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: Thursday

Noise

RTH broke above the opening-range high on

76.7%of 810 matching days · 95% CI 73.6%79.4%

Base rate

78.3%

n 4,013

Lift

−1.6 pp

vs base rate

Matching days

810

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 2010–202277.9% n 634
Out of sample 2023–present72.2% n 176

By regime

Regime era · Pre-202076.3% n 481
Regime era · Covid 202084.3% n 51
Regime era · Post-202075.9% n 278
Trend / chop · Trend77.8% n 279
Trend / chop · Chop76.5% n 527

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0917
2010-1021
2010-1124
2010-1229
2011-0160.6%33
2011-0264.9%37
2011-0369.0%42
2011-0469.6%46
2011-0572.0%50
2011-0676.9%52
2011-0782.4%51
2011-0878.4%51
2011-0982.4%51
2011-1082.4%51
2011-1178.4%51
2011-1282.4%51
2012-0184.3%51
2012-0284.3%51
2012-0384.3%51
2012-0486.3%51
2012-0578.8%52
2012-0672.5%51
2012-0770.6%51
2012-0874.5%51
2012-0974.5%51
2012-1074.5%51
2012-1174.5%51
2012-1274.5%51
2013-0173.1%52
2013-0269.2%52
2013-0366.7%51
2013-0464.7%51
2013-0572.5%51
2013-0678.4%51
2013-0780.0%50
2013-0880.0%50
2013-0978.0%50
2013-1078.4%51
2013-1180.0%50
2013-1278.0%50
2014-0174.0%50
2014-0278.0%50
2014-0378.0%50
2014-0476.0%50
2014-0574.0%50
2014-0669.4%49
2014-0766.0%50
2014-0867.3%49
2014-0968.8%48
2014-1068.8%48
2014-1170.8%48
2014-1274.5%47
2015-0178.3%46
2015-0278.3%46
2015-0380.4%46
2015-0483.0%47
2015-0582.6%46
2015-0687.2%47
2015-0787.5%48
2015-0883.3%48
2015-0983.7%49
2015-1085.7%49
2015-1185.7%49
2015-1282.0%50
2016-0182.0%50
2016-0280.0%50
2016-0378.4%51
2016-0478.0%50
2016-0576.0%50
2016-0676.5%51
2016-0780.0%50
2016-0882.0%50
2016-0980.0%50
2016-1078.0%50
2016-1176.0%50
2016-1274.5%51
2017-0174.5%51
2017-0272.5%51
2017-0370.6%51
2017-0472.5%51
2017-0576.5%51
2017-0672.5%51
2017-0770.6%51
2017-0867.3%52
2017-0966.7%51
2017-1068.6%51
2017-1171.2%52
2017-1274.5%51
2018-0172.5%51
2018-0274.5%51
2018-0378.4%51
2018-0476.5%51
2018-0576.9%52
2018-0676.5%51
2018-0776.5%51
2018-0882.4%51
2018-0982.4%51
2018-1078.4%51
2018-1178.4%51
2018-1280.4%51
2019-0182.7%52
2019-0284.6%52
2019-0382.4%51
2019-0478.4%51
2019-0576.5%51
2019-0678.4%51
2019-0778.0%50
2019-0874.0%50
2019-0976.0%50
2019-1078.4%51
2019-1178.0%50
2019-1276.0%50
2020-0176.0%50
2020-0276.0%50
2020-0378.0%50
2020-0480.4%51
2020-0580.0%50
2020-0682.0%50
2020-0784.3%51
2020-0888.2%51
2020-0986.3%51
2020-1084.3%51
2020-1184.3%51
2020-1284.3%51
2021-0186.0%50
2021-0284.0%50
2021-0382.0%50
2021-0484.0%50
2021-0586.0%50
2021-0686.0%50
2021-0784.0%50
2021-0884.0%50
2021-0986.3%51
2021-1090.0%50
2021-1188.0%50
2021-1288.2%51
2022-0186.3%51
2022-0286.3%51
2022-0386.5%52
2022-0484.3%51
2022-0582.4%51
2022-0680.8%52
2022-0782.4%51
2022-0882.4%51
2022-0980.4%51
2022-1076.5%51
2022-1178.4%51
2022-1276.5%51
2023-0178.4%51
2023-0276.5%51
2023-0378.4%51
2023-0482.4%51
2023-0584.3%51
2023-0684.3%51
2023-0784.3%51
2023-0880.8%52
2023-0980.4%51
2023-1080.4%51
2023-1178.8%52
2023-1280.4%51
2024-0178.4%51
2024-0282.7%52
2024-0378.4%51
2024-0476.5%51
2024-0572.5%51
2024-0670.6%51
2024-0766.0%50
2024-0868.0%50
2024-0968.0%50
2024-1068.6%51
2024-1166.0%50
2024-1266.0%50
2025-0165.3%49
2025-0261.2%49
2025-0363.3%49
2025-0461.2%49
2025-0563.3%49
2025-0666.7%48
2025-0767.3%49
2025-0868.8%48
2025-0970.8%48
2025-1070.8%48
2025-1170.8%48
2025-1270.2%47
2026-0166.0%47
2026-0266.0%47
2026-0366.0%47
2026-0470.8%48
2026-0572.3%47
2026-0670.8%48

filters applied 1 · p 0.315 · adjusted p 0.450

The 77% rate on 810 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