Chart architecture: a chart of random days and why there is no context
Video in Russian “Архитектура графиков”, 7 November 2026, 15:14.
What the video is about
The author shows a US500 chart assembled from pieces of different days and years matched by time: it looks like a real chart and shows the same patterns.
Hence the thesis: there is no “context” — the pieces left and right of the current price behave like a random sequence of independent events, and nobody can predict which piece comes next.
Instead of abstract concepts the author proposes measurable metrics — algo levels (quantiles of deviation from the interval open): within the day price behaviour depends most on time and differs by asset. The video is in Russian.
Key claims
- The US500 chart shown is assembled from pieces of different days and years matched by time; for example, the 06:53–08:14 New York piece comes from 2023.
- A day has 96 fifteen-minute candles: the first is 18:00–18:15 and the last 17:45–18:00 New York; deviations from the open are counted over all days of history, up and down separately.
- In the visualisation shown, 90% of fifteen-minute candles fit within the far deviation level (data as of 7 November 2026).
- The farther price is from the interval open, the more rarely it was seen there; this underlies the assumption of where a candle's extreme may form — without a 100% hit rate.
- On US100 fifteen-minute candles from 9:30 are much larger than from 19:00 to 3:00; on EUR volatility rises from 2:00, from 3:00 and from the pre-market.
- BIASMACHINE studies follow the reproducibility principle: all details are disclosed and the calculation can be repeated on your own asset and history.
Chapters
- 0:00 — A game: guess the asset from the chart
- 1:03 — The answer: US500 from random days of different years
- 3:27 — US500, gold and EUR in perspective
- 4:50 — If I were the chart engineer
- 5:56 — The alternative: average deviations and quantiles
- 6:19 — 96 fifteen-minute candles
- 8:19 — A candle's extreme is measurable
- 9:38 — Time of day: US100 and EUR
- 10:59 — One metric, different assets
- 11:38 — Historical events as independent cases
- 13:32 — Open, reproducible studies
Transcript
The video is in Russian. The full Russian transcript is on the Russian page.
Questions about the video
What does “there is no context” mean?
The author shows that a chart of randomly picked pieces of different days looks real and contains the same patterns. So past movement does not explain the next one; only the frequencies of events in history can be assessed.
How do algo levels differ from order blocks and similar concepts?
They are a measurable metric: the share of cases in which price at a given time on a given asset moved a set distance from the interval open. It is computed the same way for any piece of history.
How can I check this myself?
The method is open: the calculation is described on the How it is computed page, and quantiles are covered in detail in the Extremes math video.
How to read the numbers
Numbers are given as stated in the video on the recording date, 7 November 2026. After Research studies are recomputed they may differ.
Historical frequencies are not individual investment advice and do not guarantee repetition. Hypothetical results do not reflect real trading (CFTC Rule 4.41 principle).
Next: how it is computed, glossary, all videos.
Author — Georg Vahi · Video published 7 November 2026