TQTradingQuery

Ranges · MYM

How does MYM's first-hour range compare to its full-session range

310.19

avg first hour range

n=1302026-03-05 to 2026-09-07

avg first hour range

310.19

avg full session range

492.71

avg ratio fh to full

67.8%

median ratio fh to full

66.9%

Methodology

Analysis code was generated by an AI model up to 25 times, run in a sandbox against real MYM 1-minute bars from 2026-03-05 to 2026-09-07, and reviewed automatically. Attempts that computed the same set of measures were grouped, and the figures shown are the median of the largest group. Agreement between attempts lowers the chance of a one-off coding slip; it does not prove the code matches the question, so the exact code is shown below.

Show the code

bars_et = to_et(bars)
rth = rth_session(bars_et)
rth = rth.copy()
rth['trading_date'] = trading_date(rth)

first_hour_mask = within_minutes_of_open(rth, 60)
fh = rth[first_hour_mask]

fh_range = fh.groupby('trading_date').agg(high=('high','max'), low=('low','min'))
fh_range['range'] = fh_range['high'] - fh_range['low']

full_range = rth.groupby('trading_date').agg(high=('high','max'), low=('low','min'))
full_range['range'] = full_range['high'] - full_range['low']

merged = fh_range[['range']].join(full_range[['range']], lsuffix='_fh', rsuffix='_full', how='inner')
merged = merged.dropna()

n = len(merged)
if n > 0:
    merged['ratio'] = merged['range_fh'] / merged['range_full']
    avg_fh_range = float(merged['range_fh'].mean())
    avg_full_range = float(merged['range_full'].mean())
    avg_ratio = float(merged['ratio'].mean())
    median_ratio = float(merged['ratio'].median())
else:
    avg_fh_range = None
    avg_full_range = None
    avg_ratio = None
    median_ratio = None

result = {
    'sample_size': int(n),
    'avg_first_hour_range': avg_fh_range,
    'avg_full_session_range': avg_full_range,
    'avg_ratio_fh_to_full': avg_ratio,
    'median_ratio_fh_to_full': median_ratio,
}
  • Generated by an AI model up to 25 times, run in a sandbox, and reviewed automatically; the figures above are the median of the largest group of attempts that computed the same measures. Agreement between attempts lowers the chance of a one-off coding slip -- it does not prove the code matches the question, so check the definition and code. A one-off calculation, not a permanent fixture.
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This is historical statistical information only. It is not investment advice, and past performance does not indicate future results. Trading involves risk of loss.