HOMEUSDT · historical base rate

Swept the lows and reclaimed (1h) on HOMEUSDT

The last completed one-hour candle swept prior lows and closed back above them: the "bullish" sweep and reclaim formation on the hourly.

What has happened on HOMEUSDT when it held

Historically, when Swept the lows and reclaimed (1h) on HOMEUSDT held (51 occurrences in the scanned window, 50 with a computable 24h horizon), the market reached +5% within 24h in 17 of 50 (34.0) and drew down 10%+ in 8 of 50 (16.0). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

Outcome distribution

WHAT FOLLOWED · ALL 51 MATCHES

0 of 51 (0.0%) reached +5% or more within 1 hour

Pick a move size and a window: how often did a move at least that big follow?

🔒 Measured after every match, never by keeping winners. 51 of the matches have a complete 1 hour forward.

What are MFE and MAE?

When they happened - one bar per UTC day, all 51 matches

About 1.6 a day, on 24 of 31 days: spread through the record rather than one event.

Where the next 30 minutes landed - 51 measured, 0 too recent

Forward 30-minute returns across 51 matches: close to an even split, which is what a coin flip looks like.

How to read a distribution

Upside reached · 24hThe most price moved up within 24h of each occurrence: a high-water mark, never a close. 50 with a complete 24h.

Drawdown · 24hThe worst price moved against within 24h of each occurrence: the deepest point, never the close. 50 with a complete 24h.

Versus baseline

Historically, when any eligible HOMEUSDT minute in the window (baseline) held (37,741 occurrences in the scanned window, 36,356 with a computable 24h horizon), the market reached +5% within 24h in 14,180 of 36,356 (39.0) and drew down 10%+ in 6,470 of 36,356 (17.8). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

The full record

The same setup counted over every recorded day on HOMEUSDT (2026-05-15 to 2026-08-04), growing daily.

Historically, when Swept the lows and reclaimed (1h) on HOMEUSDT over the full record held (100 occurrences in the scanned window, 99 with a computable 24h horizon), the market reached +5% within 24h in 41 of 99 (41.4) and drew down 10%+ in 24 of 99 (24.2). Maximum favorable (MFE) and maximum adverse (MAE) excursions, both computed forward.

WHAT FOLLOWED · ALL 100 MATCHES

1 of 100 (1.0%) reached +5% or more within 1 hour

Pick a move size and a window: how often did a move at least that big follow?

🔒 Measured after every match, never by keeping winners. 100 of the matches have a complete 1 hour forward.

What are MFE and MAE?

When they happened - one bar per UTC day, all 100 matches

About 1.2 a day, on 48 of 82 days: spread through the record rather than one event.

Where the next 30 minutes landed - 100 measured, 0 too recent

Forward 30-minute returns across 100 matches: close to an even split, which is what a coin flip looks like.

How to read a distribution

Check our work: the key that re-runs this exact count (q#8ecf591c)

grammar: research_query.v2
normalization: archive_normalization.v1
feature library: feature_defs.v1
dataset revision: a1bd3136cb97cf9dbf5a5edd50f73098c4ffed2723260190534086f098717399
query hash: 8ecf591cf92a89c7d971bb6569558198b501fa91a5544e09c90ec5c4b970aaca
scanned window: 2026-07-05T00:00:00.000Z to 2026-08-04T00:00:00.000Z (UTC)

Same key, same bytes. This receipt reruns; it does not retell. When the record grows, the dataset revision changes and says so.

Re-run this yourself, over the API or from an AI agent

This is the exact search definition behind the receipt. Send it to the key-authed research API (or the MCP research tool) and compare the bytes: a cached rerun is free.

{
  "schema_version": "research_query.v2",
  "normalization_version": "archive_normalization.v1",
  "feature_version": "feature_defs.v1",
  "target": "record_occurrences",
  "where": {
    "all": [
      [
        "feature.candle_sweep_reclaim_1h",
        "eq",
        "bullish"
      ],
      [
        "identity.symbol",
        "eq",
        "homeusdt"
      ],
      [
        "times.anchor_time",
        "between",
        [
          "2026-07-05T00:00:00.000Z",
          "2026-08-04T00:00:00.000Z"
        ]
      ]
    ]
  },
  "sort": [
    "times.anchor_time",
    "desc"
  ],
  "page": {
    "limit": 50,
    "cursor": null
  }
}

curl -s https://app.edgedepth.com/api/v1/research/query \
  -H 'authorization: Bearer $EDGEDEPTH_API_KEY' \
  -H 'content-type: application/json' \
  -d '{"schema_version":"research_query.v2","normalization_version":"archive_normalization.v1","feature_version":"feature_defs.v1","target":"record_occurrences","where":{"all":[["feature.candle_sweep_reclaim_1h","eq","bullish"],["identity.symbol","eq","homeusdt"],["times.anchor_time","between",["2026-07-05T00:00:00.000Z","2026-08-04T00:00:00.000Z"]]]},"sort":["times.anchor_time","desc"],"page":{"limit":50,"cursor":null}}'

How to read this

Counts ship with denominators: occurrences across the eligible symbol-buckets scanned. A rate is over the occurrences with a computable horizon (present), never the total.
Absent is absent. When a feature was not warm at a minute, that bucket leaves the denominator and is reported; it is never coerced to zero.
This selects a setup, never its outcome. The grammar forbids filtering on what followed (OUTCOME_IN_PREDICATE), so the distribution below is over every occurrence, not a survivorship-picked subset.

Occurrences are observed examples in a selected archive, not a guarantee. Outcomes are computed forward from each anchor and are descriptive, never a filter and never a prediction. Nothing here is trading advice.

Everything measured on HOMEUSDT right now: the HOMEUSDT research page