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: Monday

Noise

RTH broke above the opening-range high on

79.8%of 756 matching days · 95% CI 76.8%82.5%

Base rate

78.3%

n 4,013

Lift

+1.5 pp

vs base rate

Matching days

756

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 2010–202278.8% n 590
Out of sample 2023–present83.1% n 166

By regime

Regime era · Pre-202077.8% n 450
Regime era · Covid 202093.8% n 48
Regime era · Post-202080.6% n 258
Trend / chop · Trend81.9% n 260
Trend / chop · Chop78.5% n 492

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-077
2010-0812
2010-0915
2010-1019
2010-1124
2010-1228
2011-0193.8%32
2011-0291.4%35
2011-0387.2%39
2011-0483.7%43
2011-0585.1%47
2011-0685.1%47
2011-0783.0%47
2011-0876.6%47
2011-0976.6%47
2011-1079.2%48
2011-1178.7%47
2011-1273.9%46
2012-0171.1%45
2012-0273.3%45
2012-0377.8%45
2012-0478.3%46
2012-0577.8%45
2012-0671.1%45
2012-0773.9%46
2012-0878.3%46
2012-0973.9%46
2012-1073.3%45
2012-1173.3%45
2012-1276.1%46
2013-0176.1%46
2013-0276.1%46
2013-0376.1%46
2013-0476.1%46
2013-0576.1%46
2013-0682.6%46
2013-0780.4%46
2013-0880.4%46
2013-0980.9%47
2013-1080.9%47
2013-1176.6%47
2013-1277.1%48
2014-0175.0%48
2014-0272.9%48
2014-0371.4%49
2014-0475.0%48
2014-0575.0%48
2014-0673.5%49
2014-0777.1%48
2014-0877.1%48
2014-0977.1%48
2014-1077.1%48
2014-1183.3%48
2014-1281.3%48
2015-0183.3%48
2015-0285.4%48
2015-0387.5%48
2015-0487.5%48
2015-0585.4%48
2015-0683.3%48
2015-0783.3%48
2015-0883.7%49
2015-0983.3%48
2015-1083.3%48
2015-1179.6%49
2015-1281.3%48
2016-0181.3%48
2016-0281.6%49
2016-0379.2%48
2016-0479.2%48
2016-0583.3%48
2016-0683.3%48
2016-0780.9%47
2016-0878.7%47
2016-0983.0%47
2016-1081.3%48
2016-1183.0%47
2016-1284.8%46
2017-0182.2%45
2017-0282.2%45
2017-0384.4%45
2017-0482.2%45
2017-0582.2%45
2017-0682.2%45
2017-0782.6%46
2017-0882.2%45
2017-0982.2%45
2017-1080.0%45
2017-1180.0%45
2017-1277.8%45
2018-0182.2%45
2018-0282.2%45
2018-0380.0%45
2018-0480.4%46
2018-0577.8%45
2018-0677.8%45
2018-0776.1%46
2018-0876.1%46
2018-0971.7%46
2018-1076.1%46
2018-1171.7%46
2018-1270.2%47
2019-0170.2%47
2019-0268.1%47
2019-0366.0%47
2019-0466.0%47
2019-0566.0%47
2019-0663.8%47
2019-0761.7%47
2019-0861.7%47
2019-0964.6%48
2019-1063.8%47
2019-1168.1%47
2019-1268.8%48
2020-0168.8%48
2020-0270.8%48
2020-0375.0%48
2020-0477.1%48
2020-0579.2%48
2020-0685.4%48
2020-0789.6%48
2020-0887.8%49
2020-0989.6%48
2020-1089.6%48
2020-1189.8%49
2020-1293.8%48
2021-0189.6%48
2021-0289.6%48
2021-0389.6%48
2021-0487.5%48
2021-0585.7%49
2021-0685.4%48
2021-0783.0%47
2021-0887.2%47
2021-0985.1%47
2021-1083.0%47
2021-1180.9%47
2021-1278.7%47
2022-0183.3%48
2022-0283.3%48
2022-0378.7%47
2022-0480.9%47
2022-0580.9%47
2022-0676.1%46
2022-0773.9%46
2022-0871.7%46
2022-0973.9%46
2022-1072.3%47
2022-1176.1%46
2022-1273.3%45
2023-0172.7%44
2023-0272.7%44
2023-0377.3%44
2023-0472.7%44
2023-0575.0%44
2023-0679.5%44
2023-0780.0%45
2023-0879.5%44
2023-0979.5%44
2023-1084.1%44
2023-1181.8%44
2023-1286.4%44
2024-0184.1%44
2024-0284.1%44
2024-0384.1%44
2024-0484.1%44
2024-0581.8%44
2024-0682.2%45
2024-0787.0%46
2024-0887.0%46
2024-0987.2%47
2024-1084.8%46
2024-1182.6%46
2024-1283.3%48
2025-0185.4%48
2025-0283.3%48
2025-0379.6%49
2025-0479.2%48
2025-0581.3%48
2025-0681.6%49
2025-0781.3%48
2025-0883.3%48
2025-0983.3%48
2025-1085.4%48
2025-1187.5%48
2025-1279.2%48
2026-0179.2%48
2026-0279.2%48
2026-0381.3%48
2026-0483.3%48
2026-0581.3%48
2026-0681.3%48

filters applied 1 · p 0.360 · adjusted p 0.450

The 80% rate on 756 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