Opening range breakout

How often the RTH session broke and held beyond the opening range, for 5/15/30-minute ranges, on days matching the selected filters.

Opening range breakout — 15 min

All matching sessions

Noise

RTH broke above the opening-range high on

78.3%of 4,013 matching days · 95% CI 77.0%79.5%

Base rate

78.3%

n 4,013

Lift

+0.0 pp

vs base rate

Matching days

4,013

sample size

Every outcome of this report

By weekday

Select a weekday to condition the whole report on it; select it again to clear.

Evidence

Sample split

In sample 2010–202278.4% n 3,132
Out of sample 2023–present78.0% n 881

By regime

Regime era · Pre-202078.1% n 2,382
Regime era · Covid 202083.5% n 249
Regime era · Post-202077.6% n 1,382
Trend / chop · Trend80.2% n 1,397
Trend / chop · Chop77.3% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-0618
2010-0769.2%39
2010-0873.8%61
2010-0974.4%82
2010-1075.7%103
2010-1177.2%123
2010-1276.6%145
2011-0176.4%165
2011-0277.7%184
2011-0377.8%207
2011-0478.0%227
2011-0578.6%248
2011-0678.6%252
2011-0780.5%251
2011-0879.4%252
2011-0981.3%252
2011-1081.7%252
2011-1181.0%252
2011-1280.1%251
2012-0181.3%251
2012-0282.5%251
2012-0382.0%250
2012-0482.1%251
2012-0581.3%251
2012-0680.0%250
2012-0778.8%250
2012-0880.4%250
2012-0977.9%249
2012-1076.6%248
2012-1175.8%248
2012-1276.1%247
2013-0174.9%247
2013-0273.7%247
2013-0373.5%245
2013-0473.3%247
2013-0575.7%247
2013-0676.8%246
2013-0777.7%247
2013-0876.4%246
2013-0977.3%247
2013-1077.9%249
2013-1179.0%248
2013-1279.5%249
2014-0178.3%249
2014-0279.1%249
2014-0379.2%250
2014-0479.1%249
2014-0577.8%248
2014-0678.1%247
2014-0778.9%247
2014-0880.9%246
2014-0979.9%244
2014-1080.3%244
2014-1179.8%243
2014-1279.8%243
2015-0181.0%242
2015-0281.0%242
2015-0381.9%243
2015-0481.9%243
2015-0579.3%242
2015-0679.2%245
2015-0778.5%246
2015-0877.6%246
2015-0978.3%249
2015-1079.8%248
2015-1180.3%249
2015-1280.8%250
2016-0180.7%249
2016-0278.8%250
2016-0379.1%249
2016-0479.1%249
2016-0582.0%250
2016-0682.0%250
2016-0781.9%249
2016-0880.0%250
2016-0980.4%250
2016-1078.8%250
2016-1178.0%250
2016-1276.9%251
2017-0176.9%251
2017-0277.7%251
2017-0377.4%252
2017-0476.8%250
2017-0576.5%251
2017-0675.7%251
2017-0776.8%250
2017-0876.8%250
2017-0976.3%249
2017-1076.0%250
2017-1176.8%250
2017-1277.1%249
2018-0177.6%250
2018-0278.4%250
2018-0378.2%248
2018-0478.4%250
2018-0578.8%250
2018-0679.1%249
2018-0778.0%250
2018-0879.2%250
2018-0978.3%249
2018-1078.4%250
2018-1178.0%250
2018-1279.0%248
2019-0179.0%248
2019-0278.2%248
2019-0377.4%248
2019-0476.6%248
2019-0575.8%248
2019-0673.7%247
2019-0773.4%248
2019-0871.7%247
2019-0973.4%248
2019-1074.2%248
2019-1174.5%247
2019-1274.3%249
2020-0174.3%249
2020-0274.5%247
2020-0377.0%248
2020-0477.0%248
2020-0577.7%247
2020-0681.0%247
2020-0781.9%248
2020-0883.9%248
2020-0982.7%248
2020-1082.2%247
2020-1183.1%248
2020-1283.5%249
2021-0183.0%247
2021-0282.7%248
2021-0381.1%249
2021-0482.3%249
2021-0581.5%249
2021-0680.8%250
2021-0779.9%249
2021-0879.6%250
2021-0979.6%250
2021-1079.9%249
2021-1178.8%250
2021-1278.1%251
2022-0179.4%252
2022-0279.8%252
2022-0379.4%252
2022-0478.1%251
2022-0577.8%252
2022-0677.3%251
2022-0777.6%250
2022-0877.7%251
2022-0978.1%251
2022-1076.5%251
2022-1176.9%251
2022-1276.0%250
2023-0176.4%250
2023-0275.6%250
2023-0377.2%250
2023-0477.9%249
2023-0578.8%250
2023-0678.4%250
2023-0778.7%249
2023-0877.1%249
2023-0977.4%248
2023-1078.3%249
2023-1177.9%249
2023-1280.2%248
2024-0179.1%249
2024-0279.5%249
2024-0377.3%247
2024-0477.5%249
2024-0577.5%249
2024-0679.0%248
2024-0777.5%249
2024-0879.4%248
2024-0979.1%249
2024-1078.7%249
2024-1178.2%248
2024-1277.9%249
2025-0177.3%247
2025-0276.1%247
2025-0375.8%248
2025-0475.7%247
2025-0576.0%246
2025-0676.1%247
2025-0776.5%247
2025-0875.6%246
2025-0975.3%247
2025-1076.5%247
2025-1176.8%246
2025-1274.9%247
2026-0174.1%247
2026-0274.5%247
2026-0375.4%248
2026-0476.6%248
2026-0576.9%247
2026-0676.6%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 78% rate on 4013 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 1.00).

Full sessions 2010–present · ETL v1.2.0 · rates under 30 matching days are withheld