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: Tuesday

Noise

RTH closed outside the opening range on

76.7%of 828 matching days · 95% CI 73.7%79.4%

Base rate

77.5%

n 4,013

Lift

−0.9 pp

vs base rate

Matching days

828

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 2010–202275.2% n 644
Out of sample 2023–present82.1% n 184

By regime

Regime era · Pre-202072.8% n 489
Regime era · Covid 202084.3% n 51
Regime era · Post-202081.9% n 288
Trend / chop · Trend75.7% n 288
Trend / chop · Chop77.1% n 536

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0813
2010-0917
2010-1021
2010-1126
2010-1273.3%30
2011-0176.5%34
2011-0276.3%38
2011-0379.1%43
2011-0478.7%47
2011-0580.8%52
2011-0680.8%52
2011-0778.8%52
2011-0878.8%52
2011-0980.8%52
2011-1082.7%52
2011-1182.7%52
2011-1286.5%52
2012-0183.0%53
2012-0282.7%52
2012-0378.8%52
2012-0480.8%52
2012-0575.0%52
2012-0673.1%52
2012-0773.1%52
2012-0872.5%51
2012-0970.6%51
2012-1068.0%50
2012-1168.0%50
2012-1265.3%49
2013-0164.6%48
2013-0266.7%48
2013-0366.7%48
2013-0465.3%49
2013-0568.8%48
2013-0668.8%48
2013-0769.4%49
2013-0871.4%49
2013-0973.5%49
2013-1076.0%50
2013-1178.0%50
2013-1274.5%51
2014-0176.5%51
2014-0276.5%51
2014-0380.4%51
2014-0480.4%51
2014-0580.4%51
2014-0678.4%51
2014-0780.4%51
2014-0876.5%51
2014-0974.5%51
2014-1076.0%50
2014-1172.0%50
2014-1278.4%51
2015-0178.4%51
2015-0278.4%51
2015-0378.8%52
2015-0478.4%51
2015-0580.4%51
2015-0678.8%52
2015-0776.5%51
2015-0878.4%51
2015-0980.8%52
2015-1078.8%52
2015-1180.8%52
2015-1280.8%52
2016-0180.8%52
2016-0278.8%52
2016-0376.9%52
2016-0478.8%52
2016-0579.2%53
2016-0680.8%52
2016-0778.8%52
2016-0876.9%52
2016-0978.8%52
2016-1080.8%52
2016-1180.8%52
2016-1275.0%52
2017-0173.6%53
2017-0275.5%53
2017-0373.1%52
2017-0469.2%52
2017-0565.4%52
2017-0667.3%52
2017-0770.6%51
2017-0868.6%51
2017-0964.7%51
2017-1061.5%52
2017-1158.8%51
2017-1258.8%51
2018-0158.8%51
2018-0256.9%51
2018-0356.9%51
2018-0460.8%51
2018-0558.8%51
2018-0658.8%51
2018-0755.8%52
2018-0856.9%51
2018-0958.8%51
2018-1058.8%51
2018-1158.8%51
2018-1262.0%50
2019-0163.3%49
2019-0265.3%49
2019-0365.3%49
2019-0460.0%50
2019-0563.3%49
2019-0663.3%49
2019-0766.0%50
2019-0868.0%50
2019-0970.0%50
2019-1074.0%50
2019-1174.0%50
2019-1272.5%51
2020-0172.5%51
2020-0272.5%51
2020-0376.9%52
2020-0482.4%51
2020-0582.4%51
2020-0680.4%51
2020-0782.0%50
2020-0884.0%50
2020-0982.0%50
2020-1078.0%50
2020-1182.0%50
2020-1284.3%51
2021-0184.3%51
2021-0282.4%51
2021-0380.4%51
2021-0478.4%51
2021-0580.4%51
2021-0684.6%52
2021-0782.7%52
2021-0879.2%53
2021-0980.8%52
2021-1084.6%52
2021-1183.0%53
2021-1282.7%52
2022-0184.6%52
2022-0284.6%52
2022-0384.6%52
2022-0486.5%52
2022-0583.0%53
2022-0678.8%52
2022-0780.8%52
2022-0878.8%52
2022-0976.9%52
2022-1076.9%52
2022-1178.8%52
2022-1280.8%52
2023-0181.1%53
2023-0281.1%53
2023-0380.8%52
2023-0480.8%52
2023-0582.7%52
2023-0682.7%52
2023-0782.4%51
2023-0886.3%51
2023-0988.2%51
2023-1088.5%52
2023-1186.3%51
2023-1286.3%51
2024-0186.3%51
2024-0284.3%51
2024-0386.3%51
2024-0482.7%52
2024-0584.3%51
2024-0686.3%51
2024-0786.5%52
2024-0886.5%52
2024-0986.5%52
2024-1086.5%52
2024-1184.6%52
2024-1282.7%52
2025-0180.4%51
2025-0280.4%51
2025-0376.5%51
2025-0480.4%51
2025-0580.4%51
2025-0682.4%51
2025-0780.4%51
2025-0882.4%51
2025-0982.7%52
2025-1080.4%51
2025-1184.3%51
2025-1284.6%52
2026-0186.5%52
2026-0288.5%52
2026-0386.8%53
2026-0484.6%52
2026-0580.8%52
2026-0679.2%53

filters applied 1 · p 0.591 · adjusted p 0.739

The 77% rate on 828 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 0.74 across 5 filter combinations).

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