Live Data
50+ Datasets
All Financial Markets
Stop Guessing.
Start Knowing
The Probability.
SmartFinanceData turns millions of historical bars into clear, actionable probabilities. Know what the market is statistically likely to do next — before it does it.
50+ unique datasets
Millions of data points
Forex · Indices · Commodities · Crypto
25+ years of history
Datasets
50+
Unique probabilistic datasets
Data Points
10M+
Historical bars analysed
Markets
30+
Instruments covered
History
25yr
Average dataset depth
Real Data · Real Edge
Probabilities That Change How You Trade
These aren't guesses. Every number below is derived from thousands of historical sessions. Hover a dataset to explore.
GBP/USD forms a higher low compared to the previous day70.00% of the time during bullish days — seen across 4,200+ daily closes and 43 years of data (1983 - 2026).
📈 EUR/USD only moves 500+ pips above the open on bearish days 21.2% of the time — 92% of bearish days never move 500 pips above the open.
🛢️ USD/CAD bullish days close 700+ pips above the open 65.9% of the time — likely influenced by its strong negative correlation with Oil.
USD/JPY reverses after 3 consecutive bearish days 74.8% of the time — one of the most reliable streak-reversal signals in FX.
🥇 EUR/CAD has maintained a statistically bearish long-term bias, with 52.3% of daily closes finishing bearish versus 47.5% bullish (2001–2026).
If AUD/USD rises for 3+ consecutive bullish days, the next day holds a 74.4% chance of closing bearish — seen across 1,200+ bullish streaks in 33 years (1993 - 2026).
Streak Reversal Probabilities — Selected Instruments
Probabilities based on 15–24 years of daily data. Sample sizes ≥ 200 per bucket.
Coverage
Every Major Market, Covered
Data Library
50+ Probabilistic Datasets
Pro tip: Layer multiple datasets to stack your edge — streak reversal + session bias + range stats all pointing the same direction.
Unlock all 30+ datasets →
Methodology
How The Data Is Built
Step 01
Raw OHLC Ingestion
We ingest tick-level and 1H OHLC data across 30+ instruments — going back 25 years on major pairs. Every bar validated and cleaned before it touches the pipeline.
- 25 years of history on majors, 10+ years on minors and crosses
- Tick data normalised to 1-minute, 1H, daily and weekly bars
- Outliers, gaps and broker anomalies flagged and removed
- 30+ instruments across Forex, Indices and Commodities
Step 02
Statistical Processing
Chi-square tests, Bayesian posteriors, Wilson confidence intervals and Kelly Criterion applied across every dataset. Every probability has a valid sample size behind it.
- Chi-square tests for independence across all categorical splits
- Wilson confidence intervals at 95% and 99% significance
- Bayesian posteriors updated as new data arrives each month
- Minimum n=30 enforced — small samples are flagged, not published
Step 03
Actionable Insights
Data is segmented by session, day-of-week, streak, volatility regime and market condition. Directly applicable to your trading setup — no PhD required.
- Session splits: Asian, London, New York and overlap windows
- Day-of-week and day-of-month breakdowns for calendar edge
- Volatility regime tagging — low, normal and expansion conditions
- Streak and sequential context: what follows what, and how often
Pricing
Simple, Transparent Access
FAQ
Frequently Asked Questions
Everything you need to know before diving into the data. Can't find your answer? Get in touch.
Each dataset analyses thousands of historical price events — streaks, sessions, range breakouts — and returns a percentage probability for what happens next. For example: "After 4 consecutive bearish days, price reverses 74.8% of the time." Every figure has a stated sample size and confidence interval so you can judge statistical reliability yourself.
Most datasets cover 20–25 years of daily OHLC data, typically from 2000 to present. Some instruments with shorter histories (certain crypto pairs, newer indices) have reduced depth, which is always stated on the dataset page. Free-tier users can access a representative sample; Pro unlocks the full history.
Yes — CSV and Excel export is included with Pro and Institutional plans. Each export contains the underlying event log (date, instrument, streak count, outcome, etc.) alongside the summary probability tables, so you can build your own filters and backtests on top of our data.
SmartFinanceData is a standalone analytics platform — it doesn't plug directly into your charting software. However, the probabilities are designed to be applied manually as a pre-trade checklist or decision filter. Pro users can export data to CSV and load it into any tool that accepts flat files.
Free gives you sample datasets and limited historical depth. Pro unlocks full 20+ year history, CSV/Excel exports, and access to all 30+ instruments. Institutional includes API access, custom instrument requests, dedicated support, and team licensing. All plans are detailed on the Pricing page.
Every probability is derived from a rules-based event scanner applied to historical OHLC data. For example: "After a 3-bullish-streak, what happens on day 4?" — we count every occurrence, record the outcome, and output the percentage. All calculations are automated and reproducible. Full methodology is available on our Methodology page.
Yes — Institutional plans include REST API access, allowing you to pull probability tables and event data directly into your own trading systems, dashboards, or algorithmic strategies. Rate limits and documentation are provided upon subscription. Contact sales for custom enterprise quotas.
Our core datasets use daily OHLC bars, which we believe offer the best balance of statistical significance and practical application for swing and position traders. Some datasets include H4 and weekly variants — check individual product pages. Intraday M15 and H1 datasets are currently in beta for select instruments.
Pro and Institutional datasets are updated monthly, with each update adding the prior month's daily bars to the event database and recalculating all probabilities. The live ticker on the homepage shows indicative prices but is not used in any backtested calculations.
No — and we're very clear about this. Historical probabilities describe what has happened across thousands of past instances; they do not guarantee any future outcome. All data should be used as one input among many in a disciplined trading process, never as a standalone signal. Please read our methodology page for full statistical disclosures.
We currently cover 30+ instruments across Forex (major and minor pairs), Equity Indices (S&P 500, NASDAQ, DAX, FTSE), Commodities (Gold, Silver, WTI Crude), and select Crypto pairs (BTC/USD, ETH/USD). The full coverage list is available on the Markets page, and new instruments are added quarterly.
Yes. Pro is billed monthly with no minimum term. You can cancel from your account dashboard at any time and your access will remain active until the end of the current billing period. We don't do hidden fees or auto-renewing annual traps — just a straightforward monthly subscription.
Yes — we offer a 7-day free trial for the Pro plan. No credit card required to start. You'll get full access to all instruments and the complete historical depth. At the end of the trial, you can subscribe monthly or revert to the Free tier with no obligation.
Absolutely. Pro and Institutional users can submit instrument requests through the support portal. We evaluate requests based on data availability and demand. Custom event patterns (e.g., specific streak lengths combined with session filters) are available via our Institutional consulting tier.
Every dataset includes the raw sample size and a confidence interval for each probability. We don't hide low-sample events — if an event has occurred fewer than 30 times historically, that's clearly stated. All rules are defined before scanning (no parameter tuning), and our methodology page links to the reproducible code structure.
No. SmartFinanceData provides pure probabilistic data — no buy/sell signals, no trade recommendations, no entry/exit calls. We believe traders should interpret data through their own frameworks and risk parameters. Our role is to supply statistically rigorous historical probabilities, not to tell you when to click the button.