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Screenshot: Stats Profile
Professional

Kaizen Stats Profile — compatible with NinjaTrader 8

Stats Profile plots the 12 classic day-trading levels from the prior day and overnight session — and tells you how likely price is to touch each one today. The probabilities come from 11 years of index-futures history and are conditioned on the day's Auction Market Theory opening type, so the same level reads very differently on a trend day versus a balance day.

$179 Lifetime license

Secure checkout via Stripe. License emailed instantly.

Features

12 prior-day & overnight levels (YHOD/YLOD, YPOC/YVAH/YVAL, IB, overnight, gaps, midpoint)
Historical touch probability per level from 11 years of data (2015–2025)
Probabilities conditioned on the AMT opening type (5 classes)
Automatic instrument detection — ES, NQ, YM, RTY plus Micros (MES/MNQ/MYM/M2K)
Line style by probability (solid / dashed / dotted)
Live touch markers when a level is validated during the RTH session
Context box with today's class, open, value area and expected range
Per-level toggles and fully configurable colors
Readable by Kaizen bots via the API to filter setups by day type

Settings (8)

Setting Options Default
Levels To Show per-level toggles (12 levels) all on
Show Pills true / false true
Show Lines true / false true
Show Touch Marker true / false true
Show Today Box true / false true
Style Solid Threshold 0 – 100% 40%
Style Dashed Threshold 0 – 100% 10%
Label Position Left / Right Right

Who is this for?

  • Day traders who manage targets and stops around prior-day levels
  • Auction Market Theory and Market Profile traders who think in day types
  • Index futures traders on ES, NQ, YM or RTY (and the Micros)

How traders use it

Judge whether a target level is realistic given today's opening type

Skip or size down on day types that don't fit your system (balance vs trend)

Validate a stop when a level has a very low touch probability for the day's class

Let Kaizen bots filter setups by AMT class and level probability

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