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: Wednesday

Noise

RTH broke both sides of the opening range on

57.8%of 824 matching days · 95% CI 54.4%61.1%

Base rate

53.1%

n 4,013

Lift

+4.7 pp

vs base rate

Matching days

824

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 2010–202257.1% n 644
Out of sample 2023–present60.0% n 180

By regime

Regime era · Pre-202056.6% n 488
Regime era · Covid 202063.5% n 52
Regime era · Post-202058.8% n 284
Trend / chop · Trend60.5% n 286
Trend / chop · Chop56.2% n 534

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0812
2010-0917
2010-1021
2010-1125
2010-1250.0%30
2011-0147.1%34
2011-0247.4%38
2011-0348.8%43
2011-0453.2%47
2011-0552.9%51
2011-0651.9%52
2011-0753.8%52
2011-0858.5%53
2011-0961.5%52
2011-1065.4%52
2011-1164.2%53
2011-1261.5%52
2012-0165.4%52
2012-0269.8%53
2012-0371.2%52
2012-0467.3%52
2012-0571.2%52
2012-0671.2%52
2012-0772.5%51
2012-0866.7%51
2012-0962.7%51
2012-1059.6%52
2012-1158.8%51
2012-1256.9%51
2013-0152.9%51
2013-0249.0%51
2013-0345.1%51
2013-0445.1%51
2013-0545.1%51
2013-0643.1%51
2013-0742.3%52
2013-0843.1%51
2013-0947.1%51
2013-1047.1%51
2013-1147.1%51
2013-1252.0%50
2014-0155.1%49
2014-0259.2%49
2014-0363.3%49
2014-0466.0%50
2014-0563.3%49
2014-0663.3%49
2014-0766.0%50
2014-0868.0%50
2014-0967.3%49
2014-1069.4%49
2014-1165.3%49
2014-1263.3%49
2015-0159.2%49
2015-0259.2%49
2015-0359.2%49
2015-0457.1%49
2015-0555.1%49
2015-0657.1%49
2015-0755.1%49
2015-0855.1%49
2015-0956.9%51
2015-1060.0%50
2015-1164.0%50
2015-1267.3%52
2016-0169.2%52
2016-0267.3%52
2016-0367.3%52
2016-0463.5%52
2016-0567.3%52
2016-0667.3%52
2016-0769.2%52
2016-0866.0%53
2016-0965.4%52
2016-1061.5%52
2016-1158.5%53
2016-1255.8%52
2017-0155.8%52
2017-0251.9%52
2017-0351.9%52
2017-0453.8%52
2017-0550.9%53
2017-0650.0%52
2017-0750.0%52
2017-0848.1%52
2017-0950.0%52
2017-1050.0%52
2017-1151.9%52
2017-1250.0%52
2018-0150.9%53
2018-0254.7%53
2018-0355.8%52
2018-0457.7%52
2018-0559.6%52
2018-0661.5%52
2018-0756.9%51
2018-0858.8%51
2018-0952.9%51
2018-1050.0%52
2018-1152.9%51
2018-1258.0%50
2019-0160.0%50
2019-0258.0%50
2019-0354.0%50
2019-0452.0%50
2019-0552.0%50
2019-0646.0%50
2019-0749.0%51
2019-0848.0%50
2019-0952.0%50
2019-1056.0%50
2019-1152.0%50
2019-1248.0%50
2020-0144.9%49
2020-0244.9%49
2020-0351.0%49
2020-0453.1%49
2020-0555.1%49
2020-0659.2%49
2020-0762.0%50
2020-0862.0%50
2020-0958.8%51
2020-1060.0%50
2020-1162.0%50
2020-1263.5%52
2021-0159.6%52
2021-0259.6%52
2021-0352.8%53
2021-0448.1%52
2021-0546.2%52
2021-0649.1%53
2021-0744.2%52
2021-0846.2%52
2021-0948.1%52
2021-1048.1%52
2021-1151.9%52
2021-1250.0%52
2022-0157.7%52
2022-0257.7%52
2022-0365.4%52
2022-0467.3%52
2022-0567.3%52
2022-0665.4%52
2022-0765.4%52
2022-0866.0%53
2022-0967.3%52
2022-1065.4%52
2022-1164.2%53
2022-1263.5%52
2023-0161.5%52
2023-0263.5%52
2023-0363.5%52
2023-0461.5%52
2023-0566.0%53
2023-0661.5%52
2023-0765.4%52
2023-0863.5%52
2023-0965.4%52
2023-1065.4%52
2023-1161.5%52
2023-1265.4%52
2024-0167.9%53
2024-0269.2%52
2024-0365.4%52
2024-0467.3%52
2024-0563.5%52
2024-0666.7%51
2024-0762.7%51
2024-0866.0%50
2024-0966.0%50
2024-1068.0%50
2024-1170.0%50
2024-1267.3%49
2025-0160.4%48
2025-0258.3%48
2025-0356.3%48
2025-0457.1%49
2025-0558.3%48
2025-0659.2%49
2025-0764.0%50
2025-0860.0%50
2025-0956.0%50
2025-1058.0%50
2025-1156.0%50
2025-1256.9%51
2026-0156.9%51
2026-0251.0%51
2026-0354.9%51
2026-0451.0%51
2026-0549.0%51
2026-0649.0%51

filters applied 1 · p 0.014 · adjusted p 0.072

The 58% rate on 824 matching days was not distinguishable from the 53% base rate after adjustment (adjusted p = 0.07 across 5 filter combinations).

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