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 both sides of the opening range on

53.1%of 4,013 matching days · 95% CI 51.6%54.6%

Base rate

53.1%

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 2010–202253.0% n 3,132
Out of sample 2023–present53.5% n 881

By regime

Regime era · Pre-202053.1% n 2,382
Regime era · Covid 202056.6% n 249
Regime era · Post-202052.4% n 1,382
Trend / chop · Trend53.8% n 1,397
Trend / chop · Chop52.8% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-0618
2010-0743.6%39
2010-0847.5%61
2010-0945.1%82
2010-1045.6%103
2010-1148.8%123
2010-1249.0%145
2011-0149.7%165
2011-0250.5%184
2011-0349.8%207
2011-0452.0%227
2011-0552.8%248
2011-0652.4%252
2011-0754.2%251
2011-0854.8%252
2011-0959.1%252
2011-1060.3%252
2011-1159.9%252
2011-1259.0%251
2012-0160.2%251
2012-0262.5%251
2012-0364.4%250
2012-0462.9%251
2012-0562.5%251
2012-0661.6%250
2012-0761.2%250
2012-0861.2%250
2012-0957.0%249
2012-1056.5%248
2012-1155.6%248
2012-1254.7%247
2013-0153.0%247
2013-0251.0%247
2013-0349.4%245
2013-0448.6%247
2013-0549.4%247
2013-0651.2%246
2013-0752.2%247
2013-0851.2%246
2013-0951.8%247
2013-1049.8%249
2013-1149.6%248
2013-1251.8%249
2014-0150.6%249
2014-0251.4%249
2014-0352.0%250
2014-0453.8%249
2014-0552.4%248
2014-0651.8%247
2014-0751.8%247
2014-0854.1%246
2014-0954.5%244
2014-1056.1%244
2014-1155.6%243
2014-1253.9%243
2015-0155.4%242
2015-0255.8%242
2015-0356.8%243
2015-0455.6%243
2015-0553.3%242
2015-0654.3%245
2015-0753.3%246
2015-0852.4%246
2015-0954.2%249
2015-1056.5%248
2015-1157.4%249
2015-1259.2%250
2016-0159.4%249
2016-0258.0%250
2016-0357.8%249
2016-0458.2%249
2016-0560.8%250
2016-0661.6%250
2016-0761.0%249
2016-0857.2%250
2016-0956.0%250
2016-1054.4%250
2016-1153.6%250
2016-1251.4%251
2017-0150.2%251
2017-0247.8%251
2017-0347.6%252
2017-0447.2%250
2017-0546.2%251
2017-0645.4%251
2017-0747.2%250
2017-0847.6%250
2017-0948.2%249
2017-1048.4%250
2017-1149.6%250
2017-1249.0%249
2018-0148.8%250
2018-0252.0%250
2018-0353.2%248
2018-0453.6%250
2018-0554.8%250
2018-0653.8%249
2018-0752.4%250
2018-0853.6%250
2018-0950.2%249
2018-1050.0%250
2018-1150.4%250
2018-1254.4%248
2019-0154.8%248
2019-0253.2%248
2019-0351.2%248
2019-0450.4%248
2019-0550.4%248
2019-0647.8%247
2019-0748.0%248
2019-0848.2%247
2019-0951.6%248
2019-1051.6%248
2019-1151.4%247
2019-1247.4%249
2020-0147.0%249
2020-0246.2%247
2020-0348.8%248
2020-0449.2%248
2020-0549.0%247
2020-0652.2%247
2020-0754.0%248
2020-0853.6%248
2020-0952.8%248
2020-1053.8%247
2020-1154.4%248
2020-1256.6%249
2021-0156.3%247
2021-0258.5%248
2021-0356.6%249
2021-0455.4%249
2021-0555.0%249
2021-0653.6%250
2021-0749.8%249
2021-0850.0%250
2021-0949.2%250
2021-1046.6%249
2021-1146.4%250
2021-1245.8%251
2022-0148.8%252
2022-0249.6%252
2022-0350.0%252
2022-0451.0%251
2022-0551.6%252
2022-0652.2%251
2022-0754.0%250
2022-0855.0%251
2022-0955.8%251
2022-1054.6%251
2022-1155.0%251
2022-1255.2%250
2023-0154.4%250
2023-0252.8%250
2023-0353.6%250
2023-0453.8%249
2023-0554.4%250
2023-0653.2%250
2023-0754.2%249
2023-0853.0%249
2023-0953.2%248
2023-1055.4%249
2023-1153.8%249
2023-1254.4%248
2024-0154.2%249
2024-0254.6%249
2024-0353.0%247
2024-0452.6%249
2024-0552.6%249
2024-0654.4%248
2024-0753.4%249
2024-0855.6%248
2024-0956.6%249
2024-1056.6%249
2024-1156.5%248
2024-1256.6%249
2025-0155.9%247
2025-0253.4%247
2025-0352.4%248
2025-0452.2%247
2025-0552.4%246
2025-0652.6%247
2025-0752.6%247
2025-0850.8%246
2025-0949.0%247
2025-1049.8%247
2025-1150.8%246
2025-1250.2%247
2026-0147.8%247
2026-0247.4%247
2026-0349.6%248
2026-0450.8%248
2026-0551.0%247
2026-0650.8%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 53% rate on 4013 matching days was not distinguishable from the 53% base rate after adjustment (adjusted p = 1.00).

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