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 stayed inside the opening range on

0.1%of 4,013 matching days · 95% CI 0.0%–0.2%

Base rate

0.1%

n 4,013

Lift

+0.0 pp

vs base rate

Matching days

4,013

sample size

Every outcome of this report

RTH broke above the opening-range high78.3% n 4,013RTH broke below the opening-range low74.8% n 4,013RTH broke both sides of the opening range53.1% n 4,013RTH stayed inside the opening range0.1% n 4,013RTH closed outside the opening range77.5% n 4,013

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 2010–20220.1% n 3,132
Out of sample 2023–present0.0% n 881

By regime

Regime era · Pre-20200.1% n 2,382
Regime era · Covid 20200.0% n 249
Regime era · Post-20200.0% n 1,382
Trend / chop · Trend0.1% n 1,397
Trend / chop · Chop0.1% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-06—18
2010-070.0%39
2010-080.0%61
2010-090.0%82
2010-100.0%103
2010-110.0%123
2010-120.7%145
2011-010.6%165
2011-020.5%184
2011-030.5%207
2011-040.4%227
2011-050.4%248
2011-060.4%252
2011-070.4%251
2011-080.4%252
2011-090.4%252
2011-100.4%252
2011-110.4%252
2011-120.0%251
2012-010.0%251
2012-020.0%251
2012-030.0%250
2012-040.0%251
2012-050.0%251
2012-060.0%250
2012-070.0%250
2012-080.0%250
2012-090.0%249
2012-100.0%248
2012-110.0%248
2012-120.4%247
2013-010.4%247
2013-020.4%247
2013-030.4%245
2013-040.4%247
2013-050.4%247
2013-060.4%246
2013-070.4%247
2013-080.4%246
2013-090.4%247
2013-100.4%249
2013-110.4%248
2013-120.0%249
2014-010.0%249
2014-020.0%249
2014-030.0%250
2014-040.0%249
2014-050.0%248
2014-060.0%247
2014-070.0%247
2014-080.0%246
2014-090.0%244
2014-100.0%244
2014-110.0%243
2014-120.0%243
2015-010.0%242
2015-020.0%242
2015-030.0%243
2015-040.0%243
2015-050.0%242
2015-060.0%245
2015-070.0%246
2015-080.0%246
2015-090.0%249
2015-100.0%248
2015-110.0%249
2015-120.0%250
2016-010.0%249
2016-020.0%250
2016-030.0%249
2016-040.0%249
2016-050.0%250
2016-060.0%250
2016-070.0%249
2016-080.4%250
2016-090.4%250
2016-100.4%250
2016-110.4%250
2016-120.4%251
2017-010.4%251
2017-020.4%251
2017-030.4%252
2017-040.4%250
2017-050.4%251
2017-060.4%251
2017-070.4%250
2017-080.0%250
2017-090.0%249
2017-100.0%250
2017-110.0%250
2017-120.0%249
2018-010.0%250
2018-020.0%250
2018-030.0%248
2018-040.0%250
2018-050.0%250
2018-060.0%249
2018-070.0%250
2018-080.0%250
2018-090.0%249
2018-100.0%250
2018-110.0%250
2018-120.0%248
2019-010.0%248
2019-020.0%248
2019-030.0%248
2019-040.0%248
2019-050.0%248
2019-060.0%247
2019-070.0%248
2019-080.0%247
2019-090.0%248
2019-100.0%248
2019-110.0%247
2019-120.0%249
2020-010.0%249
2020-020.0%247
2020-030.0%248
2020-040.0%248
2020-050.0%247
2020-060.0%247
2020-070.0%248
2020-080.0%248
2020-090.0%248
2020-100.0%247
2020-110.0%248
2020-120.0%249
2021-010.0%247
2021-020.0%248
2021-030.0%249
2021-040.0%249
2021-050.0%249
2021-060.0%250
2021-070.0%249
2021-080.0%250
2021-090.0%250
2021-100.0%249
2021-110.0%250
2021-120.0%251
2022-010.0%252
2022-020.0%252
2022-030.0%252
2022-040.0%251
2022-050.0%252
2022-060.0%251
2022-070.0%250
2022-080.0%251
2022-090.0%251
2022-100.0%251
2022-110.0%251
2022-120.0%250
2023-010.0%250
2023-020.0%250
2023-030.0%250
2023-040.0%249
2023-050.0%250
2023-060.0%250
2023-070.0%249
2023-080.0%249
2023-090.0%248
2023-100.0%249
2023-110.0%249
2023-120.0%248
2024-010.0%249
2024-020.0%249
2024-030.0%247
2024-040.0%249
2024-050.0%249
2024-060.0%248
2024-070.0%249
2024-080.0%248
2024-090.0%249
2024-100.0%249
2024-110.0%248
2024-120.0%249
2025-010.0%247
2025-020.0%247
2025-030.0%248
2025-040.0%247
2025-050.0%246
2025-060.0%247
2025-070.0%247
2025-080.0%246
2025-090.0%247
2025-100.0%247
2025-110.0%246
2025-120.0%247
2026-010.0%247
2026-020.0%247
2026-030.0%248
2026-040.0%248
2026-050.0%247
2026-060.0%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 0% rate on 4013 matching days was not distinguishable from the 0% base rate after adjustment (adjusted p = 1.00).

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