Threshold breaches—Avg |move| 0.00%
Event-driven edge researchMarket data live
Price Threshold Analysis
Find every stock that moved beyond your threshold in one session, then judge it against two years of that stock's own history of similar shocks.
Latest sessionAwaiting session data
Up moves—gapping / rallying
Down moves—breaking down
RVOL ≥ 1.5×—participation confirmed
Threshold TapeEvery stock breaching the selected 1-day move.
Close-to-close2-year base rates · latest session
Sign in to run the scannerThe threshold tape is part of the JustTicks research desk
How the edge study worksThe exact sequence this tool enforces
Educational analytics · define your own position sizeDefine the event
Pick the 1-day close-to-close move that matters — a 5% shock, a 10% gap. That is the threshold the engine hunts for.
Scan the tape
The latest (or any historical) session is scanned for stocks breaching that threshold, with sector, volume and relative-volume context.
Read the base rates
Each row carries two years of the same stock's similar events: next-day up/down odds and follow-through rate.
Drill into the ledger
Click a symbol to open the full event ledger — every breach date, its candle anatomy, and 1D/5D/10D/20D forward returns.
Scanner methodology
What Price Threshold Analysis is designed to find
This is an event study engine for single-session dislocations. It separates the event (the threshold breach) from the statistics (what that same stock did after comparable events over the last two years), so a 6% spike is never judged in isolation. Base rates are direction-aware, sample counts sit next to every probability, and the per-stock ledger exposes each underlying event with forward returns at 1, 5, 10 and 20 sessions.
1–20% thresholdsNSE Cash + F&O2-year base ratesColumnar feed
Threshold definition
A breach is a close-to-close move: ((Today's Close − Previous Close) / Previous Close) × 100. The same formula is recomputed from raw daily rows, so the scanner and the detail ledger can never disagree on which days qualify.
Direction handling
Up mode requires a move ≥ +threshold, Down mode requires ≤ −threshold, and Both ranks by absolute magnitude. Base-rate columns are direction-aware: an up-breach row carries that stock's history of up-breach days only.
Base-rate statistics
Next-Day Up/Down % and Continuation % are computed over up to two years of comparable threshold events per symbol. Sample sizes are shown next to every probability so thin histories are never mistaken for edges.
Risk framework
Relative volume separates news-driven shocks from drift. The detail page adds expected next-day and next-week closes derived from the historical average, plus full distribution and payoff statistics.
How to read the tableExecution-focused meaning of every column
Prioritize breaches with real participation, a close near the extreme of its range, and base rates computed from enough history to matter.
1-Day MoveSigned close-to-close percentage with a magnitude bar; the column sorts by absolute move.
Close / ChgLatest close with the absolute rupee change under it.
Day RangeLow—high rail with the open→close body and a close marker, so you see where the close landed inside the range.
Rel VolVolume against the symbol's own trailing baseline. 2×+ marks institutional participation.
Next-Day Up/DownDirection-aware historical probability the next session closed up or down, with sample counts.
ContinuationShare of past events where the next session continued in the breach direction. Green ≥ 60%, red ≤ 40%.
Market noteBase rates describe history, not guarantees. A 70% next-day-up history can still gap against you; combine it with market context, liquidity and your own risk budget before acting on any breach.
Price threshold analysis
Price Threshold Analysis finds stocks whose session move crosses a selected percentage threshold and compares similar historical events. Forward-return statistics help examine how that specific definition behaved in the available sample.
Review event counts, lookback, direction and forward horizon before interpreting a continuation or reversal percentage. Historical frequencies are sample estimates, not probabilities guaranteed for the next trade. Overlapping events, transaction costs, regime changes and a small sample can materially affect the practical result.
What is price threshold analysis?
It is an event study: define a 1-day percentage move (say 5%), find every stock that breached it, then measure what happened after similar breaches in that stock's own history — next-day up/down odds and 1D/5D/10D/20D forward returns.
How is the move calculated?
Move% = ((Today's Close − Previous Close) / Previous Close) × 100, recomputed from raw daily rows so the scanner and the per-stock ledger always agree on which sessions qualify.
What does Continuation % mean?
Of all comparable threshold events in the past two years, the share where the next session continued in the same direction as the breach. Values above 60% are highlighted green; below 40% red. Always read it with the sample count shown beside it.
Related JustTicks tools: Volatility Screener, VWAP Breakout Screener
Price Threshold Analysis by instrument
Choose a supported instrument to open its price threshold analysis page.
