E-mini Russell 2000 (RTY)

TRACKINGMODEL FROZEN ✓Out-of-sample validated ✓Sector surface ✓QUOTE 06:35 ET

last quote 2807.80 · as of 07:00 ET (Yahoo tick 2026-10-14T10:35:54.000Z)

Measured odds. No trade calls. what this means →

FOXALGO / RTY CANDLESTICK

TRACKING15m DELAYED MARKET DATALAST 2807.8

RTY · CURRENT SESSION · 15m

Prior Day High/Low Prior Week High/Low Prior Month High/Low

View as table

level	price	P(touch)	status
+0.25 ATR	2817.32	70.7%	not touched yet
-0.25 ATR	2798.28	67.2%	not touched yet
+0.50 ATR	2826.84	44.3%	not touched yet
-0.50 ATR	2788.76	44.0%	not touched yet
+0.75 ATR	2836.36	25.0%	not touched yet
-0.75 ATR	2779.24	27.7%	not touched yet
+1.00 ATR	2845.89	14.0%	not touched yet
-1.00 ATR	2769.71	17.1%	not touched yet
+1.50 ATR	2864.93	3.4%	not touched yet
-1.50 ATR	2750.67	6.4%	not touched yet

today's range so far

8.5000

high 2811.20 / low 2802.70 · n=28 bars

position in today's range

60.0%

0% = today's low so far, 100% = today's high so far — descriptive, not a signal

change from open

+0.4001

open 2807.40

Levels ahead of price

Key levels above and below the current price, with the measured probability of touching each one before the 16:00 ET close.

Market closed — levels as of last session.

Probability of touching, not of profit. Calibrated walk-forward (fit 2010–2017, checked on later years). See the full touch-odds ladder

Live hit rate — RTY

Live hit rate

94%

n = 191

95% confidence interval

90–97%

Wilson interval

All six markets

94%

n = 191

Vs. all markets

+0.0 pp

RTY minus the combined rate, in percentage points

506070809010035

Sep 09Sep 17Sep 24Oct 01Oct 09Oct 14

RTYAll six markets (dashed)

By tier

Tier	Hit	n	Hit %
S	177	187	94.7%
A	3	4	75.0%
B	0	0	—

See all markets →

Range state now

Where this market's operating range stands on each timeframe. A description, not a call.

E-mini Russell 2000

4 up, 1 down

As of 2026-10-14 06:15 ET (last closed bar, feed delayed about 15 minutes)

TF	Direction	High	Mid	Low	Size (ATR)	Position	Age (bars)
15m	▼	2811.20	2808.75	2806.30	2.0	59%	3
30m	▲	2810.90	2808.40	2805.90	1.8	64%	3
1h	▲	2809.90	2806.30	2802.70	1.2	89%	3
2h	▲	2811.20	2808.55	2805.90	0.7	60%	0
4h	▲	2811.20	2806.95	2802.70	0.8	75%	0

See the range state of every market

Historical backfill, year by year

This is a rules-based backfill, not the live record — see /record for every market.

RTY: 88.7% actual vs. 88.5% stated (+0.2 pp) across 40,960 calls

See every market on /record →

What's happening now

Regime of the day

Realized range so far / ATR(14) = 0.223 → narrow (n = 11,464)

narrow < 0.301, typical < 0.665, else wide — based on a partial-session window (28 bars). See methodology.

FOXALGO / RTY INSTRUMENT 02

Next hour

distance (ATR)	P(touch up, next 60m)	P(touch down, next 60m)	n
0.1	32.2%	31.3%	9,954
0.25	12.0%	12.2%	9,954
0.5	3.6%	4.0%	9,954

Measured from the 390-minute mark (minutes since 09:30 ET), next 60 minutes.

Touch ladder

Levels at ±0.25 / 0.5 / 0.75 / 1 / 1.5 ATR from the last quote, with p(touch by close).

FOXALGO / RTY INSTRUMENT 01

RTY · P(touch by close)

distance (ATR)	up level	P(touch by close) up	down level	P(touch by close) down	n
0.25	2817.32	70.7%	2798.28	67.2%	11,524
0.5	2826.84	44.3%	2788.76	44.0%	11,524
0.75	2836.36	25.0%	2779.24	27.7%	11,524
1	2845.89	14.0%	2769.71	17.1%	11,524
1.5	2864.93	3.4%	2750.67	6.4%	11,524

Brackets

What-if take-profit / stop-loss combinations, long side, 0 minutes after the open. Not a recommendation.

