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Volume Profile Statistics: Is the POC a Magnet? Measured
13,754 trading days on 13 markets, built from real traded volume. How often yesterday's POC is revisited against a control level, whether the 80% rule holds, and how long naked POCs survive.
The short answer
Volume profile traders lean on three ideas: price returns to yesterday's point of control, a market that opens outside yesterday's value area and gets back in rotates to the other side (the 80% rule), and untouched “naked” POCs get filled. We measured all three on gold, silver, oil, the Nasdaq, the Dow, the S&P 500, the DAX, four forex pairs, Bitcoin and Ethereum: 13,754 days, 1 Jul 2022 – 19 Oct 2026, with real volume.
Yesterday's POC was touched on 67.7% of days — and a mirror level the same distance from the open, on the other side, on 67.1%. The POC is revisited because it is close, not because it attracts price. The 80% rule completed on 45.3% of the days it set up. Naked POCs were filled within 20 days 75.2% of the time.
Is yesterday's POC a magnet?
A level that price touches often is not necessarily a level that pulls price. Most days open near yesterday's POC, and any level near the open gets touched. So for every day we also drew a mirror level: the same distance from today's open as yesterday's POC, on the opposite side. If the POC were a magnet, it would be touched clearly more often than its mirror.
| Market | Days | POC touched | Mirror touched | Difference |
|---|---|---|---|---|
| Gold (XAU/USD) | 917 | 65% | 65% | −0.2 pts |
| Nasdaq 100 | 914 | 71% | 68% | +3 pts |
| Dow Jones (US30) | 880 | 64% | 65% | −1.3 pts |
| S&P 500 | 838 | 69% | 67% | +2.2 pts |
| DAX (GER40) | 361 | 63% | 61% | +1.4 pts |
| EUR/USD | 741 | 63% | 62% | +1 pts |
| GBP/USD | 766 | 64% | 60% | +3.3 pts |
| USD/JPY | 772 | 64% | 69% | −5.3 pts |
| AUD/USD | 789 | 68% | 67% | +1.2 pts |
| Silver (XAG/USD) | 992 | 75% | 72% | +3.1 pts |
| Crude oil (WTI) | 1,003 | 76% | 73% | +2.7 pts |
| Bitcoin | 1,040 | 68% | 71% | −2.6 pts |
| Ethereum | 1,049 | 67% | 66% | +0.4 pts |
| All 13 | 11,062 | 67.7% | 67.1% | +0.6 pts |
Pooled, the difference is +0.6 points — nothing. A few markets lean toward the POC (Nasdaq 100, S&P 500, GBP/USD, Silver, Crude oil), and some lean the other way (USD/JPY, Bitcoin), which is the scatter you expect from a coin of fair weight. Split by where the day opened, the picture holds: from inside yesterday's value the POC was touched 81% of the time and its mirror 80%; from outside, 49% against 49%. The POC is a good reference— it marks where yesterday did its business — but “price will come back to the POC” is a statement about distance, not volume.
Does the 80% rule work?
The rule, from Market Profile: when the market opens outside yesterday's value area and then trades back into it for two consecutive 30-minute periods, it has an 80% chance of crossing to the other side of value. We counted acceptance as two consecutive 30-minute closes inside yesterday's value area, at any time before 17:00, and success as any later price at the far edge.
| Market | Opened outside value | Accepted back in | Then reached the far side |
|---|---|---|---|
| Gold (XAU/USD) | 387 | 62% | 44% |
| Nasdaq 100 | 426 | 60% | 55% |
| Dow Jones (US30) | 407 | 64% | 41% |
| S&P 500 | 377 | 61% | 57% |
| DAX (GER40) | 196 | 56% | 47% |
| EUR/USD | 374 | 66% | 40% |
| GBP/USD | 366 | 70% | 43% |
| USD/JPY | 302 | 58% | 43% |
| AUD/USD | 330 | 68% | 41% |
| Silver (XAG/USD) | 360 | 68% | 46% |
| Crude oil (WTI) | 378 | 70% | 51% |
| Bitcoin | 370 | 58% | 39% |
| Ethereum | 417 | 61% | 41% |
| All 13 | 4,690 | 63.4% | 45.3% |
Acceptance is common — 63% of outside opens got back into value — but the full rotation completed on 45.3% of those days, not 80%. Value areas are wide (the median covers 51%of the day's range), so crossing one in the rest of a session is a big ask. If you trade the rule, the far edge is a stretch target; the POC, half way, is the realistic one. Test it on your own market in replay with the volume profile on.
How long do naked POCs survive?
