Session behavior · MNQ
How often does a 5-minute opening range breakout on MNQ continue in the same direction for the rest of the session
48.5%
continuation rate
n=1302026-03-04 to 2026-09-06
continuation rate
48.5%
num continued
63
num failed
67
Methodology
Computed by independently generating and running analysis code against real MNQ 1-minute bars from 2026-03-04 to 2026-09-06, 25 separate times in parallel, then taking the answer the largest group of independent attempts agreed on. The exact code is shown below.
Show the code
et = to_et(bars)
rth = rth_session(et)
rth = rth.copy()
rth['date'] = trading_date(rth)
or_end = minutes_after_open_cutoff(5)
results = []
for date, day in rth.groupby('date'):
day = day.sort_index()
orb = day[day.index.time <= or_end]
if orb.empty:
continue
or_high = orb['high'].max()
or_low = orb['low'].min()
rest = day[day.index.time > or_end]
if rest.empty:
continue
session_close = day['close'].iloc[-1]
# find first breakout direction after opening range
breakout_dir = None
breakout_idx = None
for ts, row in rest.iterrows():
if row['high'] > or_high:
breakout_dir = 'up'
breakout_idx = ts
break
elif row['low'] < or_low:
breakout_dir = 'down'
breakout_idx = ts
break
if breakout_dir is None:
continue
if breakout_dir == 'up':
continued = session_close > or_high
else:
continued = session_close < or_low
results.append(continued)
n = len(results)
if n > 0:
rate = sum(results) / n
else:
rate = None
result = {
'sample_size': n,
'continuation_rate': rate,
'num_continued': int(sum(results)) if n > 0 else 0,
'num_failed': int(n - sum(results)) if n > 0 else 0,
}
- Generated and independently re-derived 25 times, then checked for logical consistency, before being shown to you -- the figures above are the answer the largest number of those independent attempts agreed on. Still a generated, one-off calculation, treat it as a rough, one-off analysis rather than a permanent fixture.
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This is historical statistical information only. It is not investment advice, and past performance does not indicate future results. Trading involves risk of loss.