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: Thursday

Noise

RTH broke both sides of the opening range on

53.8%of 810 matching days · 95% CI 50.4%57.2%

Base rate

53.1%

n 4,013

Lift

+0.7 pp

vs base rate

Matching days

810

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 2010–202254.1% n 634
Out of sample 2023–present52.8% n 176

By regime

Regime era · Pre-202053.4% n 481
Regime era · Covid 202060.8% n 51
Regime era · Post-202053.2% n 278
Trend / chop · Trend57.3% n 279
Trend / chop · Chop52.4% n 527

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0917
2010-1021
2010-1124
2010-1229
2011-0136.4%33
2011-0240.5%37
2011-0345.2%42
2011-0447.8%46
2011-0548.0%50
2011-0653.8%52
2011-0754.9%51
2011-0852.9%51
2011-0960.8%51
2011-1058.8%51
2011-1158.8%51
2011-1260.8%51
2012-0162.7%51
2012-0264.7%51
2012-0366.7%51
2012-0464.7%51
2012-0561.5%52
2012-0656.9%51
2012-0760.8%51
2012-0862.7%51
2012-0960.8%51
2012-1060.8%51
2012-1160.8%51
2012-1260.8%51
2013-0159.6%52
2013-0253.8%52
2013-0349.0%51
2013-0447.1%51
2013-0549.0%51
2013-0652.9%51
2013-0752.0%50
2013-0852.0%50
2013-0948.0%50
2013-1045.1%51
2013-1144.0%50
2013-1244.0%50
2014-0138.0%50
2014-0240.0%50
2014-0340.0%50
2014-0442.0%50
2014-0542.0%50
2014-0638.8%49
2014-0736.0%50
2014-0836.7%49
2014-0939.6%48
2014-1041.7%48
2014-1145.8%48
2014-1246.8%47
2015-0150.0%46
2015-0247.8%46
2015-0350.0%46
2015-0448.9%47
2015-0547.8%46
2015-0651.1%47
2015-0752.1%48
2015-0850.0%48
2015-0951.0%49
2015-1055.1%49
2015-1155.1%49
2015-1254.0%50
2016-0156.0%50
2016-0260.0%50
2016-0358.8%51
2016-0462.0%50
2016-0564.0%50
2016-0666.7%51
2016-0770.0%50
2016-0870.0%50
2016-0966.0%50
2016-1066.0%50
2016-1164.0%50
2016-1260.8%51
2017-0158.8%51
2017-0252.9%51
2017-0351.0%51
2017-0451.0%51
2017-0551.0%51
2017-0647.1%51
2017-0747.1%51
2017-0844.2%52
2017-0945.1%51
2017-1047.1%51
2017-1148.1%52
2017-1251.0%51
2018-0151.0%51
2018-0256.9%51
2018-0362.7%51
2018-0458.8%51
2018-0561.5%52
2018-0658.8%51
2018-0756.9%51
2018-0860.8%51
2018-0956.9%51
2018-1051.0%51
2018-1154.9%51
2018-1258.8%51
2019-0157.7%52
2019-0257.7%52
2019-0352.9%51
2019-0452.9%51
2019-0551.0%51
2019-0654.9%51
2019-0756.0%50
2019-0856.0%50
2019-0962.0%50
2019-1064.7%51
2019-1164.0%50
2019-1256.0%50
2020-0158.0%50
2020-0256.0%50
2020-0356.0%50
2020-0458.8%51
2020-0558.0%50
2020-0660.0%50
2020-0762.7%51
2020-0864.7%51
2020-0962.7%51
2020-1060.8%51
2020-1156.9%51
2020-1260.8%51
2021-0158.0%50
2021-0260.0%50
2021-0362.0%50
2021-0460.0%50
2021-0562.0%50
2021-0658.0%50
2021-0752.0%50
2021-0850.0%50
2021-0952.9%51
2021-1050.0%50
2021-1150.0%50
2021-1251.0%51
2022-0154.9%51
2022-0252.9%51
2022-0351.9%52
2022-0452.9%51
2022-0551.0%51
2022-0651.9%52
2022-0754.9%51
2022-0858.8%51
2022-0956.9%51
2022-1058.8%51
2022-1158.8%51
2022-1256.9%51
2023-0158.8%51
2023-0258.8%51
2023-0358.8%51
2023-0458.8%51
2023-0560.8%51
2023-0654.9%51
2023-0754.9%51
2023-0848.1%52
2023-0945.1%51
2023-1047.1%51
2023-1150.0%52
2023-1252.9%51
2024-0151.0%51
2024-0251.9%52
2024-0351.0%51
2024-0451.0%51
2024-0551.0%51
2024-0654.9%51
2024-0752.0%50
2024-0856.0%50
2024-0960.0%50
2024-1060.8%51
2024-1156.0%50
2024-1256.0%50
2025-0153.1%49
2025-0251.0%49
2025-0349.0%49
2025-0446.9%49
2025-0546.9%49
2025-0647.9%48
2025-0746.9%49
2025-0847.9%48
2025-0947.9%48
2025-1045.8%48
2025-1147.9%48
2025-1246.8%47
2026-0144.7%47
2026-0246.8%47
2026-0348.9%47
2026-0454.2%48
2026-0555.3%47
2026-0654.2%48

filters applied 1 · p 0.706 · adjusted p 0.706

The 54% rate on 810 matching days was not distinguishable from the 53% base rate after adjustment (adjusted p = 0.71 across 5 filter combinations).

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