Phase 5 / Duration comparison

XAUUSD opening range: 15, 30, or 60 minutes?

Six matched definitions show how widening the initial gold box changes the boundary-break rate, both-side movement, target distance, and unresolved denominator.

Published 28 August 2026Method 5.0.0Dukascopy bid M1Fixed UTC clocks
Direct answer from the test

Longer XAUUSD opening ranges were wider and broke less often in this sample. At 13:30 UTC, median size rose from $5.53 for 15 minutes to $10.46 for 60 minutes, while the four-hour break rate fell from 99.6% to 91.4%.

Opening-range lengths 15 / 30 / 60 Minutes, each followed by a four-hour observation
Matched London dates 1,361 All three 07:00 UTC durations qualified
Matched U.S. dates 1,350 All three 13:30 UTC durations qualified
Total published tests 8,149 Six clock-and-duration combinations

Range length changes both the box and the question

A 15-minute opening range is not simply a more precise version of a 60-minute range. It ends earlier, is usually narrower, and gives price more immediate opportunity to cross both sides. At 07:00 UTC the median box grows from $2.78 at 15 minutes to $5.41 at 60 minutes. At 13:30 UTC it grows from $5.53 to $10.46.

The break rate generally falls as the box widens: the 13:30 UTC sample moves from 99.6% for 15 minutes to 91.4% for 60 minutes. At the same time, both-side tests fall from 50.3% to 18.0%. A wider box is harder to break and harder to traverse in both directions. That mechanical relationship must not be marketed as proof that the longer range is more profitable.

Resolved 0.50R continuation rises across these historical samples, but the target also becomes farther away in dollars as R grows. The evidence does not model a stop at the opposite edge, so a percentage increase cannot be converted into expectancy without cash distances, costs, and unresolved exits.

Fixed 07:00 UTC / London clock: the same four-hour follow-up after three range lengths
Range lengthFixed range clockTestsMedian rangeAny breakBoth sides0.50R continuation*Median first break
15 minutes 07:00-07:14 UTC 1,362 $2.78 99.8% 62.1% 68.1% 3 min
30 minutes 07:00-07:29 UTC 1,362 $3.85 99.6% 48.1% 70.6% 6 min
60 minutes 07:00-07:59 UTC 1,361 $5.41 98.8% 32.2% 73.1% 9 min

*Resolved ordered outcomes. Longer ranges create wider boundaries and a later evaluation start, so the rows describe different tests rather than interchangeable settings.

Fixed 13:30 UTC / U.S. clock: the same four-hour follow-up after three range lengths
Range lengthFixed range clockTestsMedian rangeAny breakBoth sides0.50R continuation*Median first break
15 minutes 13:30-13:44 UTC 1,357 $5.53 99.6% 50.3% 70.6% 2 min
30 minutes 13:30-13:59 UTC 1,357 $7.49 98.1% 33.7% 72.9% 4 min
60 minutes 13:30-14:29 UTC 1,350 $10.46 91.4% 18.0% 75.6% 10 min

*Resolved ordered outcomes. Longer ranges create wider boundaries and a later evaluation start, so the rows describe different tests rather than interchangeable settings.

A matched comparison controls the calendar, not execution

The London comparison retains 1,361 dates where all three durations qualify; the U.S. comparison retains 1,350. Matching removes different missing-day sets from the duration table, but the durations still begin their four-hour follow-up at different minutes. A 15-minute box observes an earlier portion of price action than a 60-minute box.

For research, select one duration before examining the holdout results. Trying all six clock-and-duration combinations, five weekdays, three targets, and four range quartiles creates hundreds of views. The largest historical percentage among them will be upward-biased even if every calculation is correct.

Practical selection rules

  • Use 15 minutes only if your data and execution can handle rapid post-range breaks.
  • Use 30 minutes as a transparent middle definition, not because this page declares it optimal.
  • Use 60 minutes when the hypothesis explicitly needs a wider initial balance and later entry.
  • Compare rules on identical dates and convert R into actual quote distance before sizing risk.
  • Reserve later years as untouched confirmation data.
Proof from FXAbsolute candle data

One exact source, fully fingerprinted

The Phase 5 analyzer reads the production XAUUSD binary directly. It verifies the four-byte candle count, expected byte length, every timestamp, and every OHLC row before calculating a range. The published JSON includes aggregate tables plus all 8,149 qualifying clock-and-duration observations.

SourceM1 candlesBytesUTC coverageSHA-256
XAUUSD_M1.bin1,871,48737,429,7442021-01-03 to 2026-04-30b3472e52f51bae343be941a8e8fb6dbdbc8749896c907b6ef77144b9b8c5cd63
0 duplicate timestamps0 out-of-order rows0 non-minute timestamps0 invalid OHLC rows

Open the Phase 5 evidence JSON

The file header declares 1,871,487 rows and its 37,429,744 bytes match exactly. Calendar coverage is 98.6% across eligible UTC weekdays. Missing periods are disclosed and never filled.

Methodology 5.0.0

Exactly how every opening range was tested

1. Fix the clock

The two anchors are 07:00 UTC and 13:30 UTC. They never shift for daylight saving. “London” and “New York” are search-friendly clock labels, not assertions that one venue opens at the same UTC minute all year.

2. Build the box

The analyzer takes the highest bid high and lowest bid low in the first 15, 30, or 60 minutes. Every expected opening-range minute must be present; a gap disqualifies that test.

3. Observe four hours

The next 240 clock minutes form the evaluation window. At least 210 observed M1 candles are required. High-only, low-only, both-side, and no-break tests all remain visible.

4. Preserve order

Target-versus-opposite ordering starts on the minute after the first break. If both events share one later M1 candle, the record is ambiguous because OHLC cannot reveal the intrabar sequence.

Continuation targets are 0.25R, 0.50R, and 1.00R beyond the first-broken boundary, where R is that test's opening-range size. A high break and low break are strict inequalities; merely touching the recorded boundary is not counted.

Continue through the Phase 5 evidence

Replay the same market in the free XAUUSD backtester. Add your own entry, costs, stop, exit, and holdout period before treating any historical pattern as a strategy.

Questions answered by this dataset

Which XAUUSD opening-range length was best?

The study does not name a best length because it measures price events rather than net strategy returns. The durations also begin their follow-up at different times and create different dollar target distances.

Were the durations compared on matching dates?

Yes. 1,361 07:00 UTC dates and 1,350 13:30 UTC dates qualified under all three durations.

Is a boundary-break rate the win rate of an XAUUSD strategy?

No. It reports whether an observed bid high or low crossed the opening-range boundary during the next four hours. No executable entry, stop, exit, costs, or position size is included.

Does the study adjust London and New York clocks for daylight saving?

No. The anchors stay fixed at 07:00 UTC and 13:30 UTC for reproducibility. The session names are clock-window shorthand.