Futures statistics · 10+ years of data · Updated regularly
Know the odds
before you trade.
Not signals. Not predictions. Raw statistical probabilities from 2,800+ trading days — so you can build your edge on what actually happens.
Philosophy
We don’t tell you what to trade. We show you what the data says.
Signal services sell certainty that doesn’t exist. They give you a direction and a price — and you have no idea why.
TradingStats gives you conditional probabilities. A gap up on Tuesday in NQ has a 97% chance of testing yesterday’s high. That’s not a signal — that’s a measurable edge you can verify yourself.
Every number on this platform comes from the same clean dataset you can download. Every rule is transparent. Every result is reproducible.
What signals give you
✕ “Buy NQ at 18,500” — no context, no reasoning
✕ Opaque methodology you can’t verify
✕ Relies on one person’s gut feeling
✕ Works until it doesn’t — no sample size
What TradingStats gives you
✓ “94% of days break the overnight range” — measured
✓ Open methodology, download the raw data
✓ Built on 2,800+ days of real market behavior
✓ Filter by day, gap, session context — find your edge
+3,000
Trading days analyzed
+10
Interactive dashboards
11
Years of data
99.9%
Reproducible results
How it works
From raw data to real edge
Three steps between you and the statistics nobody else measures
Step 1
Pick a setup
Gap fill, overnight range breakout, previous day high/low, London session, weekly open reversion — choose the behavior you want to study.
Step 2
Apply filters
Slice by weekday, gap size, session context, price relative to POC — isolate the conditions that matter to your trading.
Step 3
See the probabilities
Break rates, directional bias, timing distributions, conditional sweep risk — real numbers from real market data. No curve-fitting.
Dashboards
Every setup, measured
Three examples from 10+ interactive dashboards — each one built on real futures data.
Gap Fill Analytics
Do gaps always get filled? Now you’ll know exactly when they do.
Fill rate by direction, gap size, weekday. Median time to fill. Partial vs full fills. Every gap since 2015, classified and measured.
✓ Gap size buckets
✓ Fill timing
✓ Weekday filter
✓ Direction bias
Overnight Range Breakout
Which overnight level breaks first — and can you predict it?
Where RTH opens relative to the overnight midpoint predicts direction with 76% accuracy. Filter by gap, weekday, and Market Profile context to stack conditions.
✓ Midpoint filter
✓ POC / VA
✓ Timing distribution
✓ Sweep risk
London Session Breakout
The 02:00–09:30 range creates four distinct patterns. All of them are measurable.
Bullish breakout, bearish breakout, sweep-and-reverse, fade — each pattern has its own frequency, timing profile, and Market Profile context. No guessing.
✓ Pattern classification
✓ Outer level targets
✓ Session map
✓ Context filters
Clean data. Transparent methodology. Fully reproducible results.
Clean, session-aware futures data is the foundation of every serious backtest.
TradingStats is built to eliminate session ambiguity, daylight saving time errors,
and hidden assumptions — so your research starts from solid, verifiable data.
Why TradingStats
Built different. On purpose.
This project started as a personal research tool — not a marketing funnel.
Session-aware data
RTH and ETH sessions are explicitly separated. No synthetic 24h bars. No ambiguous timestamps. Daylight saving transitions handled correctly.
Fully reproducible
Every statistic in the app is calculated from the same OHLC data you can download. Same rules, same results. Nothing hidden.
No optimization, no curve-fitting
We don’t cherry-pick parameters that look good in hindsight. Every metric uses deterministic, rule-based logic across the full sample.
Built by a trader
This started as a tool I needed for my own research. It’s designed to answer real questions — not to generate impressive-looking dashboards that don’t help.
Datasets
Download clean OHLC datasets
Access high-quality futures OHLC datasets with precise session boundaries, correct timezone handling, and long historical depth. Designed for quantitative research, rule-based strategies, and reliable backtesting.
- RTH and ETH sessions explicitly separated
- Correct daylight saving time handling
- Suitable for systematic and quantitative trading
Research
The data behind every claim
Deep-dive articles with full methodology. Every number verified.
![Initial Balance Indicator for TradingView: Live Statistics & Breakout Probabilities [ES/NQ]](https://tradingstats.net/wp-content/uploads/2026/02/tradingstats-initial-balance-breakout-1024x538.png)
Stop guessing.
Start measuring.
Every setup you trade has a probability attached to it. The only question is whether you know what it is — or whether you’re trading blind.
FAQ
What makes TradingStats data different from standard futures data?
TradingStats uses explicitly defined RTH and ETH trading sessions instead of generic 24-hour bars. This eliminates session ambiguity, timestamp drift, and artificial price behavior that often distorts backtest results.
How are RTH and ETH sessions defined?
RTH and ETH sessions are defined using fixed, exchange-accurate session boundaries. Sessions never overlap, never mix, and are applied consistently across all datasets and statistics.
How does TradingStats handle timezones and daylight saving time (DST)?
All timestamps follow explicit timezone rules with correct daylight saving adjustments. Weekly and daily levels never shift due to DST changes, ensuring stable and reproducible historical analysis.
Are the statistics calculated from the same data I can download?
Yes. Every statistic shown in the app is calculated using the exact same datasets available for download — no sampling, no approximations, and no separate calculation pipelines.
Is this data suitable for systematic and quantitative trading?
Absolutely. The data is specifically prepared for systematic strategies, quantitative research, and rule-based backtesting where consistency and reproducibility are critical.
Does TradingStats provide signals or trading recommendations?
No. TradingStats is a research and data platform. It does not provide signals, forecasts, or trading advice. All insights are derived from transparent, reproducible statistical analysis.
Can I reproduce the results shown on the website?
Yes. All results are fully reproducible using the downloaded datasets and the documented session logic. There are no hidden filters, optimizations, or curve-fitting techniques.