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Value Area Statistics

VA width trends, test/break rates, and mean reversion from edges

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Value Area Statistics — Strategy Guide

Value Area Analysis

The Value Area is the price range containing 70% of the session's volume. This report tracks how value areas behave over time — their width, overlap, and migration patterns reveal whether the market is trending or range-bound.

Key Concepts

80% Rule — If price opens inside the prior VA and moves to the VA edge, there is an 80% probability it will travel to the opposite VA edge.

VA Overlap — When today's VA overlaps yesterday's, the market is balanced. Non-overlapping VAs indicate trending conditions.

VA Width Trend — Narrowing VAs suggest compression (breakout imminent). Widening VAs suggest trending conditions.

Trading Strategy

Fade moves to VA edges when the market is in balance (overlapping VAs). Trade breaks of the VA when VAs are migrating (non-overlapping). The 80% Rule is one of the highest-probability setups in market profile analysis.

Pro Tip

Three or more overlapping VAs create a "balance area" that becomes extremely strong S/R. When price finally breaks out of a multi-day balance area, the resulting move is usually significant and worth trading aggressively.

Naked POC Statistics

Volume Imbalance