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 above the opening-range high on

79.2%of 824 matching days · 95% CI 76.3%81.9%

Base rate

78.3%

n 4,013

Lift

+1.0 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 2010–202279.7% n 644
Out of sample 2023–present77.8% n 180

By regime

Regime era · Pre-202078.7% n 488
Regime era · Covid 202084.6% n 52
Regime era · Post-202079.2% n 284
Trend / chop · Trend81.5% n 286
Trend / chop · Chop77.9% n 534

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0812
2010-0917
2010-1021
2010-1125
2010-1283.3%30
2011-0182.4%34
2011-0281.6%38
2011-0383.7%43
2011-0485.1%47
2011-0586.3%51
2011-0682.7%52
2011-0782.7%52
2011-0884.9%53
2011-0986.5%52
2011-1086.5%52
2011-1184.9%53
2011-1278.8%52
2012-0180.8%52
2012-0283.0%53
2012-0380.8%52
2012-0478.8%52
2012-0580.8%52
2012-0682.7%52
2012-0786.3%51
2012-0884.3%51
2012-0980.4%51
2012-1078.8%52
2012-1176.5%51
2012-1274.5%51
2013-0174.5%51
2013-0272.5%51
2013-0370.6%51
2013-0470.6%51
2013-0570.6%51
2013-0666.7%51
2013-0765.4%52
2013-0864.7%51
2013-0968.6%51
2013-1068.6%51
2013-1172.5%51
2013-1278.0%50
2014-0177.6%49
2014-0279.6%49
2014-0381.6%49
2014-0482.0%50
2014-0579.6%49
2014-0683.7%49
2014-0786.0%50
2014-0888.0%50
2014-0985.7%49
2014-1085.7%49
2014-1181.6%49
2014-1281.6%49
2015-0179.6%49
2015-0279.6%49
2015-0379.6%49
2015-0479.6%49
2015-0577.6%49
2015-0677.6%49
2015-0775.5%49
2015-0875.5%49
2015-0976.5%51
2015-1080.0%50
2015-1182.0%50
2015-1282.7%52
2016-0182.7%52
2016-0280.8%52
2016-0382.7%52
2016-0482.7%52
2016-0586.5%52
2016-0686.5%52
2016-0788.5%52
2016-0884.9%53
2016-0986.5%52
2016-1086.5%52
2016-1184.9%53
2016-1282.7%52
2017-0184.6%52
2017-0284.6%52
2017-0386.5%52
2017-0482.7%52
2017-0577.4%53
2017-0675.0%52
2017-0775.0%52
2017-0876.9%52
2017-0976.9%52
2017-1073.1%52
2017-1173.1%52
2017-1273.1%52
2018-0171.7%53
2018-0273.6%53
2018-0371.2%52
2018-0475.0%52
2018-0580.8%52
2018-0682.7%52
2018-0780.4%51
2018-0880.4%51
2018-0974.5%51
2018-1073.1%52
2018-1176.5%51
2018-1280.0%50
2019-0182.0%50
2019-0278.0%50
2019-0376.0%50
2019-0474.0%50
2019-0574.0%50
2019-0668.0%50
2019-0768.6%51
2019-0866.0%50
2019-0972.0%50
2019-1076.0%50
2019-1174.0%50
2019-1274.0%50
2020-0171.4%49
2020-0273.5%49
2020-0377.6%49
2020-0479.6%49
2020-0579.6%49
2020-0683.7%49
2020-0784.0%50
2020-0888.0%50
2020-0984.3%51
2020-1084.0%50
2020-1186.0%50
2020-1284.6%52
2021-0184.6%52
2021-0282.7%52
2021-0379.2%53
2021-0476.9%52
2021-0575.0%52
2021-0677.4%53
2021-0776.9%52
2021-0873.1%52
2021-0975.0%52
2021-1076.9%52
2021-1176.9%52
2021-1276.9%52
2022-0178.8%52
2022-0278.8%52
2022-0382.7%52
2022-0482.7%52
2022-0582.7%52
2022-0682.7%52
2022-0784.6%52
2022-0888.7%53
2022-0990.4%52
2022-1090.4%52
2022-1188.7%53
2022-1286.5%52
2023-0186.5%52
2023-0288.5%52
2023-0388.5%52
2023-0486.5%52
2023-0588.7%53
2023-0684.6%52
2023-0784.6%52
2023-0880.8%52
2023-0980.8%52
2023-1076.9%52
2023-1175.0%52
2023-1276.9%52
2024-0177.4%53
2024-0278.8%52
2024-0375.0%52
2024-0476.9%52
2024-0576.9%52
2024-0680.4%51
2024-0776.5%51
2024-0878.0%50
2024-0978.0%50
2024-1080.0%50
2024-1182.0%50
2024-1283.7%49
2025-0181.3%48
2025-0281.3%48
2025-0381.3%48
2025-0483.7%49
2025-0581.3%48
2025-0679.6%49
2025-0784.0%50
2025-0882.0%50
2025-0978.0%50
2025-1080.0%50
2025-1180.0%50
2025-1276.5%51
2026-0176.5%51
2026-0272.5%51
2026-0374.5%51
2026-0472.5%51
2026-0572.5%51
2026-0672.5%51

filters applied 1 · p 0.535 · adjusted p 0.535

The 79% rate on 824 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 0.53 across 5 filter combinations).

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