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

Weekday: Monday

Noise

RTH broke both sides of the opening range on

48.9%of 756 matching days · 95% CI 45.4%52.5%

Base rate

53.1%

n 4,013

Lift

−4.2 pp

vs base rate

Matching days

756

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 2010–202248.0% n 590
Out of sample 2023–present52.4% n 166

By regime

Regime era · Pre-202047.6% n 450
Regime era · Covid 202045.8% n 48
Regime era · Post-202051.9% n 258
Trend / chop · Trend47.3% n 260
Trend / chop · Chop49.4% n 492

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-077
2010-0812
2010-0915
2010-1019
2010-1124
2010-1228
2011-0168.8%32
2011-0262.9%35
2011-0359.0%39
2011-0458.1%43
2011-0561.7%47
2011-0657.4%47
2011-0755.3%47
2011-0851.1%47
2011-0955.3%47
2011-1058.3%48
2011-1155.3%47
2011-1250.0%46
2012-0148.9%45
2012-0253.3%45
2012-0357.8%45
2012-0456.5%46
2012-0553.3%45
2012-0648.9%45
2012-0754.3%46
2012-0858.7%46
2012-0952.2%46
2012-1055.6%45
2012-1155.6%45
2012-1252.2%46
2013-0150.0%46
2013-0252.2%46
2013-0352.2%46
2013-0452.2%46
2013-0552.2%46
2013-0660.9%46
2013-0756.5%46
2013-0856.5%46
2013-0955.3%47
2013-1051.1%47
2013-1148.9%47
2013-1254.2%48
2014-0154.2%48
2014-0247.9%48
2014-0346.9%49
2014-0452.1%48
2014-0547.9%48
2014-0644.9%49
2014-0747.9%48
2014-0847.9%48
2014-0950.0%48
2014-1052.1%48
2014-1152.1%48
2014-1247.9%48
2015-0150.0%48
2015-0256.3%48
2015-0354.2%48
2015-0450.0%48
2015-0552.1%48
2015-0652.1%48
2015-0750.0%48
2015-0846.9%49
2015-0947.9%48
2015-1045.8%48
2015-1144.9%49
2015-1250.0%48
2016-0150.0%48
2016-0249.0%49
2016-0350.0%48
2016-0452.1%48
2016-0554.2%48
2016-0654.2%48
2016-0751.1%47
2016-0846.8%47
2016-0948.9%47
2016-1047.9%48
2016-1148.9%47
2016-1245.7%46
2017-0140.0%45
2017-0235.6%45
2017-0337.8%45
2017-0433.3%45
2017-0531.1%45
2017-0626.7%45
2017-0732.6%46
2017-0835.6%45
2017-0935.6%45
2017-1037.8%45
2017-1137.8%45
2017-1235.6%45
2018-0137.8%45
2018-0242.2%45
2018-0342.2%45
2018-0447.8%46
2018-0548.9%45
2018-0646.7%45
2018-0743.5%46
2018-0843.5%46
2018-0939.1%46
2018-1043.5%46
2018-1143.5%46
2018-1246.8%47
2019-0148.9%47
2019-0246.8%47
2019-0342.6%47
2019-0438.3%47
2019-0536.2%47
2019-0636.2%47
2019-0734.0%47
2019-0838.3%47
2019-0941.7%48
2019-1036.2%47
2019-1134.0%47
2019-1233.3%48
2020-0129.2%48
2020-0227.1%48
2020-0329.2%48
2020-0433.3%48
2020-0535.4%48
2020-0639.6%48
2020-0741.7%48
2020-0834.7%49
2020-0937.5%48
2020-1039.6%48
2020-1144.9%49
2020-1245.8%48
2021-0147.9%48
2021-0254.2%48
2021-0354.2%48
2021-0452.1%48
2021-0553.1%49
2021-0652.1%48
2021-0751.1%47
2021-0855.3%47
2021-0951.1%47
2021-1046.8%47
2021-1146.8%47
2021-1244.7%47
2022-0147.9%48
2022-0247.9%48
2022-0346.8%47
2022-0448.9%47
2022-0551.1%47
2022-0652.2%46
2022-0752.2%46
2022-0852.2%46
2022-0954.3%46
2022-1053.2%47
2022-1156.5%46
2022-1257.8%45
2023-0156.8%44
2023-0254.5%44
2023-0356.8%44
2023-0454.5%44
2023-0554.5%44
2023-0659.1%44
2023-0760.0%45
2023-0861.4%44
2023-0959.1%44
2023-1059.1%44
2023-1152.3%44
2023-1252.3%44
2024-0150.0%44
2024-0252.3%44
2024-0352.3%44
2024-0450.0%44
2024-0545.5%44
2024-0644.4%45
2024-0750.0%46
2024-0850.0%46
2024-0955.3%47
2024-1060.9%46
2024-1160.9%46
2024-1262.5%48
2025-0164.6%48
2025-0260.4%48
2025-0357.1%49
2025-0456.3%48
2025-0558.3%48
2025-0657.1%49
2025-0754.2%48
2025-0854.2%48
2025-0950.0%48
2025-1045.8%48
2025-1147.9%48
2025-1241.7%48
2026-0137.5%48
2026-0235.4%48
2026-0337.5%48
2026-0441.7%48
2026-0543.8%48
2026-0645.8%48

filters applied 1 · p 0.036 · adjusted p 0.089

The 49% rate on 756 matching days was not distinguishable from the 53% base rate after adjustment (adjusted p = 0.09 across 5 filter combinations).

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