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: Wednesday

Noise

RTH closed outside the opening range on

79.0%of 824 matching days · 95% CI 76.1%81.6%

Base rate

77.5%

n 4,013

Lift

+1.5 pp

vs base rate

Matching days

824

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 2010–202279.0% n 644
Out of sample 2023–present78.9% n 180

By regime

Regime era · Pre-202077.7% n 488
Regime era · Covid 202088.5% n 52
Regime era · Post-202079.6% n 284
Trend / chop · Trend79.0% n 286
Trend / chop · Chop79.0% n 534

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0812
2010-0917
2010-1021
2010-1125
2010-1273.3%30
2011-0176.5%34
2011-0273.7%38
2011-0372.1%43
2011-0472.3%47
2011-0574.5%51
2011-0676.9%52
2011-0778.8%52
2011-0879.2%53
2011-0982.7%52
2011-1082.7%52
2011-1183.0%53
2011-1286.5%52
2012-0186.5%52
2012-0290.6%53
2012-0392.3%52
2012-0492.3%52
2012-0590.4%52
2012-0686.5%52
2012-0784.3%51
2012-0880.4%51
2012-0978.4%51
2012-1078.8%52
2012-1178.4%51
2012-1280.4%51
2013-0178.4%51
2013-0276.5%51
2013-0374.5%51
2013-0474.5%51
2013-0574.5%51
2013-0676.5%51
2013-0776.9%52
2013-0874.5%51
2013-0976.5%51
2013-1076.5%51
2013-1178.4%51
2013-1278.0%50
2014-0177.6%49
2014-0275.5%49
2014-0379.6%49
2014-0480.0%50
2014-0581.6%49
2014-0683.7%49
2014-0784.0%50
2014-0888.0%50
2014-0985.7%49
2014-1083.7%49
2014-1181.6%49
2014-1279.6%49
2015-0179.6%49
2015-0281.6%49
2015-0379.6%49
2015-0479.6%49
2015-0577.6%49
2015-0673.5%49
2015-0771.4%49
2015-0869.4%49
2015-0970.6%51
2015-1070.0%50
2015-1170.0%50
2015-1273.1%52
2016-0175.0%52
2016-0276.9%52
2016-0376.9%52
2016-0473.1%52
2016-0573.1%52
2016-0675.0%52
2016-0776.9%52
2016-0879.2%53
2016-0976.9%52
2016-1071.2%52
2016-1171.7%53
2016-1269.2%52
2017-0165.4%52
2017-0265.4%52
2017-0367.3%52
2017-0471.2%52
2017-0569.8%53
2017-0669.2%52
2017-0771.2%52
2017-0867.3%52
2017-0969.2%52
2017-1076.9%52
2017-1175.0%52
2017-1275.0%52
2018-0179.2%53
2018-0279.2%53
2018-0378.8%52
2018-0475.0%52
2018-0578.8%52
2018-0680.8%52
2018-0776.5%51
2018-0880.4%51
2018-0976.5%51
2018-1075.0%52
2018-1178.4%51
2018-1280.0%50
2019-0180.0%50
2019-0280.0%50
2019-0382.0%50
2019-0484.0%50
2019-0578.0%50
2019-0676.0%50
2019-0778.4%51
2019-0878.0%50
2019-0984.0%50
2019-1084.0%50
2019-1182.0%50
2019-1280.0%50
2020-0177.6%49
2020-0273.5%49
2020-0373.5%49
2020-0475.5%49
2020-0581.6%49
2020-0683.7%49
2020-0782.0%50
2020-0884.0%50
2020-0982.4%51
2020-1084.0%50
2020-1186.0%50
2020-1288.5%52
2021-0188.5%52
2021-0292.3%52
2021-0392.5%53
2021-0490.4%52
2021-0588.5%52
2021-0683.0%53
2021-0784.6%52
2021-0882.7%52
2021-0982.7%52
2021-1078.8%52
2021-1176.9%52
2021-1276.9%52
2022-0176.9%52
2022-0275.0%52
2022-0375.0%52
2022-0476.9%52
2022-0578.8%52
2022-0682.7%52
2022-0784.6%52
2022-0884.9%53
2022-0986.5%52
2022-1084.6%52
2022-1186.8%53
2022-1284.6%52
2023-0184.6%52
2023-0286.5%52
2023-0386.5%52
2023-0486.5%52
2023-0583.0%53
2023-0684.6%52
2023-0780.8%52
2023-0882.7%52
2023-0980.8%52
2023-1084.6%52
2023-1182.7%52
2023-1282.7%52
2024-0184.9%53
2024-0282.7%52
2024-0380.8%52
2024-0478.8%52
2024-0578.8%52
2024-0678.4%51
2024-0782.4%51
2024-0880.0%50
2024-0978.0%50
2024-1078.0%50
2024-1176.0%50
2024-1277.6%49
2025-0172.9%48
2025-0272.9%48
2025-0375.0%48
2025-0477.6%49
2025-0579.2%48
2025-0675.5%49
2025-0770.0%50
2025-0870.0%50
2025-0972.0%50
2025-1070.0%50
2025-1172.0%50
2025-1272.5%51
2026-0172.5%51
2026-0274.5%51
2026-0374.5%51
2026-0474.5%51
2026-0574.5%51
2026-0676.5%51

filters applied 1 · p 0.359 · adjusted p 0.599

The 79% rate on 824 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 0.60 across 5 filter combinations).

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