Structural Stability — Early-Week Extremes

Generated: 2026-03-13 14:53 | File: EURUSD_struct_extremes_20220508_20260301_200w_20260313_1453

Analysis Configuration

Parameter	Value	Notes
Symbol	EURUSD
ARM_HOUR	12:00	Early window: Monday 00:00–12:00
First extreme definition	Larger excursion from Monday open	If (early_high − open) ≥ (open − early_low): High First, else Low First
Broken definition	Post-arm H1 bar exceeds early extreme	Any H1 bar after 12:00 with High > early_high (if High First) or Low < early_low (if Low First)
H1 data range	2010-02-01 → 2026-03-13	99,999 bars
Weeks analysed	199	2022-05-08 → 2026-03-01 enriched window

Overall Summary

199

Weeks analysed

36.7%

Held (unbroken)

63.3%

Broken

Held count

126

Broken count

112.5h

Avg hrs to close

111.0h

Median hrs to close

14.9h

Avg hrs to break

8.0h

Median hrs to break

Reading these tables: Held = the early-window extreme level was NOT exceeded by any post-arm H1 bar — it remained the FINAL weekly extreme in that direction. Broken = at least one post-arm H1 bar exceeded the early extreme (went further in the same direction). A high Held% implies the Monday early session is setting a structural anchor for the week's primary direction.

Left: overall broken vs held donut. Right: by early-window direction.

Stability by Early-Window First Extreme Type

First Extreme	N Weeks	N Broken	N Held	Broken %	Held %
High	106	70	36	66.0	34.0
Low	93	56	37	60.2	39.8

High First = early window moved up more from Monday open. Low First = early window moved down more.

Stability by Candle Type

Candle Type	N Weeks	N Broken	N Held	Broken %	Held %
BullExpansion	32	10	22	31.2	68.8
BearExpansion	25	13	12	52.0	48.0
BullRejection	47	36	11	76.6	23.4
BearRejection	51	42	9	82.4	17.6
NeutralRange	44	25	19	56.8	43.2

Left: counts — held (green) vs broken (red). Right: broken% per type.

First Extreme Timing — Hour within Monday Early Window

Hour (UTC)	N_Weeks	N_Broken	Broken%	Held%
0.0	35.0	16.0	45.7	54.3
1.0	14.0	5.0	35.7	64.3
2.0	4.0	0.0	0.0	100.0
3.0	17.0	9.0	52.9	47.1
4.0	6.0	5.0	83.3	16.7
5.0	9.0	3.0	33.3	66.7
6.0	5.0	1.0	20.0	80.0
7.0	4.0	3.0	75.0	25.0
8.0	10.0	8.0	80.0	20.0
9.0	13.0	10.0	76.9	23.1
10.0	27.0	17.0	63.0	37.0
11.0	55.0	49.0	89.1	10.9

Left: how many weeks set their first extreme at each hour. Right: broken% by hour — lower = more stable at that hour.

Break Timing — When Do Extremes Break?

Day	N_Breaks	% of All Breaks	Avg Break Hour	Avg Hrs to Break
Monday	92	73.0	14.1	6.1
Tuesday	22	17.5	10.1	27.3
Wednesday	10	7.9	14.1	56.8
Thursday	2	1.6	14.0	75.5

Left: which day of the week was the early extreme broken. Right: distribution of hours from first extreme to the break bar.

Ultimate Extreme Day (from Enriched HighTime / LowTime)

This section uses HighTime/LowTime from the enriched weekly CSV — the timestamps of the ABSOLUTE weekly High and Low. For each week, the 'ultimate extreme day' is the day the FINAL weekly extreme in the same direction as the early-window first extreme was set. If a Monday early extreme matches the ultimate extreme → the extreme never moved further. If the ultimate extreme is on Friday → the extreme was expanded late in the week.

Day extreme finalised	N_Weeks	N_Broken	Broken%	Held%
Monday	108	35	32.4	67.6
Tuesday	50	50	100.0	0.0
Wednesday	28	28	100.0	0.0
Thursday	12	12	100.0	0.0
Friday	1	1	100.0	0.0

Left: how many weeks had their ultimate extreme set on each day. Right: broken% of early-window extremes by day the final extreme was set.

Sequence Alignment — Early Window vs Full-Week Enriched Sequence

The enriched Sequence column records whether the final weekly HIGH or final weekly LOW was set first. This section shows how the early-window direction (first 12 hours) aligns with the full-week final sequence. High agreement = the early window is a useful predictor of final weekly structure.

first_extreme_type	HighFirst	LowFirst	Total	%_HighFirst	%_LowFirst
High	106	0	106	100.0	0.0
Low	0	93	93	0.0	100.0

Left: enriched Sequence breakdown per early-window direction. Right: alignment % between early-window and full-week sequence.

Hours from First Extreme to Weekly Close

Green = held weeks, red = broken weeks. Shows how far in advance the early-week extreme is set relative to Friday close.

Judgement — Can the Early-Week Extreme Anchor a Directional Strategy?

Q1 — Is the early-week extreme structurally stable? No — only 36.7% held (73/199). More than half of early-week extremes are exceeded later in the week. The early extreme cannot reliably anchor a directional strategy without major filters.

Q2 — High-First vs Low-First stability is symmetric. High First: 34.0% held, Low First: 39.8% held — only 6 pp difference. Direction alone does not differentiate stability. The filter must come from candle type or time-of-day, not direction.

Q3 — Expansion week stability: mixed (59.6% held). Expansion weeks show moderate structural stability. The ARM_HOUR window may be capturing the early extreme for only a subset of expansion weeks.

Q4 — Monday-set extremes: strongly structural (67.6% held). When the final weekly extreme (HighTime or LowTime from enriched data) is on Monday, the early-window extreme is also the final extreme in 67.6% of those weeks. Monday's first 12 hours are the highest-stability period for extreme anchoring.

Verdict — Structural stability supports sequence trading model design. Expansion-week held rate (59.6%) meets the minimum threshold for anchoring a directional bias.
Recommended next test: Use candle type + early-window direction as a combined filter to isolate the highest-stability subsets (above 55% held rate individually). Then design the entry and stop around those weeks.