TQTradingQuery

Event days · MYM

How does MYM's daily range on its 10 highest-volume days compare to a typical day

10

top10 count

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

top10 count

10

top10 avg range

838.7

typical avg range

492.71

typical median range

456

ratio top10 to typical

1.7%

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)

daily = rth.groupby('trading_date').agg(high=('high','max'), low=('low','min'), volume=('volume','sum'))
daily['range'] = daily['high'] - daily['low']
daily = daily.dropna()

n = len(daily)
if n == 0:
    result = {"sample_size": 0, "top10_avg_range": None, "typical_avg_range": None,
              "typical_median_range": None, "ratio_top10_to_typical": None}
else:
    top_n = min(10, n)
    top10 = daily.sort_values('volume', ascending=False).head(top_n)
    typical_avg = float(daily['range'].mean())
    typical_median = float(daily['range'].median())
    top10_avg = float(top10['range'].mean())
    ratio = top10_avg / typical_avg if typical_avg != 0 else None

    result = {
        "sample_size": int(n),
        "top10_count": int(top_n),
        "top10_avg_range": round(top10_avg, 2),
        "typical_avg_range": round(typical_avg, 2),
        "typical_median_range": round(typical_median, 2),
        "ratio_top10_to_typical": round(ratio, 3) if ratio is not None else None,
    }
  • 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.