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Read the archived August 24–28, 2026 example without confusing a rebound on a chart with an executable trading return.
Operator: SilverPeak · Editorial: SigmaRange
Published: · Updated:
This week illustrates the difference between the price path and its endpoint. It does not validate a repeatable rebound strategy.
The example preserved in the guide covers August 24–28, 2026. Its August 21 anchor is $1,596.08, the weekly width is ±10.26%, and one σ is $163.76. Its edges are $1,432.32 and $1,759.84. These figures use the same case data and calculation module as the guide; they are not current quotes.
Prices retain the archived example’s basis. Do not compare their dollar amounts directly with a current chart that may reflect a stock split or another adjustment. This article interprets preserved material, rather than claiming a new audit of the market feed or a trading track record.
On August 24, the low was $1,416.56, or −1.10σ. The close was $1,493.12, or −0.63σ. The intraday low was below −1σ while the closing observation was inside. A candle chart and a closing card therefore answer different questions.
Friday, August 28 closed at $1,484.98, or −0.68σ. Both statements are true: the week finished inside and breached its lower edge during the week. Mixing those events in one coverage statistic changes what is being measured.
Tuesday’s observed high was $1,564.99 after Monday’s low. Those are retrospectively selected extremes. Without an entry rule, exit time, execution prices, slippage and costs, the move cannot be presented as a strategy return.
A reproducible evaluation defines information availability, entry, holding period and costs before scoring all eligible cases. It also checks the median, different periods and sensitivity to extreme dates. This article explains the chart; it does not replace that evaluation.
The archived $1,430.00 GEX strike carries an as-of date of 2026-08-25. That record must not be treated as knowledge available before Monday’s low. Plotting later information on a historical chart does not establish that it could have supported a trade at the time.
The reversal predictiveness of GEX levels is unvalidated. One rebound near a strike does not establish support efficacy. The supported conclusion here is that an intraday breach was followed by an inside-band close. GEX remains corroborating or contradicting context, not a standalone trading justification.
External references explain the theory; they do not establish this service’s measured performance or imply endorsement.