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: Monday

Noise

RTH closed outside the opening range on

74.7%of 756 matching days · 95% CI 71.5%77.7%

Base rate

77.5%

n 4,013

Lift

−2.8 pp

vs base rate

Matching days

756

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 2010–202275.1% n 590
Out of sample 2023–present73.5% n 166

By regime

Regime era · Pre-202073.3% n 450
Regime era · Covid 202081.3% n 48
Regime era · Post-202076.0% n 258
Trend / chop · Trend75.4% n 260
Trend / chop · Chop74.4% n 492

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-077
2010-0812
2010-0915
2010-1019
2010-1124
2010-1228
2011-0171.9%32
2011-0274.3%35
2011-0371.8%39
2011-0474.4%43
2011-0574.5%47
2011-0674.5%47
2011-0774.5%47
2011-0876.6%47
2011-0976.6%47
2011-1081.3%48
2011-1180.9%47
2011-1280.4%46
2012-0180.0%45
2012-0280.0%45
2012-0382.2%45
2012-0480.4%46
2012-0580.0%45
2012-0680.0%45
2012-0778.3%46
2012-0876.1%46
2012-0971.7%46
2012-1068.9%45
2012-1171.1%45
2012-1276.1%46
2013-0173.9%46
2013-0271.7%46
2013-0373.9%46
2013-0476.1%46
2013-0576.1%46
2013-0671.7%46
2013-0771.7%46
2013-0871.7%46
2013-0976.6%47
2013-1072.3%47
2013-1168.1%47
2013-1262.5%48
2014-0164.6%48
2014-0266.7%48
2014-0363.3%49
2014-0458.3%48
2014-0560.4%48
2014-0657.1%49
2014-0756.3%48
2014-0858.3%48
2014-0956.3%48
2014-1062.5%48
2014-1164.6%48
2014-1268.8%48
2015-0168.8%48
2015-0266.7%48
2015-0368.8%48
2015-0472.9%48
2015-0572.9%48
2015-0679.2%48
2015-0781.3%48
2015-0877.6%49
2015-0979.2%48
2015-1077.1%48
2015-1179.6%49
2015-1281.3%48
2016-0183.3%48
2016-0285.7%49
2016-0383.3%48
2016-0481.3%48
2016-0581.3%48
2016-0683.3%48
2016-0780.9%47
2016-0883.0%47
2016-0980.9%47
2016-1077.1%48
2016-1174.5%47
2016-1271.7%46
2017-0166.7%45
2017-0266.7%45
2017-0371.1%45
2017-0473.3%45
2017-0575.6%45
2017-0673.3%45
2017-0776.1%46
2017-0873.3%45
2017-0973.3%45
2017-1075.6%45
2017-1175.6%45
2017-1277.8%45
2018-0180.0%45
2018-0280.0%45
2018-0377.8%45
2018-0473.9%46
2018-0571.1%45
2018-0671.1%45
2018-0773.9%46
2018-0876.1%46
2018-0976.1%46
2018-1076.1%46
2018-1176.1%46
2018-1272.3%47
2019-0172.3%47
2019-0272.3%47
2019-0372.3%47
2019-0474.5%47
2019-0574.5%47
2019-0674.5%47
2019-0770.2%47
2019-0870.2%47
2019-0968.8%48
2019-1068.1%47
2019-1168.1%47
2019-1270.8%48
2020-0170.8%48
2020-0268.8%48
2020-0366.7%48
2020-0466.7%48
2020-0568.8%48
2020-0670.8%48
2020-0775.0%48
2020-0875.5%49
2020-0977.1%48
2020-1081.3%48
2020-1181.6%49
2020-1281.3%48
2021-0181.3%48
2021-0283.3%48
2021-0385.4%48
2021-0487.5%48
2021-0585.7%49
2021-0685.4%48
2021-0780.9%47
2021-0878.7%47
2021-0978.7%47
2021-1078.7%47
2021-1180.9%47
2021-1280.9%47
2022-0183.3%48
2022-0281.3%48
2022-0380.9%47
2022-0478.7%47
2022-0578.7%47
2022-0678.3%46
2022-0780.4%46
2022-0880.4%46
2022-0982.6%46
2022-1080.9%47
2022-1178.3%46
2022-1280.0%45
2023-0179.5%44
2023-0279.5%44
2023-0381.8%44
2023-0479.5%44
2023-0577.3%44
2023-0675.0%44
2023-0773.3%45
2023-0875.0%44
2023-0972.7%44
2023-1072.7%44
2023-1170.5%44
2023-1268.2%44
2024-0168.2%44
2024-0268.2%44
2024-0365.9%44
2024-0465.9%44
2024-0565.9%44
2024-0668.9%45
2024-0773.9%46
2024-0873.9%46
2024-0972.3%47
2024-1073.9%46
2024-1173.9%46
2024-1275.0%48
2025-0170.8%48
2025-0272.9%48
2025-0373.5%49
2025-0477.1%48
2025-0579.2%48
2025-0679.6%49
2025-0775.0%48
2025-0872.9%48
2025-0975.0%48
2025-1072.9%48
2025-1177.1%48
2025-1275.0%48
2026-0177.1%48
2026-0277.1%48
2026-0377.1%48
2026-0475.0%48
2026-0572.9%48
2026-0670.8%48

filters applied 1 · p 0.091 · adjusted p 0.371

The 75% rate on 756 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