A naked (or virgin) POC is one price has not returned to. When yesterday's POC went untouched the next day — 3,659 times — it was touched within 5 trading days on 55.7% and within 20 on 75.2%.
| Market | Naked POCs | Filled within 5 days | Within 20 days |
|---|---|---|---|
| Gold (XAU/USD) | 328 | 56% | 75% |
| Nasdaq 100 | 277 | 54% | 75% |
| Dow Jones (US30) | 323 | 56% | 74% |
| S&P 500 | 272 | 54% | 71% |
| DAX (GER40) | 136 | 55% | 79% |
| EUR/USD | 291 | 57% | 75% |
| GBP/USD | 294 | 56% | 74% |
| USD/JPY | 292 | 58% | 77% |
| AUD/USD | 267 | 56% | 76% |
| Silver (XAG/USD) | 255 | 55% | 77% |
| Crude oil (WTI) | 242 | 54% | 76% |
| Bitcoin | 330 | 57% | 76% |
| Ethereum | 352 | 56% | 76% |
Three in four get filled within a month, which sounds like a magnet until you remember that most price levels within a day's range of the market get revisited within a month too. A naked POC is a fine target for a trade that is already working; it is a weak reason to open one.
The shape of a day's profile
Where did the day's own POC sit? In the middle third of its range on 45% of days, the top third on 30% and the bottom third on 24%. Up days put their POC in the top third 43% of the time; down days put it in the bottom third 36%. Business tends to be done where the day ends up, but not overwhelmingly. The day closed inside its own value area on 69% of days.
| Market | Opened in value | VA / range | Closed in VA | Up day: POC top ⅓ | Down day: POC low ⅓ |
|---|---|---|---|---|---|
| Gold (XAU/USD) | 65% | 51% | 67% | 36% | 32% |
| Nasdaq 100 | 62% | 48% | 65% | 47% | 36% |
| Dow Jones (US30) | 63% | 53% | 65% | 38% | 30% |
| S&P 500 | 66% | 50% | 70% | 52% | 36% |
| DAX (GER40) | 52% | 48% | 60% | 41% | 28% |
| EUR/USD | 66% | 55% | 67% | 38% | 37% |
| GBP/USD | 67% | 54% | 67% | 39% | 33% |
| USD/JPY | 73% | 54% | 73% | 45% | 35% |
| AUD/USD | 70% | 53% | 72% | 40% | 37% |
| Silver (XAG/USD) | 68% | 49% | 71% | 44% | 40% |
| Crude oil (WTI) | 66% | 50% | 70% | 48% | 42% |
| Bitcoin | 67% | 49% | 73% | 43% | 37% |
| Ethereum | 63% | 49% | 69% | 39% | 34% |
What this means if you trade volume profile
- Use the POC as context, not as a target that must be hit. It is touched 68% of the time — as often as any level that close.
- Halve your expectations for the 80% rule. It completed on 45% of setups. Consider the POC as the first target.
- Naked POCs are slow. Half get filled within a week, a quarter not within a month.
- Test your version, with the future hidden. A profile drawn on finished history already contains the move. In CRTLAB's replay the profile only knows candles you have seen, and the footprint shows the same volume inside each candle.
How we measured it
CRTLAB's own 5-minute bars with real volume, 1 Jul 2022 – 19 Oct 2026, weekdays only (the DAX from 11 Mar 2025). Volume is the matching futures contract's exchange volume for indices, forex, gold, silver and oil, and exchange volume for Bitcoin and Ethereum. A trading day runs 18:00–17:00 New York; days with fewer than 60 five-minute bars (holidays, half days) are skipped. Each bar's volume is spread evenly across the price rows it traded, rows 0.05% of the day's open wide. The POC is the heaviest row; the value area grows from it toward the heavier neighbour until it holds 70% of the volume. Days that opened within one row of yesterday's POC are left out of the POC comparison, because the POC and its mirror would both be the open. The definitions were fixed before any result was seen.
Frequently asked questions
Does the previous day's POC act as a magnet?
Not more than any other level the same distance away. Across 11,062 days on 13 markets, 1 Jul 2022 – 19 Oct 2026, price traded back through yesterday's point of control on 67.7% of days. A mirror level the same distance from the open on the other side was touched on 67.1%. The POC gets revisited often because it is usually close to price, not because it pulls price back.
Does the 80% rule work?
Not at 80%. On days that opened outside yesterday's value area, price was accepted back inside it (two consecutive 30-minute closes in value) on 63.4% of them. Of those 2,972 days, price went on to reach the far side of the value area by 17:00 New York on 45.3%. The rule describes a real tendency to rotate through value, but in this sample it completes less than half the time.
How often do naked POCs get filled?
When yesterday's POC was not touched the next day (3,659 cases), it was touched within the following 5 trading days 55.7% of the time and within 20 days 75.2%. A quarter of naked POCs were still untouched a month later.
How often does price open inside yesterday's value area?
On 65.9% of days. It opened above yesterday's value on 18.7% and below on 15.4%.
What share of the day's range is the value area?
The median value area — where 70% of the day's volume traded — covered 51.1% of the day's high-to-low range, and the day closed inside its own value area on 68.8% of days.
Is this real volume or tick volume?
Real traded volume: the matching futures contract's exchange volume for indices, forex, gold, silver and oil, and exchange volume for Bitcoin and Ethereum, at 5-minute resolution.
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