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 closed outside the opening range on

79.9%of 795 matching days · 95% CI 76.9%82.5%

Base rate

77.5%

n 4,013

Lift

+2.3 pp

vs base rate

Matching days

795

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 2010–202280.0% n 620
Out of sample 2023–present79.4% n 175

By regime

Regime era · Pre-202078.3% n 474
Regime era · Covid 202083.0% n 47
Regime era · Post-202082.1% n 274
Trend / chop · Trend74.3% n 284
Trend / chop · Chop83.2% n 507

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0916
2010-1021
2010-1124
2010-1228
2011-0175.0%32
2011-0277.8%36
2011-0377.5%40
2011-0477.3%44
2011-0579.2%48
2011-0683.7%49
2011-0783.7%49
2011-0881.6%49
2011-0986.0%50
2011-1085.7%49
2011-1185.7%49
2011-1290.0%50
2012-0192.0%50
2012-0286.0%50
2012-0382.0%50
2012-0484.0%50
2012-0582.0%50
2012-0682.0%50
2012-0782.0%50
2012-0882.4%51
2012-0980.0%50
2012-1076.0%50
2012-1174.5%51
2012-1272.0%50
2013-0170.0%50
2013-0274.0%50
2013-0379.6%49
2013-0476.0%50
2013-0576.5%51
2013-0676.0%50
2013-0772.0%50
2013-0870.0%50
2013-0968.0%50
2013-1072.0%50
2013-1176.0%50
2013-1276.0%50
2014-0176.5%51
2014-0278.4%51
2014-0376.5%51
2014-0480.0%50
2014-0580.0%50
2014-0677.6%49
2014-0781.3%48
2014-0885.4%48
2014-0989.6%48
2014-1085.7%49
2014-1183.3%48
2014-1283.3%48
2015-0185.4%48
2015-0285.4%48
2015-0383.3%48
2015-0483.3%48
2015-0579.2%48
2015-0679.6%49
2015-0780.0%50
2015-0875.5%49
2015-0971.4%49
2015-1075.5%49
2015-1175.5%49
2015-1277.1%48
2016-0174.5%47
2016-0274.5%47
2016-0373.9%46
2016-0472.3%47
2016-0578.7%47
2016-0678.7%47
2016-0777.1%48
2016-0879.2%48
2016-0981.6%49
2016-1079.2%48
2016-1179.2%48
2016-1278.0%50
2017-0176.0%50
2017-0276.0%50
2017-0378.8%52
2017-0476.0%50
2017-0574.0%50
2017-0674.5%51
2017-0776.0%50
2017-0874.0%50
2017-0974.0%50
2017-1074.0%50
2017-1176.0%50
2017-1276.0%50
2018-0178.0%50
2018-0276.0%50
2018-0377.6%49
2018-0482.0%50
2018-0578.0%50
2018-0678.0%50
2018-0776.0%50
2018-0878.4%51
2018-0978.0%50
2018-1078.0%50
2018-1178.4%51
2018-1278.0%50
2019-0180.0%50
2019-0278.0%50
2019-0374.5%51
2019-0472.0%50
2019-0578.4%51
2019-0676.0%50
2019-0776.0%50
2019-0878.0%50
2019-0976.0%50
2019-1076.0%50
2019-1176.0%50
2019-1276.0%50
2020-0174.5%51
2020-0275.5%49
2020-0377.6%49
2020-0477.6%49
2020-0577.6%49
2020-0681.6%49
2020-0779.6%49
2020-0875.0%48
2020-0979.2%48
2020-1081.3%48
2020-1181.3%48
2020-1283.0%47
2021-0182.6%46
2021-0287.2%47
2021-0385.1%47
2021-0483.3%48
2021-0580.9%47
2021-0680.9%47
2021-0785.4%48
2021-0889.6%48
2021-0989.6%48
2021-1089.6%48
2021-1189.6%48
2021-1285.7%49
2022-0187.8%49
2022-0287.8%49
2022-0387.8%49
2022-0489.8%49
2022-0589.8%49
2022-0687.8%49
2022-0787.8%49
2022-0887.8%49
2022-0988.0%50
2022-1087.8%49
2022-1185.7%49
2022-1288.0%50
2023-0188.0%50
2023-0280.0%50
2023-0382.4%51
2023-0482.0%50
2023-0584.0%50
2023-0682.4%51
2023-0782.0%50
2023-0880.0%50
2023-0978.0%50
2023-1078.0%50
2023-1180.0%50
2023-1280.0%50
2024-0176.0%50
2024-0284.0%50
2024-0383.7%49
2024-0486.0%50
2024-0584.3%51
2024-0684.0%50
2024-0784.0%50
2024-0884.0%50
2024-0984.0%50
2024-1078.0%50
2024-1174.0%50
2024-1272.0%50
2025-0174.5%51
2025-0274.5%51
2025-0374.5%51
2025-0474.0%50
2025-0574.0%50
2025-0676.0%50
2025-0773.5%49
2025-0875.5%49
2025-0977.6%49
2025-1082.0%50
2025-1185.7%49
2025-1285.7%49
2026-0187.8%49
2026-0287.8%49
2026-0385.7%49
2026-0485.7%49
2026-0581.6%49
2026-0681.3%48

filters applied 1 · p 0.148 · adjusted p 0.371

The 80% rate on 795 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 0.37 across 5 filter combinations).

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