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MOC Return Rate

Market on Close return and next-day retracement analysis

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MOC Return Rate — Strategy Guide

Market on Close Flow

MOC stands for Market on Close. It refers to closing auction order flow intended to execute at or near the official closing price. This report tracks the 3:45-4:00 PM ET move into the final print, then checks whether the next session trades back to the MOC start price.

Key Concepts

MOC Start — The reference price at the start of the closing imbalance window, usually 3:45 PM ET.

MOC Return — The percentage move from the MOC start price to the official close.

Direction Split — How often the closing window finishes bullish versus bearish.

Next-Day Retracement — Whether the next session trades back to the MOC start price.

What the Report Shows

Metric	How to Use It
Average MOC Return	Gauge whether late-day auction pressure usually pushes your symbol up or down.
Bullish / Bearish Rate	Compare directional skew and avoid fighting persistent close behavior.
Retracement Rate	Estimate whether the next session tends to fade the MOC move.
Weekday Breakdown	Find days where closing auction pressure is unusually strong or likely to snap back.
Daily Details	Review each session with mini chart context, exact prices, return, and retracement status.

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Using the MOC Return Rate Report

Trading Strategy

Treat the MOC return as a late-day pressure read, not a standalone entry signal. Strong positive MOC returns with low retracement rates favor continuation context. Large MOC moves with high next-day retracement rates are better treated as fade candidates once the next session opens.

Pro Tip

Compare the MOC move with the day's broader trend. A strong close aligned with session direction is more likely to persist, while a sharp close against the day's structure is more likely to retrace.

Optimal Trading Hours

Average True Range