Volume concentration and price continuation

Is price more likely to continue after extremely concentrated trading?

Volume and liquidity VOL-046 Scatter Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample H
30.44 %
Lowest item: Sample B
-11.3 %
Average
10.29 %
Number of items
10 items

Volume concentration and price continuation

Subsequent return (%) (Scatter)

Relative to historical baseline (x)

Relative to historical baseline (x) (Bar)

Event detail and data date

Subsequent return (%) and Relative to historical baseline (x) (Table)

Sample data rows

Relative to historical baseline (x)Subsequent return (%)Relative to historical baseline (x)Data date (sample)
Sample A 22.69 1.19 2026-10-16
Sample B -11.3 1.12 2026-10-16
Sample C 18.12 0.46 2026-10-16
Sample D 25.49 1.63 2026-10-16
Sample E 13.33 1.13 2026-10-16
Sample F -0.58 0.46 2026-10-16
Sample G -2.9 1.07 2026-10-16
Sample H 30.44 0.5 2026-10-16
Sample I 1.79 0.62 2026-10-16
Sample J 5.79 1.64 2026-10-16