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: Tuesday

Noise

RTH broke both sides of the opening range on

54.3%of 828 matching days · 95% CI 50.9%57.7%

Base rate

53.1%

n 4,013

Lift

+1.2 pp

vs base rate

Matching days

828

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 2010–202254.7% n 644
Out of sample 2023–present53.3% n 184

By regime

Regime era · Pre-202056.2% n 489
Regime era · Covid 202060.8% n 51
Regime era · Post-202050.0% n 288
Trend / chop · Trend50.0% n 288
Trend / chop · Chop56.9% n 536

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0813
2010-0917
2010-1021
2010-1126
2010-1243.3%30
2011-0141.2%34
2011-0244.7%38
2011-0344.2%43
2011-0446.8%47
2011-0546.2%52
2011-0646.2%52
2011-0748.1%52
2011-0851.9%52
2011-0953.8%52
2011-1053.8%52
2011-1157.7%52
2011-1257.7%52
2012-0160.4%53
2012-0261.5%52
2012-0361.5%52
2012-0461.5%52
2012-0565.4%52
2012-0667.3%52
2012-0763.5%52
2012-0864.7%51
2012-0962.7%51
2012-1060.0%50
2012-1160.0%50
2012-1261.2%49
2013-0160.4%48
2013-0258.3%48
2013-0360.4%48
2013-0461.2%49
2013-0560.4%48
2013-0658.3%48
2013-0763.3%49
2013-0859.2%49
2013-0959.2%49
2013-1060.0%50
2013-1160.0%50
2013-1262.7%51
2014-0162.7%51
2014-0264.7%51
2014-0362.7%51
2014-0460.8%51
2014-0560.8%51
2014-0662.7%51
2014-0758.8%51
2014-0860.8%51
2014-0958.8%51
2014-1060.0%50
2014-1158.0%50
2014-1254.9%51
2015-0156.9%51
2015-0258.8%51
2015-0359.6%52
2015-0458.8%51
2015-0554.9%51
2015-0655.8%52
2015-0758.8%51
2015-0860.8%51
2015-0963.5%52
2015-1065.4%52
2015-1167.3%52
2015-1267.3%52
2016-0165.4%52
2016-0259.6%52
2016-0359.6%52
2016-0461.5%52
2016-0562.3%53
2016-0663.5%52
2016-0759.6%52
2016-0851.9%52
2016-0950.0%52
2016-1050.0%52
2016-1150.0%52
2016-1250.0%52
2017-0154.7%53
2017-0254.7%53
2017-0353.8%52
2017-0451.9%52
2017-0551.9%52
2017-0653.8%52
2017-0754.9%51
2017-0854.9%51
2017-0954.9%51
2017-1053.8%52
2017-1154.9%51
2017-1252.9%51
2018-0149.0%51
2018-0249.0%51
2018-0351.0%51
2018-0452.9%51
2018-0552.9%51
2018-0652.9%51
2018-0755.8%52
2018-0856.9%51
2018-0954.9%51
2018-1052.9%51
2018-1152.9%51
2018-1256.0%50
2019-0151.0%49
2019-0249.0%49
2019-0351.0%49
2019-0450.0%50
2019-0551.0%49
2019-0644.9%49
2019-0744.0%50
2019-0848.0%50
2019-0952.0%50
2019-1054.0%50
2019-1154.0%50
2019-1251.0%51
2020-0154.9%51
2020-0256.9%51
2020-0357.7%52
2020-0452.9%51
2020-0552.9%51
2020-0654.9%51
2020-0756.0%50
2020-0856.0%50
2020-0956.0%50
2020-1060.0%50
2020-1158.0%50
2020-1260.8%51
2021-0160.8%51
2021-0262.7%51
2021-0358.8%51
2021-0460.8%51
2021-0558.8%51
2021-0655.8%52
2021-0753.8%52
2021-0852.8%53
2021-0950.0%52
2021-1044.2%52
2021-1143.4%53
2021-1242.3%52
2022-0142.3%52
2022-0246.2%52
2022-0348.1%52
2022-0448.1%52
2022-0550.9%53
2022-0651.9%52
2022-0750.0%52
2022-0848.1%52
2022-0946.2%52
2022-1046.2%52
2022-1146.2%52
2022-1246.2%52
2023-0145.3%53
2023-0241.5%53
2023-0340.4%52
2023-0444.2%52
2023-0542.3%52
2023-0644.2%52
2023-0747.1%51
2023-0845.1%51
2023-0949.0%51
2023-1053.8%52
2023-1152.9%51
2023-1249.0%51
2024-0147.1%51
2024-0247.1%51
2024-0345.1%51
2024-0444.2%52
2024-0545.1%51
2024-0647.1%51
2024-0744.2%52
2024-0850.0%52
2024-0950.0%52
2024-1042.3%52
2024-1144.2%52
2024-1248.1%52
2025-0151.0%51
2025-0247.1%51
2025-0349.0%51
2025-0449.0%51
2025-0549.0%51
2025-0647.1%51
2025-0747.1%51
2025-0847.1%51
2025-0944.2%52
2025-1052.9%51
2025-1154.9%51
2025-1257.7%52
2026-0155.8%52
2026-0259.6%52
2026-0362.3%53
2026-0463.5%52
2026-0563.5%52
2026-0664.2%53

filters applied 1 · p 0.513 · adjusted p 0.641

The 54% rate on 828 matching days was not distinguishable from the 53% base rate after adjustment (adjusted p = 0.64 across 5 filter combinations).

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