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: Tuesday

Noise

RTH broke below the opening-range low on

74.3%of 828 matching days · 95% CI 71.2%77.1%

Base rate

74.8%

n 4,013

Lift

−0.5 pp

vs base rate

Matching days

828

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 2010–202274.4% n 644
Out of sample 2023–present73.9% n 184

By regime

Regime era · Pre-202073.8% n 489
Regime era · Covid 202078.4% n 51
Regime era · Post-202074.3% n 288
Trend / chop · Trend69.1% n 288
Trend / chop · Chop77.1% n 536

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0813
2010-0917
2010-1021
2010-1126
2010-1270.0%30
2011-0170.6%34
2011-0271.1%38
2011-0369.8%43
2011-0470.2%47
2011-0571.2%52
2011-0667.3%52
2011-0767.3%52
2011-0869.2%52
2011-0971.2%52
2011-1073.1%52
2011-1173.1%52
2011-1271.2%52
2012-0171.7%53
2012-0271.2%52
2012-0373.1%52
2012-0473.1%52
2012-0573.1%52
2012-0675.0%52
2012-0776.9%52
2012-0878.4%51
2012-0976.5%51
2012-1076.0%50
2012-1176.0%50
2012-1275.5%49
2013-0177.1%48
2013-0275.0%48
2013-0375.0%48
2013-0475.5%49
2013-0575.0%48
2013-0675.0%48
2013-0775.5%49
2013-0873.5%49
2013-0973.5%49
2013-1074.0%50
2013-1174.0%50
2013-1276.5%51
2014-0172.5%51
2014-0274.5%51
2014-0372.5%51
2014-0470.6%51
2014-0570.6%51
2014-0670.6%51
2014-0766.7%51
2014-0866.7%51
2014-0966.7%51
2014-1064.0%50
2014-1164.0%50
2014-1264.7%51
2015-0168.6%51
2015-0270.6%51
2015-0375.0%52
2015-0478.4%51
2015-0580.4%51
2015-0682.7%52
2015-0784.3%51
2015-0886.3%51
2015-0988.5%52
2015-1090.4%52
2015-1190.4%52
2015-1286.5%52
2016-0186.5%52
2016-0284.6%52
2016-0380.8%52
2016-0480.8%52
2016-0577.4%53
2016-0676.9%52
2016-0778.8%52
2016-0875.0%52
2016-0973.1%52
2016-1075.0%52
2016-1176.9%52
2016-1276.9%52
2017-0177.4%53
2017-0275.5%53
2017-0378.8%52
2017-0476.9%52
2017-0576.9%52
2017-0678.8%52
2017-0774.5%51
2017-0874.5%51
2017-0976.5%51
2017-1075.0%52
2017-1174.5%51
2017-1274.5%51
2018-0170.6%51
2018-0268.6%51
2018-0368.6%51
2018-0468.6%51
2018-0570.6%51
2018-0670.6%51
2018-0773.1%52
2018-0874.5%51
2018-0968.6%51
2018-1064.7%51
2018-1164.7%51
2018-1268.0%50
2019-0169.4%49
2019-0267.3%49
2019-0367.3%49
2019-0468.0%50
2019-0569.4%49
2019-0667.3%49
2019-0766.0%50
2019-0866.0%50
2019-0970.0%50
2019-1074.0%50
2019-1176.0%50
2019-1272.5%51
2020-0170.6%51
2020-0274.5%51
2020-0375.0%52
2020-0474.5%51
2020-0574.5%51
2020-0672.5%51
2020-0776.0%50
2020-0876.0%50
2020-0976.0%50
2020-1078.0%50
2020-1176.0%50
2020-1278.4%51
2021-0180.4%51
2021-0280.4%51
2021-0378.4%51
2021-0476.5%51
2021-0574.5%51
2021-0675.0%52
2021-0773.1%52
2021-0873.6%53
2021-0975.0%52
2021-1071.2%52
2021-1169.8%53
2021-1269.2%52
2022-0169.2%52
2022-0273.1%52
2022-0373.1%52
2022-0475.0%52
2022-0577.4%53
2022-0676.9%52
2022-0776.9%52
2022-0876.9%52
2022-0976.9%52
2022-1076.9%52
2022-1178.8%52
2022-1280.8%52
2023-0179.2%53
2023-0275.5%53
2023-0376.9%52
2023-0478.8%52
2023-0576.9%52
2023-0678.8%52
2023-0778.4%51
2023-0878.4%51
2023-0978.4%51
2023-1080.8%52
2023-1178.4%51
2023-1270.6%51
2024-0170.6%51
2024-0274.5%51
2024-0372.5%51
2024-0471.2%52
2024-0568.6%51
2024-0668.6%51
2024-0769.2%52
2024-0869.2%52
2024-0969.2%52
2024-1065.4%52
2024-1165.4%52
2024-1271.2%52
2025-0174.5%51
2025-0270.6%51
2025-0372.5%51
2025-0470.6%51
2025-0570.6%51
2025-0668.6%51
2025-0770.6%51
2025-0872.5%51
2025-0971.2%52
2025-1076.5%51
2025-1180.4%51
2025-1280.8%52
2026-0176.9%52
2026-0278.8%52
2026-0379.2%53
2026-0480.8%52
2026-0580.8%52
2026-0681.1%53

filters applied 1 · p 0.772 · adjusted p 0.805

The 74% rate on 828 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