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

All matching sessions

Noise

RTH broke below the opening-range low on

74.8%of 4,013 matching days · 95% CI 73.4%76.1%

Base rate

74.8%

n 4,013

Lift

+0.0 pp

vs base rate

Matching days

4,013

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 2010–202274.6% n 3,132
Out of sample 2023–present75.5% n 881

By regime

Regime era · Pre-202074.9% n 2,382
Regime era · Covid 202073.1% n 249
Regime era · Post-202074.7% n 1,382
Trend / chop · Trend73.4% n 1,397
Trend / chop · Chop75.4% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-0618
2010-0774.4%39
2010-0873.8%61
2010-0970.7%82
2010-1069.9%103
2010-1171.5%123
2010-1271.7%145
2011-0172.7%165
2011-0272.3%184
2011-0371.5%207
2011-0473.6%227
2011-0573.8%248
2011-0673.4%252
2011-0773.3%251
2011-0875.0%252
2011-0977.4%252
2011-1078.2%252
2011-1178.6%252
2011-1278.9%251
2012-0178.9%251
2012-0280.1%251
2012-0382.4%250
2012-0480.9%251
2012-0581.3%251
2012-0681.6%250
2012-0782.4%250
2012-0880.8%250
2012-0979.1%249
2012-1079.8%248
2012-1179.8%248
2012-1278.1%247
2013-0177.7%247
2013-0276.9%247
2013-0375.5%245
2013-0474.9%247
2013-0573.3%247
2013-0674.0%246
2013-0774.1%247
2013-0874.4%246
2013-0974.1%247
2013-1071.5%249
2013-1170.2%248
2013-1272.3%249
2014-0172.3%249
2014-0272.3%249
2014-0372.8%250
2014-0474.7%249
2014-0574.6%248
2014-0673.7%247
2014-0772.9%247
2014-0873.2%246
2014-0974.6%244
2014-1075.8%244
2014-1175.7%243
2014-1274.1%243
2015-0174.4%242
2015-0274.8%242
2015-0374.9%243
2015-0473.7%243
2015-0574.0%242
2015-0675.1%245
2015-0774.8%246
2015-0874.8%246
2015-0975.9%249
2015-1076.6%248
2015-1177.1%249
2015-1278.4%250
2016-0178.7%249
2016-0279.2%250
2016-0378.7%249
2016-0479.1%249
2016-0578.8%250
2016-0679.6%250
2016-0779.1%249
2016-0876.8%250
2016-0975.2%250
2016-1075.2%250
2016-1175.2%250
2016-1274.1%251
2017-0172.9%251
2017-0269.7%251
2017-0369.8%252
2017-0470.0%250
2017-0569.3%251
2017-0669.3%251
2017-0770.0%250
2017-0870.8%250
2017-0971.9%249
2017-1072.4%250
2017-1172.8%250
2017-1271.9%249
2018-0171.2%250
2018-0273.6%250
2018-0375.0%248
2018-0475.2%250
2018-0576.0%250
2018-0674.7%249
2018-0774.4%250
2018-0874.4%250
2018-0971.9%249
2018-1071.6%250
2018-1172.4%250
2018-1275.4%248
2019-0175.8%248
2019-0275.0%248
2019-0373.8%248
2019-0473.8%248
2019-0574.6%248
2019-0674.1%247
2019-0774.6%248
2019-0876.5%247
2019-0978.2%248
2019-1077.4%248
2019-1176.9%247
2019-1273.1%249
2020-0172.7%249
2020-0271.7%247
2020-0371.8%248
2020-0472.2%248
2020-0571.3%247
2020-0671.3%247
2020-0772.2%248
2020-0869.8%248
2020-0970.2%248
2020-1071.7%247
2020-1171.4%248
2020-1273.1%249
2021-0173.3%247
2021-0275.8%248
2021-0375.5%249
2021-0473.1%249
2021-0573.5%249
2021-0672.8%250
2021-0769.9%249
2021-0870.4%250
2021-0969.6%250
2021-1066.7%249
2021-1167.6%250
2021-1267.7%251
2022-0169.4%252
2022-0269.8%252
2022-0370.6%252
2022-0472.9%251
2022-0573.8%252
2022-0674.9%251
2022-0776.4%250
2022-0877.3%251
2022-0977.7%251
2022-1078.1%251
2022-1178.1%251
2022-1279.2%250
2023-0178.0%250
2023-0277.2%250
2023-0376.4%250
2023-0475.9%249
2023-0575.6%250
2023-0674.8%250
2023-0775.5%249
2023-0875.9%249
2023-0975.8%248
2023-1077.1%249
2023-1175.9%249
2023-1274.2%248
2024-0175.1%249
2024-0275.1%249
2024-0375.7%247
2024-0475.1%249
2024-0575.1%249
2024-0675.4%248
2024-0775.9%249
2024-0876.2%248
2024-0977.5%249
2024-1077.9%249
2024-1178.2%248
2024-1278.7%249
2025-0178.5%247
2025-0277.3%247
2025-0376.6%248
2025-0476.5%247
2025-0576.4%246
2025-0676.5%247
2025-0776.1%247
2025-0875.2%246
2025-0973.7%247
2025-1073.3%247
2025-1174.0%246
2025-1275.3%247
2026-0173.7%247
2026-0272.9%247
2026-0374.2%248
2026-0474.2%248
2026-0574.1%247
2026-0674.2%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 75% rate on 4013 matching days was not distinguishable from the 75% base rate after adjustment (adjusted p = 1.00).

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