The data behind every drill
Trade Lee's drills come from real intraday price data, not hand-drawn examples. Everything we measured while building them is published here — including the numbers that make our own product look less clever than the marketing would. If a claim appears anywhere on this site, the sample behind it is on this page.
The headline
Measured across every consolidation-then-breakout we detected, before any of it was turned into drills.
What the data says
These cards are generated from the numbers below every time this page loads — they are not written by hand, so they cannot drift from the data or quietly stay optimistic when the data isn't.
By market
Follow-through means price extended a full range-height beyond the break before the outcome window closed. MFE and MAE are the best and worst points the trade reached afterwards, measured in range-heights so a $700 index and a 1.08 currency pair are comparable.
By session
Same measurement, split by time of day (Eastern).
By volume at the break
Volume relative to the consolidation's own average. Light is under 0.8x, heavy is 1.5x or more.
Methodology
Printed straight from the generator's own constants, so this description and the code that produced the numbers can't drift apart.
What this data is not
- Not a tradeable edge. These are training references. A follow-through rate measured on 60 days of intraday bars tells you how our drill deck is composed — it does not tell you what will happen tomorrow.
- A small, recent sample. Intraday history from our data source only reaches back about 60 days, all from one market regime. A different two months could produce visibly different numbers.
- Sensitive to our definitions. "Follow-through" here means a full range-height extension inside a fixed window. Loosen that and the rate rises; tighten it and the rate falls. The exact rule is above — judge the number against it.
- Survivorship-free but selection-heavy. We only measure setups our detector found. A different consolidation rule would find a different population.
- No costs modelled. Spread, slippage and commission are not deducted anywhere in these figures. Real results would be worse.