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: Friday

Noise

RTH stayed inside the opening range on

0.1%of 795 matching days · 95% CI 0.0%–0.7%

Base rate

0.1%

n 4,013

Lift

+0.1 pp

vs base rate

Matching days

795

sample size

Every outcome of this report

RTH broke above the opening-range high75.7% n 795RTH broke below the opening-range low74.3% n 795RTH broke both sides of the opening range50.2% n 795RTH stayed inside the opening range0.1% n 795RTH closed outside the opening range79.9% n 795

By weekday

Monday0.0% n 756Tuesday0.1% n 828Wednesday0.0% n 824Thursday0.1% n 810Friday0.1% n 795

Select a weekday to condition the whole report on it; select it again to clear.

Evidence

Sample split

In sample 2010–20220.2% n 620
Out of sample 2023–present0.0% n 175

By regime

Regime era · Pre-20200.2% n 474
Regime era · Covid 20200.0% n 47
Regime era · Post-20200.0% n 274
Trend / chop · Trend0.0% n 284
Trend / chop · Chop0.2% n 507

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-06—3
2010-07—8
2010-08—12
2010-09—16
2010-10—21
2010-11—24
2010-12—28
2011-013.1%32
2011-022.8%36
2011-032.5%40
2011-042.3%44
2011-052.1%48
2011-062.0%49
2011-072.0%49
2011-082.0%49
2011-092.0%50
2011-102.0%49
2011-112.0%49
2011-120.0%50
2012-010.0%50
2012-020.0%50
2012-030.0%50
2012-040.0%50
2012-050.0%50
2012-060.0%50
2012-070.0%50
2012-080.0%51
2012-090.0%50
2012-100.0%50
2012-110.0%51
2012-120.0%50
2013-010.0%50
2013-020.0%50
2013-030.0%49
2013-040.0%50
2013-050.0%51
2013-060.0%50
2013-070.0%50
2013-080.0%50
2013-090.0%50
2013-100.0%50
2013-110.0%50
2013-120.0%50
2014-010.0%51
2014-020.0%51
2014-030.0%51
2014-040.0%50
2014-050.0%50
2014-060.0%49
2014-070.0%48
2014-080.0%48
2014-090.0%48
2014-100.0%49
2014-110.0%48
2014-120.0%48
2015-010.0%48
2015-020.0%48
2015-030.0%48
2015-040.0%48
2015-050.0%48
2015-060.0%49
2015-070.0%50
2015-080.0%49
2015-090.0%49
2015-100.0%49
2015-110.0%49
2015-120.0%48
2016-010.0%47
2016-020.0%47
2016-030.0%46
2016-040.0%47
2016-050.0%47
2016-060.0%47
2016-070.0%48
2016-080.0%48
2016-090.0%49
2016-100.0%48
2016-110.0%48
2016-120.0%50
2017-010.0%50
2017-020.0%50
2017-030.0%52
2017-040.0%50
2017-050.0%50
2017-060.0%51
2017-070.0%50
2017-080.0%50
2017-090.0%50
2017-100.0%50
2017-110.0%50
2017-120.0%50
2018-010.0%50
2018-020.0%50
2018-030.0%49
2018-040.0%50
2018-050.0%50
2018-060.0%50
2018-070.0%50
2018-080.0%51
2018-090.0%50
2018-100.0%50
2018-110.0%51
2018-120.0%50
2019-010.0%50
2019-020.0%50
2019-030.0%51
2019-040.0%50
2019-050.0%51
2019-060.0%50
2019-070.0%50
2019-080.0%50
2019-090.0%50
2019-100.0%50
2019-110.0%50
2019-120.0%50
2020-010.0%51
2020-020.0%49
2020-030.0%49
2020-040.0%49
2020-050.0%49
2020-060.0%49
2020-070.0%49
2020-080.0%48
2020-090.0%48
2020-100.0%48
2020-110.0%48
2020-120.0%47
2021-010.0%46
2021-020.0%47
2021-030.0%47
2021-040.0%48
2021-050.0%47
2021-060.0%47
2021-070.0%48
2021-080.0%48
2021-090.0%48
2021-100.0%48
2021-110.0%48
2021-120.0%49
2022-010.0%49
2022-020.0%49
2022-030.0%49
2022-040.0%49
2022-050.0%49
2022-060.0%49
2022-070.0%49
2022-080.0%49
2022-090.0%50
2022-100.0%49
2022-110.0%49
2022-120.0%50
2023-010.0%50
2023-020.0%50
2023-030.0%51
2023-040.0%50
2023-050.0%50
2023-060.0%51
2023-070.0%50
2023-080.0%50
2023-090.0%50
2023-100.0%50
2023-110.0%50
2023-120.0%50
2024-010.0%50
2024-020.0%50
2024-030.0%49
2024-040.0%50
2024-050.0%51
2024-060.0%50
2024-070.0%50
2024-080.0%50
2024-090.0%50
2024-100.0%50
2024-110.0%50
2024-120.0%50
2025-010.0%51
2025-020.0%51
2025-030.0%51
2025-040.0%50
2025-050.0%50
2025-060.0%50
2025-070.0%49
2025-080.0%49
2025-090.0%49
2025-100.0%50
2025-110.0%49
2025-120.0%49
2026-010.0%49
2026-020.0%49
2026-030.0%49
2026-040.0%49
2026-050.0%49
2026-060.0%48

filters applied 1 · p 0.648 · adjusted p 0.675

The 0% rate on 795 matching days was not distinguishable from the 0% base rate after adjustment (adjusted p = 0.67 across 5 filter combinations).

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