Index Price Threshold Analysis
Stock Price Threshold Analysis (A–Z, 210 F&O symbols)
A
- ABB Price Threshold Analysis
- ABCAPITAL Price Threshold Analysis
- ADANIENSOL Price Threshold Analysis
- Adani Enterprises Price Threshold Analysis
- ADANIGREEN Price Threshold Analysis
- Adani Ports Price Threshold Analysis
- ADANIPOWER Price Threshold Analysis
- ALKEM Price Threshold Analysis
- AMBER Price Threshold Analysis
- AMBUJACEM Price Threshold Analysis
- ANGELONE Price Threshold Analysis
- APLAPOLLO Price Threshold Analysis
- APOLLOHOSP Price Threshold Analysis
- ASHOKLEY Price Threshold Analysis
- ASIANPAINT Price Threshold Analysis
- ASTRAL Price Threshold Analysis
- ATHERENERG Price Threshold Analysis
- AUBANK Price Threshold Analysis
- AUROPHARMA Price Threshold Analysis
- Axis Bank Price Threshold Analysis
B
- BAJAJ-AUTO Price Threshold Analysis
- BAJAJFINSV Price Threshold Analysis
- BAJAJHLDNG Price Threshold Analysis
- Bajaj Finance Price Threshold Analysis
- BANDHANBNK Price Threshold Analysis
- BANKBARODA Price Threshold Analysis
- BANKINDIA Price Threshold Analysis
- BDL Price Threshold Analysis
- BEL Price Threshold Analysis
- BHARATFORG Price Threshold Analysis
- Bharti Airtel Price Threshold Analysis
- BHEL Price Threshold Analysis
- BIOCON Price Threshold Analysis
- BLUESTARCO Price Threshold Analysis
- BOSCHLTD Price Threshold Analysis
- BPCL Price Threshold Analysis
- BRITANNIA Price Threshold Analysis
- BSE Price Threshold Analysis
C
- CAMS Price Threshold Analysis
- CANBK Price Threshold Analysis
- CDSL Price Threshold Analysis
- CGPOWER Price Threshold Analysis
- CHOLAFIN Price Threshold Analysis
- CIPLA Price Threshold Analysis
- COALINDIA Price Threshold Analysis
- COCHINSHIP Price Threshold Analysis
- COFORGE Price Threshold Analysis
- COLPAL Price Threshold Analysis
- CONCOR Price Threshold Analysis
- CROMPTON Price Threshold Analysis
- CUMMINSIND Price Threshold Analysis
D
F
G
H
- HAL Price Threshold Analysis
- HAVELLS Price Threshold Analysis
- HCL Tech Price Threshold Analysis
- HDFCAMC Price Threshold Analysis
- HDFC Bank Price Threshold Analysis
- HDFCLIFE Price Threshold Analysis
- HEROMOTOCO Price Threshold Analysis
- HINDALCO Price Threshold Analysis
- HINDPETRO Price Threshold Analysis
- HUL Price Threshold Analysis
- HINDZINC Price Threshold Analysis
- HYUNDAI Price Threshold Analysis
I
- ICICI Bank Price Threshold Analysis
- ICICIGI Price Threshold Analysis
- ICICIPRULI Price Threshold Analysis
- IDEA Price Threshold Analysis
- IDFCFIRSTB Price Threshold Analysis
- IEX Price Threshold Analysis
- INDHOTEL Price Threshold Analysis
- INDIANB Price Threshold Analysis
- INDIGO Price Threshold Analysis
- INDUSINDBK Price Threshold Analysis
- INDUSTOWER Price Threshold Analysis
- Infosys Price Threshold Analysis
- INOXWIND Price Threshold Analysis
- IOC Price Threshold Analysis
- IREDA Price Threshold Analysis
- IRFC Price Threshold Analysis
- ITC Price Threshold Analysis
J
K
L
M
- M&M Price Threshold Analysis
- MAHABANK Price Threshold Analysis
- MANAPPURAM Price Threshold Analysis
- MANKIND Price Threshold Analysis
- MARICO Price Threshold Analysis
- Maruti Suzuki Price Threshold Analysis
- MAXHEALTH Price Threshold Analysis
- MAZDOCK Price Threshold Analysis
- MCX Price Threshold Analysis
- MFSL Price Threshold Analysis
- MOTHERSON Price Threshold Analysis
- MOTILALOFS Price Threshold Analysis
- MPHASIS Price Threshold Analysis
- MUTHOOTFIN Price Threshold Analysis
N
O
P
- PAGEIND Price Threshold Analysis
- PATANJALI Price Threshold Analysis
- PAYTM Price Threshold Analysis
- PERSISTENT Price Threshold Analysis
- PETRONET Price Threshold Analysis
- PFC Price Threshold Analysis
- PGEL Price Threshold Analysis
- PHOENIXLTD Price Threshold Analysis
- PIDILITIND Price Threshold Analysis
- PIIND Price Threshold Analysis
- PNB Price Threshold Analysis
- PNBHOUSING Price Threshold Analysis
- POLICYBZR Price Threshold Analysis
- POLYCAB Price Threshold Analysis
- POWERGRID Price Threshold Analysis
- POWERINDIA Price Threshold Analysis
- PREMIERENE Price Threshold Analysis
- PRESTIGE Price Threshold Analysis
R
S
- SAGILITY Price Threshold Analysis
- SAIL Price Threshold Analysis
- SBICARD Price Threshold Analysis
- SBILIFE Price Threshold Analysis
- SBI Price Threshold Analysis
- SHREECEM Price Threshold Analysis
- SHRIRAMFIN Price Threshold Analysis
- SIEMENS Price Threshold Analysis
- SOLARINDS Price Threshold Analysis
- SONACOMS Price Threshold Analysis
- SRF Price Threshold Analysis
- Sun Pharma Price Threshold Analysis
- SUPREMEIND Price Threshold Analysis
- SUZLON Price Threshold Analysis
- SWIGGY Price Threshold Analysis
T
- TATACONSUM Price Threshold Analysis
- TATAELXSI Price Threshold Analysis
- TATAPOWER Price Threshold Analysis
- Tata Steel Price Threshold Analysis
- TCS Price Threshold Analysis
- Tech Mahindra Price Threshold Analysis
- TIINDIA Price Threshold Analysis
- Titan Price Threshold Analysis
- TMPV Price Threshold Analysis
- TORNTPHARM Price Threshold Analysis
- TRENT Price Threshold Analysis
- TVSMOTOR Price Threshold Analysis