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 below the opening-range low on

74.3%of 795 matching days · 95% CI 71.2%77.3%

Base rate

74.8%

n 4,013

Lift

−0.4 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 2010–202275.3% n 620
Out of sample 2023–present70.9% n 175

By regime

Regime era · Pre-202075.9% n 474
Regime era · Covid 202078.7% n 47
Regime era · Post-202070.8% n 274
Trend / chop · Trend73.6% n 284
Trend / chop · Chop74.8% 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
2011-0178.1%32
2011-0277.8%36
2011-0375.0%40
2011-0477.3%44
2011-0579.2%48
2011-0681.6%49
2011-0783.7%49
2011-0883.7%49
2011-0984.0%50
2011-1083.7%49
2011-1183.7%49
2011-1286.0%50
2012-0182.0%50
2012-0282.0%50
2012-0386.0%50
2012-0486.0%50
2012-0584.0%50
2012-0682.0%50
2012-0778.0%50
2012-0874.5%51
2012-0972.0%50
2012-1074.0%50
2012-1172.5%51
2012-1272.0%50
2013-0174.0%50
2013-0274.0%50
2013-0371.4%49
2013-0468.0%50
2013-0566.7%51
2013-0668.0%50
2013-0772.0%50
2013-0874.0%50
2013-0976.0%50
2013-1070.0%50
2013-1168.0%50
2013-1268.0%50
2014-0168.6%51
2014-0270.6%51
2014-0372.5%51
2014-0476.0%50
2014-0578.0%50
2014-0677.6%49
2014-0777.1%48
2014-0879.2%48
2014-0981.3%48
2014-1083.7%49
2014-1187.5%48
2014-1285.4%48
2015-0185.4%48
2015-0283.3%48
2015-0383.3%48
2015-0483.3%48
2015-0579.2%48
2015-0679.6%49
2015-0778.0%50
2015-0877.6%49
2015-0977.6%49
2015-1079.6%49
2015-1177.6%49
2015-1279.2%48
2016-0176.6%47
2016-0276.6%47
2016-0376.1%46
2016-0476.6%47
2016-0576.6%47
2016-0678.7%47
2016-0775.0%48
2016-0870.8%48
2016-0971.4%49
2016-1070.8%48
2016-1170.8%48
2016-1272.0%50
2017-0172.0%50
2017-0270.0%50
2017-0369.2%52
2017-0470.0%50
2017-0570.0%50
2017-0670.6%51
2017-0772.0%50
2017-0876.0%50
2017-0976.0%50
2017-1072.0%50
2017-1174.0%50
2017-1272.0%50
2018-0170.0%50
2018-0274.0%50
2018-0373.5%49
2018-0474.0%50
2018-0574.0%50
2018-0672.0%50
2018-0774.0%50
2018-0872.5%51
2018-0970.0%50
2018-1076.0%50
2018-1172.5%51
2018-1276.0%50
2019-0178.0%50
2019-0276.0%50
2019-0376.5%51
2019-0476.0%50
2019-0580.4%51
2019-0676.0%50
2019-0776.0%50
2019-0876.0%50
2019-0978.0%50
2019-1074.0%50
2019-1178.0%50
2019-1274.0%50
2020-0176.5%51
2020-0275.5%49
2020-0377.6%49
2020-0477.6%49
2020-0571.4%49
2020-0675.5%49
2020-0775.5%49
2020-0875.0%48
2020-0975.0%48
2020-1077.1%48
2020-1177.1%48
2020-1278.7%47
2021-0180.4%46
2021-0280.9%47
2021-0380.9%47
2021-0477.1%48
2021-0578.7%47
2021-0678.7%47
2021-0772.9%48
2021-0870.8%48
2021-0966.7%48
2021-1066.7%48
2021-1164.6%48
2021-1267.3%49
2022-0165.3%49
2022-0265.3%49
2022-0363.3%49
2022-0467.3%49
2022-0567.3%49
2022-0667.3%49
2022-0773.5%49
2022-0875.5%49
2022-0978.0%50
2022-1075.5%49
2022-1175.5%49
2022-1274.0%50
2023-0172.0%50
2023-0272.0%50
2023-0370.6%51
2023-0468.0%50
2023-0568.0%50
2023-0668.6%51
2023-0768.0%50
2023-0870.0%50
2023-0972.0%50
2023-1074.0%50
2023-1172.0%50
2023-1272.0%50
2024-0174.0%50
2024-0272.0%50
2024-0373.5%49
2024-0472.0%50
2024-0576.5%51
2024-0674.0%50
2024-0774.0%50
2024-0872.0%50
2024-0970.0%50
2024-1068.0%50
2024-1170.0%50
2024-1270.0%50
2025-0172.5%51
2025-0272.5%51
2025-0372.5%51
2025-0476.0%50
2025-0574.0%50
2025-0678.0%50
2025-0777.6%49
2025-0875.5%49
2025-0975.5%49
2025-1076.0%50
2025-1175.5%49
2025-1275.5%49
2026-0173.5%49
2026-0269.4%49
2026-0371.4%49
2026-0469.4%49
2026-0567.3%49
2026-0664.6%48

filters applied 1 · p 0.805 · adjusted p 0.805

The 74% rate on 795 matching days was not distinguishable from the 75% base rate after adjustment (adjusted p = 0.80 across 5 filter combinations).

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