Do Markets Really Stay in Balance 80% of the Time?

In the trading community, we hear and repeat many things that become widely accepted as fact — even though very few people ever challenge them.

One of the most common beliefs is this:

“Markets stay in balance 80% of the time and trend 20% of the time.”

For years, I believed this myself. I even designed most of my trading approach around the simple idea that I should be fading the edges of balance and trading from the extremes back to the middle. It sounded logical, it was widely repeated, and it shaped my perspective on market behavior.

But when I finally dug into the data, I was surprised.

What the Data Really Shows

When I began studying this more deeply at the beginning of the year, the numbers told a very different story:

• Trend-type moves are much more frequent than 20%.

• In fact, they occur just as often as balance or non-directional days.

• The frequency of trending sessions is closer to 50%, not 20%.

This insight completely shifted how I think about the market. If you’ve ever been run over trying to fade a trend because you believed the market “balances 80% of the time,” it might be time to reconsider that assumption.

The Role of Single Prints

This realization was also the basis of my earlier write-up about using single prints as a tool for gauging trending conditions.

A few common questions come up around single prints:

Do single prints always equal a trend day?

Not necessarily. It depends on your definition of a trend day.

• As a day trader, I define a trend day as one where the market trades predominantly in one direction and most counter-trades fail or offer very little.

• Others define it more strictly (for example, a market that trades 2x the initial balance). While that’s valid, it’s a backwards-looking measure — you can only confirm it after the fact.

Do single prints mean you should just ape into the market direction?

Absolutely not. They provide context, not a blind trading signal. Seeing single prints doesn’t mean “smash buy” or “smash sell.” You still need a strategy, a setup, and risk management to define your trades.

Has the frequency of single prints changed?

Not really. There’s been a slight downtick, but single prints remain effectively as frequent as when I first studied the data earlier this year.

Can you share some stats?

Yes. For clarity:

• SP_filled – There was one set of single prints, but they were filled (traded back through).

• First SP direction held – There was one set of single prints, and the market closed in the direction of those prints (even if later fills occurred).

All stats I share are based on regular trading hours (RTH) only — overnight/GBX sessions are excluded.

Key Takeaways

• Do single prints always equal a trend day? No.

• Do single prints mean you should instantly trade in that direction? No.

• Can they be used as an effective context tool for understanding market conditions? Yes.

The bigger point: the belief that markets balance 80% of the time simply doesn’t hold up to scrutiny. The data shows that trending sessions occur much more often — closer to half of all sessions.

If your trading approach is built solely around fading balance, you may be fighting the wrong battle. The edge lies in understanding the context — recognizing when the market is showing trending behavior and adjusting your tactics accordingly.

✅ In summary:

• Markets don’t just balance 80% of the time.

• Trend days are far more frequent than most traders believe.

• Single prints won’t trade for you, but they’re a powerful context tool.

The market is always evolving. It’s on us as traders to test, question, and adapt — not simply accept rules of thumb that may no longer reflect reality.