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

Strong edge

RTH broke below the opening-range low on

69.2%of 756 matching days · 95% CI 65.8%72.4%

Base rate

74.8%

n 4,013

Lift

−5.6 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 2010–202269.2% n 590
Out of sample 2023–present69.3% n 166

By regime

Regime era · Pre-202069.8% n 450
Regime era · Covid 202052.1% n 48
Regime era · Post-202071.3% n 258
Trend / chop · Trend65.4% n 260
Trend / chop · Chop70.9% 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
2011-0175.0%32
2011-0271.4%35
2011-0371.8%39
2011-0474.4%43
2011-0576.6%47
2011-0672.3%47
2011-0772.3%47
2011-0874.5%47
2011-0978.7%47
2011-1079.2%48
2011-1176.6%47
2011-1276.1%46
2012-0177.8%45
2012-0280.0%45
2012-0380.0%45
2012-0478.3%46
2012-0575.6%45
2012-0677.8%45
2012-0780.4%46
2012-0880.4%46
2012-0978.3%46
2012-1082.2%45
2012-1182.2%45
2012-1276.1%46
2013-0173.9%46
2013-0276.1%46
2013-0376.1%46
2013-0476.1%46
2013-0576.1%46
2013-0678.3%46
2013-0776.1%46
2013-0876.1%46
2013-0974.5%47
2013-1070.2%47
2013-1172.3%47
2013-1277.1%48
2014-0179.2%48
2014-0275.0%48
2014-0375.5%49
2014-0477.1%48
2014-0572.9%48
2014-0671.4%49
2014-0770.8%48
2014-0870.8%48
2014-0972.9%48
2014-1075.0%48
2014-1168.8%48
2014-1266.7%48
2015-0166.7%48
2015-0270.8%48
2015-0366.7%48
2015-0462.5%48
2015-0566.7%48
2015-0668.8%48
2015-0766.7%48
2015-0863.3%49
2015-0964.6%48
2015-1062.5%48
2015-1165.3%49
2015-1268.8%48
2016-0168.8%48
2016-0267.3%49
2016-0370.8%48
2016-0472.9%48
2016-0570.8%48
2016-0670.8%48
2016-0770.2%47
2016-0868.1%47
2016-0966.0%47
2016-1066.7%48
2016-1166.0%47
2016-1260.9%46
2017-0157.8%45
2017-0253.3%45
2017-0353.3%45
2017-0451.1%45
2017-0548.9%45
2017-0644.4%45
2017-0750.0%46
2017-0853.3%45
2017-0953.3%45
2017-1057.8%45
2017-1157.8%45
2017-1257.8%45
2018-0155.6%45
2018-0260.0%45
2018-0362.2%45
2018-0467.4%46
2018-0571.1%45
2018-0668.9%45
2018-0767.4%46
2018-0867.4%46
2018-0967.4%46
2018-1067.4%46
2018-1171.7%46
2018-1276.6%47
2019-0178.7%47
2019-0278.7%47
2019-0376.6%47
2019-0472.3%47
2019-0570.2%47
2019-0672.3%47
2019-0772.3%47
2019-0876.6%47
2019-0977.1%48
2019-1072.3%47
2019-1166.0%47
2019-1264.6%48
2020-0160.4%48
2020-0256.3%48
2020-0354.2%48
2020-0456.3%48
2020-0556.3%48
2020-0654.2%48
2020-0752.1%48
2020-0846.9%49
2020-0947.9%48
2020-1050.0%48
2020-1155.1%49
2020-1252.1%48
2021-0158.3%48
2021-0264.6%48
2021-0364.6%48
2021-0464.6%48
2021-0567.3%49
2021-0666.7%48
2021-0768.1%47
2021-0868.1%47
2021-0966.0%47
2021-1063.8%47
2021-1166.0%47
2021-1266.0%47
2022-0164.6%48
2022-0264.6%48
2022-0368.1%47
2022-0468.1%47
2022-0570.2%47
2022-0676.1%46
2022-0778.3%46
2022-0880.4%46
2022-0980.4%46
2022-1080.9%47
2022-1180.4%46
2022-1284.4%45
2023-0184.1%44
2023-0281.8%44
2023-0379.5%44
2023-0481.8%44
2023-0579.5%44
2023-0679.5%44
2023-0780.0%45
2023-0881.8%44
2023-0979.5%44
2023-1075.0%44
2023-1170.5%44
2023-1265.9%44
2024-0165.9%44
2024-0268.2%44
2024-0368.2%44
2024-0465.9%44
2024-0563.6%44
2024-0662.2%45
2024-0763.0%46
2024-0863.0%46
2024-0968.1%47
2024-1076.1%46
2024-1178.3%46
2024-1279.2%48
2025-0179.2%48
2025-0277.1%48
2025-0377.6%49
2025-0477.1%48
2025-0577.1%48
2025-0675.5%49
2025-0772.9%48
2025-0870.8%48
2025-0966.7%48
2025-1060.4%48
2025-1160.4%48
2025-1262.5%48
2026-0158.3%48
2026-0256.3%48
2026-0356.3%48
2026-0458.3%48
2026-0562.5%48
2026-0664.6%48

filters applied 1 · p 0.001 · adjusted p 0.007

On 756 matching days the rate was 69% against a 75% base rate (-5.6pp), held up out of sample (69% since 2023), and survived multiple-comparison adjustment (p = 0.007).

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