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 below the opening-range low on

78.5%of 824 matching days · 95% CI 75.6%81.2%

Base rate

74.8%

n 4,013

Lift

+3.8 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 2010–202277.5% n 644
Out of sample 2023–present82.2% n 180

By regime

Regime era · Pre-202077.9% n 488
Regime era · Covid 202078.8% n 52
Regime era · Post-202079.6% n 284
Trend / chop · Trend79.0% n 286
Trend / chop · Chop78.3% n 534

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0812
2010-0917
2010-1021
2010-1125
2010-1266.7%30
2011-0164.7%34
2011-0265.8%38
2011-0365.1%43
2011-0468.1%47
2011-0566.7%51
2011-0669.2%52
2011-0771.2%52
2011-0873.6%53
2011-0975.0%52
2011-1078.8%52
2011-1179.2%53
2011-1282.7%52
2012-0184.6%52
2012-0286.8%53
2012-0390.4%52
2012-0488.5%52
2012-0590.4%52
2012-0688.5%52
2012-0786.3%51
2012-0882.4%51
2012-0982.4%51
2012-1080.8%52
2012-1182.4%51
2012-1282.4%51
2013-0178.4%51
2013-0276.5%51
2013-0374.5%51
2013-0474.5%51
2013-0574.5%51
2013-0676.5%51
2013-0776.9%52
2013-0878.4%51
2013-0978.4%51
2013-1078.4%51
2013-1174.5%51
2013-1274.0%50
2014-0177.6%49
2014-0279.6%49
2014-0381.6%49
2014-0484.0%50
2014-0583.7%49
2014-0679.6%49
2014-0780.0%50
2014-0880.0%50
2014-0981.6%49
2014-1083.7%49
2014-1183.7%49
2014-1281.6%49
2015-0179.6%49
2015-0279.6%49
2015-0379.6%49
2015-0477.6%49
2015-0577.6%49
2015-0679.6%49
2015-0779.6%49
2015-0879.6%49
2015-0980.4%51
2015-1080.0%50
2015-1182.0%50
2015-1284.6%52
2016-0186.5%52
2016-0286.5%52
2016-0384.6%52
2016-0480.8%52
2016-0580.8%52
2016-0680.8%52
2016-0780.8%52
2016-0881.1%53
2016-0978.8%52
2016-1075.0%52
2016-1173.6%53
2016-1273.1%52
2017-0171.2%52
2017-0267.3%52
2017-0365.4%52
2017-0471.2%52
2017-0573.6%53
2017-0675.0%52
2017-0775.0%52
2017-0871.2%52
2017-0973.1%52
2017-1076.9%52
2017-1178.8%52
2017-1276.9%52
2018-0179.2%53
2018-0281.1%53
2018-0384.6%52
2018-0482.7%52
2018-0578.8%52
2018-0678.8%52
2018-0776.5%51
2018-0878.4%51
2018-0978.4%51
2018-1076.9%52
2018-1176.5%51
2018-1278.0%50
2019-0178.0%50
2019-0280.0%50
2019-0378.0%50
2019-0478.0%50
2019-0578.0%50
2019-0678.0%50
2019-0780.4%51
2019-0882.0%50
2019-0980.0%50
2019-1080.0%50
2019-1178.0%50
2019-1274.0%50
2020-0173.5%49
2020-0271.4%49
2020-0373.5%49
2020-0473.5%49
2020-0575.5%49
2020-0675.5%49
2020-0778.0%50
2020-0874.0%50
2020-0974.5%51
2020-1076.0%50
2020-1176.0%50
2020-1278.8%52
2021-0175.0%52
2021-0276.9%52
2021-0373.6%53
2021-0471.2%52
2021-0571.2%52
2021-0671.7%53
2021-0767.3%52
2021-0873.1%52
2021-0973.1%52
2021-1071.2%52
2021-1175.0%52
2021-1273.1%52
2022-0178.8%52
2022-0278.8%52
2022-0382.7%52
2022-0484.6%52
2022-0584.6%52
2022-0682.7%52
2022-0780.8%52
2022-0877.4%53
2022-0976.9%52
2022-1075.0%52
2022-1175.5%53
2022-1276.9%52
2023-0175.0%52
2023-0275.0%52
2023-0375.0%52
2023-0475.0%52
2023-0577.4%53
2023-0676.9%52
2023-0780.8%52
2023-0882.7%52
2023-0984.6%52
2023-1088.5%52
2023-1186.5%52
2023-1288.5%52
2024-0190.6%53
2024-0290.4%52
2024-0390.4%52
2024-0490.4%52
2024-0586.5%52
2024-0686.3%51
2024-0786.3%51
2024-0888.0%50
2024-0988.0%50
2024-1088.0%50
2024-1188.0%50
2024-1283.7%49
2025-0179.2%48
2025-0277.1%48
2025-0375.0%48
2025-0473.5%49
2025-0577.1%48
2025-0679.6%49
2025-0780.0%50
2025-0878.0%50
2025-0978.0%50
2025-1078.0%50
2025-1176.0%50
2025-1280.4%51
2026-0180.4%51
2026-0278.4%51
2026-0380.4%51
2026-0478.4%51
2026-0576.5%51
2026-0676.5%51

filters applied 1 · p 0.022 · adjusted p 0.056

The 79% rate on 824 matching days was not distinguishable from the 75% base rate after adjustment (adjusted p = 0.06 across 5 filter combinations).

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