15-25% hold
• Session low in any regime = 47%
• GEX flip levels = 39% hold
WHAT TO DO:
>70% Hold → Fade the approach (buy support / sell resistance)
50-70% → Wait for confirmation (delta flip, book depth)
<50% → Trade the breakout direction