Fractiz
Pattern Detail
Range Breakout Failure
How often a 15-minute close above or below a rolling N-bar range gets unwound within the next two hours.
Overall Failure Rate
52.8%
of 7,379 15m range breaks in NQ closed back inside the prior range
Trigger Definition
20-bar lookback · 5-bar window
Rolling-range break followed by failure-window check
Sample Range
15m
2008-01-02 to 2026-02-24
Direction Breakdown
Up Break
- Breaks
- 4,293
- Failures
- 2,174
- Failure rate
- 50.6%
- Avg bars to failure
- 2.0
- Avg peak extension
- +0.33%
Down Break
- Breaks
- 3,086
- Failures
- 1,722
- Failure rate
- 55.8%
- Avg bars to failure
- 2.0
- Avg peak extension
- +0.47%
Recent Breaks (20)
| Date | Direction | Failed | Bars to failure | Peak extension |
|---|---|---|---|---|
| Feb 24, 2026 | Up | Yes | 1 | +0.17% |
| Feb 24, 2026 | Up | No | — | +0.48% |
| Feb 23, 2026 | Down | No | — | -0.65% |
| Feb 20, 2026 | Up | Yes | 1 | +0.08% |
| Feb 19, 2026 | Down | Yes | 1 | -0.28% |
| Feb 18, 2026 | Up | No | — | +0.70% |
| Feb 17, 2026 | Up | Yes | 5 | +0.26% |
| Feb 17, 2026 | Down | Yes | 5 | -0.15% |
| Feb 16, 2026 | Down | Yes | 1 | -0.18% |
| Feb 13, 2026 | Up | Yes | 3 | +0.17% |
| Feb 12, 2026 | Down | Yes | 4 | -0.75% |
| Feb 12, 2026 | Down | No | — | -1.12% |
| Feb 11, 2026 | Down | Yes | 3 | -0.52% |
| Feb 10, 2026 | Down | Yes | 4 | -0.21% |
| Feb 9, 2026 | Up | Yes | 1 | +0.04% |
| Feb 9, 2026 | Up | Yes | 1 | +0.03% |
| Feb 9, 2026 | Up | No | — | +0.55% |
| Feb 6, 2026 | Up | Yes | 1 | +0.23% |
| Feb 6, 2026 | Up | Yes | 3 | +0.42% |
| Feb 6, 2026 | Up | No | — | +0.29% |
Detection scan: NQ 15m · 2008-01-02 to 2026-02-24 · generated Apr 26, 2026
What this pattern measures
A range break fires when a 15-minute close pierces above the highest high or below the lowest low of the previous 20 RTH bars (about five hours of price action). A failure is when, within the next 5 bars, price closes back inside that prior range.
Definitions used on this page:
- Timeframe is 15-minute bars filtered to RTH (08:30 to 15:00 Central Time for CME equity index futures).
- Rolling lookback: 20 bars (~5 hours).
- Failure window: 5 bars (~1.25 hours).
- After a break fires, no new break can register on the same side for the duration of the failure window. Avoids double-counting consecutive bars closing outside the same rolling range.
Why it matters
Breakouts are often traded as continuation signals. The cleaner the prior range, the more breakout systems load up on a confirmed close above (or below) it. Knowing how often those closes get faded inside two hours tells you whether a fast trail or a slow trail is the better stop-management choice.
This is closely related to the Volatility Squeeze Break pattern, but with a different trigger: VSB requires a measurable compression first (Bollinger inside Keltner), while range-break here only asks whether the rolling N-bar range was breached. Range breaks fire much more often because they don’t filter on compression.
How to read the numbers
- Failure rate is the share of breaks that closed back inside the prior rolling range within the failure window.
- Avg bars to failure counts only events that did fail.
- Avg peak extension is the average maximum favorable excursion past the break-bar close in the break direction, signed positive in that direction. Higher peak extensions alongside high failure rates suggest the break ran briefly before getting sold or bought back into the range.
What’s not here
- Volume confirmation on the breakout bar.
- Adaptive lookback (the 20-bar window is fixed).
- Multi-timeframe context (e.g., daily-range breaks vs intraday).