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: Thursday

Noise

RTH closed outside the opening range on

77.3%of 810 matching days · 95% CI 74.3%80.0%

Base rate

77.5%

n 4,013

Lift

−0.3 pp

vs base rate

Matching days

810

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 2010–202276.8% n 634
Out of sample 2023–present79.0% n 176

By regime

Regime era · Pre-202074.2% n 481
Regime era · Covid 202080.4% n 51
Regime era · Post-202082.0% n 278
Trend / chop · Trend76.3% n 279
Trend / chop · Chop77.8% n 527

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0917
2010-1021
2010-1124
2010-1229
2011-0172.7%33
2011-0275.7%37
2011-0373.8%42
2011-0471.7%46
2011-0572.0%50
2011-0673.1%52
2011-0774.5%51
2011-0876.5%51
2011-0974.5%51
2011-1078.4%51
2011-1180.4%51
2011-1280.4%51
2012-0184.3%51
2012-0282.4%51
2012-0384.3%51
2012-0488.2%51
2012-0588.5%52
2012-0688.2%51
2012-0786.3%51
2012-0882.4%51
2012-0984.3%51
2012-1086.3%51
2012-1184.3%51
2012-1280.4%51
2013-0175.0%52
2013-0275.0%52
2013-0374.5%51
2013-0470.6%51
2013-0570.6%51
2013-0670.6%51
2013-0772.0%50
2013-0874.0%50
2013-0968.0%50
2013-1066.7%51
2013-1168.0%50
2013-1270.0%50
2014-0170.0%50
2014-0272.0%50
2014-0372.0%50
2014-0472.0%50
2014-0570.0%50
2014-0669.4%49
2014-0770.0%50
2014-0871.4%49
2014-0977.1%48
2014-1077.1%48
2014-1175.0%48
2014-1272.3%47
2015-0178.3%46
2015-0278.3%46
2015-0376.1%46
2015-0476.6%47
2015-0576.1%46
2015-0678.7%47
2015-0779.2%48
2015-0879.2%48
2015-0979.6%49
2015-1081.6%49
2015-1181.6%49
2015-1284.0%50
2016-0180.0%50
2016-0278.0%50
2016-0376.5%51
2016-0476.0%50
2016-0580.0%50
2016-0678.4%51
2016-0774.0%50
2016-0868.0%50
2016-0966.0%50
2016-1062.0%50
2016-1164.0%50
2016-1260.8%51
2017-0162.7%51
2017-0262.7%51
2017-0366.7%51
2017-0468.6%51
2017-0566.7%51
2017-0664.7%51
2017-0762.7%51
2017-0869.2%52
2017-0968.6%51
2017-1070.6%51
2017-1169.2%52
2017-1274.5%51
2018-0172.5%51
2018-0274.5%51
2018-0372.5%51
2018-0474.5%51
2018-0571.2%52
2018-0674.5%51
2018-0780.4%51
2018-0874.5%51
2018-0974.5%51
2018-1076.5%51
2018-1174.5%51
2018-1274.5%51
2019-0178.8%52
2019-0275.0%52
2019-0374.5%51
2019-0470.6%51
2019-0574.5%51
2019-0670.6%51
2019-0770.0%50
2019-0872.0%50
2019-0972.0%50
2019-1070.6%51
2019-1172.0%50
2019-1270.0%50
2020-0168.0%50
2020-0272.0%50
2020-0376.0%50
2020-0478.4%51
2020-0576.0%50
2020-0680.0%50
2020-0778.4%51
2020-0878.4%51
2020-0980.4%51
2020-1080.4%51
2020-1182.4%51
2020-1280.4%51
2021-0180.0%50
2021-0278.0%50
2021-0376.0%50
2021-0478.0%50
2021-0582.0%50
2021-0678.0%50
2021-0776.0%50
2021-0880.0%50
2021-0980.4%51
2021-1080.0%50
2021-1180.0%50
2021-1284.3%51
2022-0184.3%51
2022-0286.3%51
2022-0388.5%52
2022-0486.3%51
2022-0584.3%51
2022-0686.5%52
2022-0790.2%51
2022-0890.2%51
2022-0990.2%51
2022-1092.2%51
2022-1192.2%51
2022-1290.2%51
2023-0192.2%51
2023-0290.2%51
2023-0388.2%51
2023-0488.2%51
2023-0588.2%51
2023-0688.2%51
2023-0788.2%51
2023-0886.5%52
2023-0986.3%51
2023-1084.3%51
2023-1182.7%52
2023-1282.4%51
2024-0180.4%51
2024-0280.8%52
2024-0380.4%51
2024-0482.4%51
2024-0584.3%51
2024-0684.3%51
2024-0784.0%50
2024-0886.0%50
2024-0984.0%50
2024-1084.3%51
2024-1184.0%50
2024-1284.0%50
2025-0181.6%49
2025-0283.7%49
2025-0381.6%49
2025-0481.6%49
2025-0577.6%49
2025-0679.2%48
2025-0777.6%49
2025-0872.9%48
2025-0972.9%48
2025-1070.8%48
2025-1172.9%48
2025-1270.2%47
2026-0168.1%47
2026-0266.0%47
2026-0368.1%47
2026-0468.8%48
2026-0572.3%47
2026-0670.8%48

filters applied 1 · p 0.870 · adjusted p 0.870

The 77% rate on 810 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 0.87 across 5 filter combinations).

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