Shape-conditioned session handoffs, value migration, and New York follow-through
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Session Volume Profile — Strategy Guide
Volume Distribution by Session
This report analyzes how volume is distributed across price levels within each trading session. It identifies the POC (Point of Control), value area boundaries, and profile shape, then measures what the next session actually did. The primary handoff is overnight (18:00–09:30 ET) into New York (09:30–16:00 ET).
Profile Shapes
D-Shape (Normal) — Balanced distribution with POC near center. Treat it as a balance description, not a directional forecast.
P-Shape — Upper-heavy distribution with a thin lower tail. It can reflect short covering or genuine higher acceptance; the report tests whether New York moved up afterward.
b-Shape — Lower-heavy distribution with a thin upper tail. It can reflect long liquidation or genuine lower acceptance; the report tests whether New York moved down afterward.
Double Distribution — Two distinct clusters separated by a low-volume valley. It describes a two-auction day; use the dominant cluster, value migration, and follow-through rather than a fixed bias.
Trading Strategy
Start with the overnight shape as a hypothesis, then check the sample size, New York up/down/flat split, POC migration, and whether New York closed outside overnight value. P and b are only directional tests here (P→up, b→down); D, normal, and double-distribution profiles remain descriptive. The profile is estimated from candle volume distributed across each bar's traded range, so it does not identify aggressor side or distinguish acceptance from position closing by itself.
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Using the Session Volume Profile Report
Pro Tip
Compare the current session's developing profile shape to the completed profiles, but require a meaningful sample and a confirming response at value. A high follow-through percentage with a tiny denominator is a prompt for more data, not a standalone trade signal.