TP	SL	P(TP first)	P(SL first)	P(neither)	n
0.5 ATR	0.25 ATR	33.1%	63.8%	3.1%	10,217
0.5 ATR	0.5 ATR	46.5%	43.4%	10.2%	10,217
1 ATR	0.5 ATR	21.3%	51.0%	27.7%	10,217

See full brackets page for more combinations.

Track record — wins & losses

Calibration for E-mini Russell 2000

index futures

MAE: 0.73 pp · n = 67,669,080

0-20%

predicted 6.7% · realized 6.6% · n = 33,012,676

20-40%

predicted 28.7% · realized 28.3% · n = 10,690,116

40-60%

predicted 47.0% · realized 46.4% · n = 7,698,743

60-80%

predicted 69.1% · realized 68.5% · n = 9,505,767

80-100%

predicted 85.6% · realized 85.2% · n = 6,761,778

Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.

Recent wins & losses (backtested reconstruction)

Backtested reconstruction from historical daily bars — NOT frozen predictions. The frozen live record starts at launch (see below). Shown chronologically, wins and losses both — no cherry-picking.

date	level (open + 0.5 ATR)	P(touch)	result
2026-09-30	2851.48	44.3%	touched ✓
2026-10-01	2839.31	44.3%	touched ✓
2026-10-02	2849.05	44.3%	touched ✓
2026-10-05	2871.33	44.3%	touched ✓
2026-10-06	2890.45	44.3%	not touched ✗
2026-10-07	2869.66	44.3%	not touched ✗
2026-10-08	2831.91	44.3%	not touched ✗
2026-10-09	2832.52	44.3%	not touched ✗
2026-10-12	2843.37	44.3%	not touched ✗
2026-10-13	2832.45	44.3%	not touched ✗

Live frozen record

date	level	predicted p	outcome	price at freeze	realized high/low
2026-10-13	+0.5 ATR → 2828.20	39.7%	not touched	2811.9	2818.89990234375 / 2786.5
2026-10-13	-0.5 ATR → 2795.60	40.6%	touched	2811.9	2818.89990234375 / 2786.5
2026-10-12	+0.5 ATR → 2836.07	39.7%	not touched	2819.2	2824 / 2810.699951171875
2026-10-12	-0.5 ATR → 2802.33	40.6%	not touched	2819.2	2824 / 2810.699951171875
2026-10-09	+0.5 ATR → 2831.89	39.7%	touched	2815.3	2832.10009765625 / 2807.699951171875
2026-10-09	-0.5 ATR → 2798.71	40.6%	not touched	2815.3	2832.10009765625 / 2807.699951171875
2026-10-08	+0.5 ATR → 2809.63	39.7%	touched	2793.2	2812.300048828125 / 2779.199951171875
2026-10-08	-0.5 ATR → 2776.77	40.6%	not touched	2793.2	2812.300048828125 / 2779.199951171875
2026-10-07	+0.5 ATR → 2840.41	39.7%	not touched	2823.6	2822.5 / 2804.199951171875
2026-10-07	-0.5 ATR → 2806.79	40.6%	touched	2823.6	2822.5 / 2804.199951171875
2026-10-06	+0.5 ATR → 2899.92	39.7%	not touched	2882.3	2874.800048828125 / 2843.199951171875
2026-10-06	-0.5 ATR → 2864.68	40.6%	touched	2882.3	2874.800048828125 / 2843.199951171875
2026-10-05	+0.5 ATR → 2871.26	39.7%	touched	2854.1	2878.39990234375 / 2835.800048828125
2026-10-05	-0.5 ATR → 2836.94	40.6%	touched	2854.1	2878.39990234375 / 2835.800048828125
2026-10-02	+0.5 ATR → 2886.50	39.7%	not touched	2869.3	2872.10009765625 / 2844.699951171875
2026-10-02	-0.5 ATR → 2852.10	40.6%	touched	2869.3	2872.10009765625 / 2844.699951171875
2026-10-01	+0.5 ATR → 2835.23	39.7%	touched	2818.9	2843.300048828125 / 2791.5
2026-10-01	-0.5 ATR → 2802.57	40.6%	touched	2818.9	2843.300048828125 / 2791.5
2026-09-30	+0.5 ATR → 2859.32	39.7%	not touched	2843	2842.800048828125 / 2816.10009765625
2026-09-30	-0.5 ATR → 2826.68	40.6%	touched	2843	2842.800048828125 / 2816.10009765625

See all verified findings →