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 below the opening-range low on

77.0%of 810 matching days · 95% CI 74.0%79.8%

Base rate

74.8%

n 4,013

Lift

+2.3 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 2010–202276.0% n 634
Out of sample 2023–present80.7% n 176

By regime

Regime era · Pre-202076.9% n 481
Regime era · Covid 202076.5% n 51
Regime era · Post-202077.3% n 278
Trend / chop · Trend79.6% n 279
Trend / chop · Chop75.7% 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
2011-0175.8%33
2011-0275.7%37
2011-0376.2%42
2011-0478.3%46
2011-0576.0%50
2011-0676.9%52
2011-0772.5%51
2011-0874.5%51
2011-0978.4%51
2011-1076.5%51
2011-1180.4%51
2011-1278.4%51
2012-0178.4%51
2012-0280.4%51
2012-0382.4%51
2012-0478.4%51
2012-0582.7%52
2012-0684.3%51
2012-0790.2%51
2012-0888.2%51
2012-0986.3%51
2012-1086.3%51
2012-1186.3%51
2012-1284.3%51
2013-0184.6%52
2013-0282.7%52
2013-0380.4%51
2013-0480.4%51
2013-0574.5%51
2013-0672.5%51
2013-0770.0%50
2013-0870.0%50
2013-0968.0%50
2013-1064.7%51
2013-1162.0%50
2013-1266.0%50
2014-0164.0%50
2014-0262.0%50
2014-0362.0%50
2014-0466.0%50
2014-0568.0%50
2014-0669.4%49
2014-0770.0%50
2014-0869.4%49
2014-0970.8%48
2014-1072.9%48
2014-1175.0%48
2014-1272.3%47
2015-0171.7%46
2015-0269.6%46
2015-0369.6%46
2015-0466.0%47
2015-0565.2%46
2015-0663.8%47
2015-0764.6%48
2015-0866.7%48
2015-0967.3%49
2015-1069.4%49
2015-1169.4%49
2015-1272.0%50
2016-0174.0%50
2016-0280.0%50
2016-0380.4%51
2016-0484.0%50
2016-0588.0%50
2016-0690.2%51
2016-0790.0%50
2016-0888.0%50
2016-0986.0%50
2016-1088.0%50
2016-1188.0%50
2016-1286.3%51
2017-0184.3%51
2017-0280.4%51
2017-0380.4%51
2017-0478.4%51
2017-0574.5%51
2017-0674.5%51
2017-0776.5%51
2017-0876.9%52
2017-0978.4%51
2017-1078.4%51
2017-1176.9%52
2017-1276.5%51
2018-0178.4%51
2018-0282.4%51
2018-0384.3%51
2018-0482.4%51
2018-0584.6%52
2018-0682.4%51
2018-0780.4%51
2018-0878.4%51
2018-0974.5%51
2018-1072.5%51
2018-1176.5%51
2018-1278.4%51
2019-0175.0%52
2019-0273.1%52
2019-0370.6%51
2019-0474.5%51
2019-0574.5%51
2019-0676.5%51
2019-0778.0%50
2019-0882.0%50
2019-0986.0%50
2019-1086.3%51
2019-1186.0%50
2019-1280.0%50
2020-0182.0%50
2020-0280.0%50
2020-0378.0%50
2020-0478.4%51
2020-0578.0%50
2020-0678.0%50
2020-0778.4%51
2020-0876.5%51
2020-0976.5%51
2020-1076.5%51
2020-1172.5%51
2020-1276.5%51
2021-0172.0%50
2021-0276.0%50
2021-0380.0%50
2021-0476.0%50
2021-0576.0%50
2021-0672.0%50
2021-0768.0%50
2021-0866.0%50
2021-0966.7%51
2021-1060.0%50
2021-1162.0%50
2021-1262.7%51
2022-0168.6%51
2022-0266.7%51
2022-0365.4%52
2022-0468.6%51
2022-0568.6%51
2022-0671.2%52
2022-0772.5%51
2022-0876.5%51
2022-0976.5%51
2022-1082.4%51
2022-1180.4%51
2022-1280.4%51
2023-0180.4%51
2023-0282.4%51
2023-0380.4%51
2023-0476.5%51
2023-0576.5%51
2023-0670.6%51
2023-0770.6%51
2023-0867.3%52
2023-0964.7%51
2023-1066.7%51
2023-1171.2%52
2023-1272.5%51
2024-0172.5%51
2024-0269.2%52
2024-0372.5%51
2024-0474.5%51
2024-0578.4%51
2024-0684.3%51
2024-0786.0%50
2024-0888.0%50
2024-0992.0%50
2024-1092.2%51
2024-1190.0%50
2024-1290.0%50
2025-0187.8%49
2025-0289.8%49
2025-0385.7%49
2025-0485.7%49
2025-0583.7%49
2025-0681.3%48
2025-0779.6%49
2025-0879.2%48
2025-0977.1%48
2025-1075.0%48
2025-1177.1%48
2025-1276.6%47
2026-0178.7%47
2026-0280.9%47
2026-0383.0%47
2026-0483.3%48
2026-0583.0%47
2026-0683.3%48

filters applied 1 · p 0.171 · adjusted p 0.285

The 77% rate on 810 matching days was not distinguishable from the 75% base rate after adjustment (adjusted p = 0.28 across 5 filter combinations).

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