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: Friday

Noise

RTH broke above the opening-range high on

75.7%of 795 matching days · 95% CI 72.6%78.6%

Base rate

78.3%

n 4,013

Lift

−2.5 pp

vs base rate

Matching days

795

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 2010–202275.2% n 620
Out of sample 2023–present77.7% n 175

By regime

Regime era · Pre-202075.3% n 474
Regime era · Covid 202072.3% n 47
Regime era · Post-202077.0% n 274
Trend / chop · Trend79.6% n 284
Trend / chop · Chop73.6% n 507

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0916
2010-1021
2010-1124
2010-1228
2011-0175.0%32
2011-0277.8%36
2011-0375.0%40
2011-0475.0%44
2011-0575.0%48
2011-0669.4%49
2011-0773.5%49
2011-0873.5%49
2011-0978.0%50
2011-1079.6%49
2011-1177.6%49
2011-1278.0%50
2012-0180.0%50
2012-0280.0%50
2012-0378.0%50
2012-0478.0%50
2012-0576.0%50
2012-0680.0%50
2012-0776.0%50
2012-0878.4%51
2012-0974.0%50
2012-1072.0%50
2012-1170.6%51
2012-1270.0%50
2013-0168.0%50
2013-0268.0%50
2013-0369.4%49
2013-0470.0%50
2013-0574.5%51
2013-0674.0%50
2013-0776.0%50
2013-0872.0%50
2013-0974.0%50
2013-1076.0%50
2013-1180.0%50
2013-1278.0%50
2014-0174.5%51
2014-0274.5%51
2014-0374.5%51
2014-0472.0%50
2014-0570.0%50
2014-0671.4%49
2014-0772.9%48
2014-0877.1%48
2014-0975.0%48
2014-1073.5%49
2014-1168.8%48
2014-1270.8%48
2015-0175.0%48
2015-0272.9%48
2015-0377.1%48
2015-0479.2%48
2015-0577.1%48
2015-0675.5%49
2015-0772.0%50
2015-0871.4%49
2015-0973.5%49
2015-1075.5%49
2015-1177.6%49
2015-1277.1%48
2016-0178.7%47
2016-0276.6%47
2016-0376.1%46
2016-0474.5%47
2016-0578.7%47
2016-0676.6%47
2016-0779.2%48
2016-0879.2%48
2016-0977.6%49
2016-1075.0%48
2016-1175.0%48
2016-1272.0%50
2017-0168.0%50
2017-0272.0%50
2017-0373.1%52
2017-0474.0%50
2017-0574.0%50
2017-0676.5%51
2017-0778.0%50
2017-0878.0%50
2017-0978.0%50
2017-1080.0%50
2017-1180.0%50
2017-1282.0%50
2018-0184.0%50
2018-0282.0%50
2018-0379.6%49
2018-0476.0%50
2018-0576.0%50
2018-0676.0%50
2018-0774.0%50
2018-0874.5%51
2018-0976.0%50
2018-1076.0%50
2018-1174.5%51
2018-1276.0%50
2019-0178.0%50
2019-0278.0%50
2019-0378.4%51
2019-0482.0%50
2019-0580.4%51
2019-0680.0%50
2019-0780.0%50
2019-0874.0%50
2019-0972.0%50
2019-1072.0%50
2019-1174.0%50
2019-1274.0%50
2020-0170.6%51
2020-0269.4%49
2020-0371.4%49
2020-0469.4%49
2020-0571.4%49
2020-0671.4%49
2020-0771.4%49
2020-0875.0%48
2020-0972.9%48
2020-1070.8%48
2020-1172.9%48
2020-1272.3%47
2021-0173.9%46
2021-0274.5%47
2021-0374.5%47
2021-0479.2%48
2021-0576.6%47
2021-0674.5%47
2021-0775.0%48
2021-0875.0%48
2021-0977.1%48
2021-1077.1%48
2021-1175.0%48
2021-1273.5%49
2022-0175.5%49
2022-0277.6%49
2022-0373.5%49
2022-0469.4%49
2022-0569.4%49
2022-0671.4%49
2022-0773.5%49
2022-0873.5%49
2022-0976.0%50
2022-1073.5%49
2022-1173.5%49
2022-1278.0%50
2023-0178.0%50
2023-0274.0%50
2023-0378.4%51
2023-0482.0%50
2023-0580.0%50
2023-0678.4%51
2023-0776.0%50
2023-0878.0%50
2023-0976.0%50
2023-1078.0%50
2023-1180.0%50
2023-1280.0%50
2024-0180.0%50
2024-0280.0%50
2024-0377.6%49
2024-0478.0%50
2024-0580.4%51
2024-0684.0%50
2024-0784.0%50
2024-0884.0%50
2024-0982.0%50
2024-1084.0%50
2024-1182.0%50
2024-1280.0%50
2025-0178.4%51
2025-0278.4%51
2025-0378.4%51
2025-0476.0%50
2025-0576.0%50
2025-0674.0%50
2025-0773.5%49
2025-0869.4%49
2025-0971.4%49
2025-1070.0%50
2025-1171.4%49
2025-1271.4%49
2026-0169.4%49
2026-0273.5%49
2026-0371.4%49
2026-0473.5%49
2026-0575.5%49
2026-0675.0%48

filters applied 1 · p 0.114 · adjusted p 0.450

The 76% rate on 795 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 0.45 across 5 filter combinations).

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