Reach Probability

Definition

Reach Probability is the historically measured frequency with which price reaches a published MPM Zone during the trading session. It measures arrival at the zone — not what price does after arriving. Those subsequent behaviours are measured separately by Reaction Probability.

When published, a Reach Probability describes three things: the published MPM Zone being measured, the trading session over which arrival is assessed, and the historical frequency of arrival across the research sample.

Reach is measured once per zone per session: each session, price either reached the published MPM Zone before market close, or it did not. A zone reached more than once in a session still counts as a single reach for that session. This is the same per-session unit used by Reaction Probability, so the two measurements align directly — Reaction is assessed only on the sessions where Reach occurred.

A reach occurs whenever price historically reaches a published MPM Zone according to MPM's documented research methodology. The detailed implementation rules used to classify arrival are part of the proprietary methodology and are intentionally not disclosed. This page explains what Reach Probability measures and why it exists, not how arrival is classified — consistent with the same disclosure boundary applied to the MPM Zone itself.

Example

Suppose a particular MPM Zone was published across 1,000 historical sessions. If price reached that zone before market close in 730 of those sessions, the published Reach Probability would be 73%.

This means price historically arrived at that zone in 73% of the observed sample. It does not mean there is a 73% chance price will reach the zone today.

Why It Matters

Knowing whether price is likely to arrive at a level is a different question from knowing what it will do there — and conflating the two is one of the most common errors in level-based market analysis. A zone with a strong historical reaction is only relevant on the sessions price actually reaches it. Reach answers whether a zone historically became relevant; Reaction answers what historically happened once it became relevant.

Reach Probability isolates the arrival question so it can be measured on its own terms. This separation lets a historical interaction be described precisely: first, how often price got to the zone (reach); second, how it behaved once there (reaction). Combining them into a single number would obscure which part of the observed outcome came from arrival frequency and which from behavior at the zone.

For a market participant studying MPM research, the idea of Reach Probability provides the context that makes Reaction Probability interpretable. A reaction rate measured on a zone that is rarely reached describes a small number of historical events; understanding how often a zone is reached is what makes that sample context explicit.

How It Works

At a conceptual level, Reach Probability is established by examining historical price data, identifying sessions in which a given MPM Zone was published, and recording how frequently price arrived at that zone during the session before market close.

The observable elements are the location of the published MPM Zone, the price path over the session, and the historical frequency of arrival. Whether a given interaction counts as a reach is determined by MPM's documented research methodology; those classification rules are proprietary and are not disclosed here.

The methodology by which MPM Zones themselves are derived, and the calibration procedure behind the published figures, are likewise proprietary and not disclosed. This page describes what Reach Probability measures and why, not how the underlying zone, arrival rule, or calibration is constructed.

Published Evidence

Reach Probability is applied in MPM's live research: the Daily Analysis assigns a Reach Probability to each of the session's MPM Zones — a forward, per-zone probability for that trading day. This page explains the concept those values represent.

This page does not present a historical reach statistic. MPM's research dataset records interactions from the point a zone is reached and does not track every published zone that was never reached, so a historical reach rate across the dataset is not computed or published. The supporting interactions that are recorded — those where price reached a zone — are documented in the member-only Reaction Library (ES, NQ, GC, CL; April 2019 – May 2026, research current through 22 May 2026).

Interpretation

A published Reach Probability describes the historical sample from which it was measured. It does not forecast whether price will reach that zone in any future trading session.

Conceptually, reach is the precondition for reaction: reaction outcomes only occur on the occasions where price reached the zone. How often a zone is reached therefore shapes how much historical evidence sits behind its reaction rate — a zone reached often supports a larger reaction sample than one rarely reached.

What Reach Probability Is Not

• It is not a prediction. It is a historical frequency, not a forecast of a specific session.
• It is not the same as Reaction Probability. Reach measures arrival at a zone; reaction measures behavior once the zone is reached. They are related but distinct measurements and are never merged into a single combined number.
• It is not a measure of profitability or a trade signal. It describes how often price arrived at a defined area in past data, nothing more.
• It is not a statement about the MPM Zone's construction. Reach is measured toward a zone; it says nothing about how the zone was derived.

Limitations

Reach Probability is a historical measurement and inherits the limitations of all historical analysis. Past arrival frequencies describe the conditions and period over which they were measured; markets change, and a figure measured in one regime may not characterise another. The figure is only as representative as its sample size and the period it spans.

Reach is assessed over the trading session. Reach records whether price arrived before market close, not when within the session it arrived, nor the path price took to get there.

Supporting Research

Reach Probability is applied per-zone in MPM's Daily Analysis as a forward probability for the session's zones. The recorded historical interactions — those where price reached a zone — are documented in the member-only Reaction Library (ES, NQ, GC, CL; April 2019 – May 2026). This page documents the concept; it does not reproduce the member-only dataset or publish a separate historical reach statistic.

How This Fits Into MPM

Reach Probability is one of the measurements documented across MPM's public research. Historical reach and reaction interactions around published MPM Zones are documented in the Reaction Library — a member-only library documenting thousands of historical price interactions around published MPM Zones for structured educational study.