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

All matching sessions

Noise

RTH closed outside the opening range on

77.5%of 4,013 matching days · 95% CI 76.2%78.8%

Base rate

77.5%

n 4,013

Lift

+0.0 pp

vs base rate

Matching days

4,013

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 2010–202277.2% n 3,132
Out of sample 2023–present78.7% n 881

By regime

Regime era · Pre-202075.3% n 2,382
Regime era · Covid 202083.5% n 249
Regime era · Post-202080.4% n 1,382
Trend / chop · Trend76.2% n 1,397
Trend / chop · Chop78.3% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-0618
2010-0779.5%39
2010-0882.0%61
2010-0979.3%82
2010-1077.7%103
2010-1176.4%123
2010-1273.8%145
2011-0174.5%165
2011-0275.5%184
2011-0374.9%207
2011-0474.9%227
2011-0576.2%248
2011-0677.8%252
2011-0778.1%251
2011-0878.6%252
2011-0980.2%252
2011-1082.1%252
2011-1182.5%252
2011-1284.9%251
2012-0185.3%251
2012-0284.5%251
2012-0384.0%250
2012-0485.3%251
2012-0583.3%251
2012-0682.0%250
2012-0780.8%250
2012-0878.8%250
2012-0977.1%249
2012-1075.8%248
2012-1175.4%248
2012-1274.9%247
2013-0172.5%247
2013-0272.9%247
2013-0373.9%245
2013-0472.5%247
2013-0573.3%247
2013-0672.8%246
2013-0772.5%247
2013-0872.4%246
2013-0972.5%247
2013-1072.7%249
2013-1173.8%248
2013-1272.3%249
2014-0173.1%249
2014-0273.9%249
2014-0374.4%250
2014-0474.3%249
2014-0574.6%248
2014-0673.3%247
2014-0774.5%247
2014-0876.0%246
2014-0976.6%244
2014-1077.0%244
2014-1175.3%243
2014-1276.5%243
2015-0178.1%242
2015-0278.1%242
2015-0377.4%243
2015-0478.2%243
2015-0577.3%242
2015-0678.0%245
2015-0777.6%246
2015-0876.0%246
2015-0976.3%249
2015-1076.6%248
2015-1177.5%249
2015-1279.2%250
2016-0178.7%249
2016-0278.8%250
2016-0377.5%249
2016-0476.3%249
2016-0578.4%250
2016-0679.2%250
2016-0777.5%249
2016-0877.2%250
2016-0976.8%250
2016-1074.0%250
2016-1174.0%250
2016-1270.9%251
2017-0168.9%251
2017-0269.3%251
2017-0371.4%252
2017-0471.6%250
2017-0570.1%251
2017-0669.7%251
2017-0771.2%250
2017-0870.4%250
2017-0969.9%249
2017-1071.6%250
2017-1170.8%250
2017-1272.3%249
2018-0173.6%250
2018-0273.2%250
2018-0372.6%248
2018-0473.2%250
2018-0571.6%250
2018-0672.7%249
2018-0772.4%250
2018-0873.2%250
2018-0972.7%249
2018-1072.8%250
2018-1173.2%250
2018-1273.4%248
2019-0175.0%248
2019-0274.2%248
2019-0373.8%248
2019-0472.2%248
2019-0573.8%248
2019-0672.1%247
2019-0772.2%248
2019-0873.3%247
2019-0974.2%248
2019-1074.6%248
2019-1174.5%247
2019-1273.9%249
2020-0172.7%249
2020-0272.5%247
2020-0374.2%248
2020-0476.2%248
2020-0577.3%247
2020-0679.4%247
2020-0779.4%248
2020-0879.4%248
2020-0980.2%248
2020-1081.0%247
2020-1182.7%248
2020-1283.5%249
2021-0183.4%247
2021-0284.7%248
2021-0383.9%249
2021-0483.5%249
2021-0583.5%249
2021-0682.4%250
2021-0781.9%249
2021-0882.0%250
2021-0982.4%250
2021-1082.3%249
2021-1182.0%250
2021-1282.1%251
2022-0183.3%252
2022-0282.9%252
2022-0383.3%252
2022-0483.7%251
2022-0582.9%252
2022-0682.9%251
2022-0784.8%250
2022-0884.5%251
2022-0984.9%251
2022-1084.5%251
2022-1184.5%251
2022-1284.8%250
2023-0185.2%250
2023-0283.6%250
2023-0384.0%250
2023-0483.5%249
2023-0583.2%250
2023-0682.8%250
2023-0781.5%249
2023-0882.3%249
2023-0981.5%248
2023-1081.9%249
2023-1180.7%249
2023-1280.2%248
2024-0179.5%249
2024-0280.3%249
2024-0379.8%247
2024-0479.5%249
2024-0579.9%249
2024-0680.6%248
2024-0782.3%249
2024-0882.3%248
2024-0981.1%249
2024-1080.3%249
2024-1178.6%248
2024-1278.3%249
2025-0176.1%247
2025-0276.9%247
2025-0376.2%248
2025-0478.1%247
2025-0578.0%246
2025-0678.5%247
2025-0775.3%247
2025-0874.8%246
2025-0976.1%247
2025-1075.3%247
2025-1178.5%246
2025-1277.7%247
2026-0178.5%247
2026-0278.9%247
2026-0378.6%248
2026-0477.8%248
2026-0576.5%247
2026-0675.8%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 78% rate on 4013 matching days was not distinguishable from the 78% base rate after adjustment (adjusted p = 1.00).

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