Quantitative12 min readJul 11, 2026

London Session Breakout Statistics — 400 Trade Sample

A quantitative review of every London breakout setup I tracked across 2024–2025: win rate by day, by range size, and by pre-session bias.

Method

400 qualifying setups logged between January 2024 and June 2025 on EURUSD and GBPUSD. A qualifying setup requires an Asian range under 40 pips and a sweep of one side before 09:00 London.

Headline numbers

Overall win rate to 2R target: 54%
Win rate when the sweep aligned with the daily bias: 63%
Win rate against the daily bias: 41%
Tuesday–Thursday outperformed Monday/Friday by 9 points.

The practical takeaway

The filter that matters most is alignment with the higher-timeframe draw. Taking only aligned setups cuts trade frequency by 40% and raises expectancy per trade by more than half.