Gap fill

How often the opening gap filled back to the prior RTH close, and how quickly, by gap direction and size.

Gap fill

All matching sessions

Noise

The opening gap filled before the close on

62.6%of 4,012 matching days · 95% CI 61.1%64.0%

Base rate

62.6%

n 4,012

Lift

+0.0 pp

vs base rate

Matching days

4,012

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 2010–202263.4% n 3,131
Out of sample 2023–present59.7% n 881

By regime

Regime era · Pre-202063.7% n 2,381
Regime era · Covid 202059.4% n 249
Regime era · Post-202061.2% n 1,382
Trend / chop · Trend63.9% n 1,397
Trend / chop · Chop61.7% n 2,596

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-0617
2010-0778.9%38
2010-0870.0%60
2010-0969.1%81
2010-1069.6%102
2010-1167.2%122
2010-1268.8%144
2011-0169.5%164
2011-0269.4%183
2011-0368.0%206
2011-0468.1%226
2011-0568.0%247
2011-0667.1%252
2011-0765.3%251
2011-0865.9%252
2011-0965.9%252
2011-1064.3%252
2011-1164.3%252
2011-1262.9%251
2012-0162.2%251
2012-0262.2%251
2012-0362.4%250
2012-0461.4%251
2012-0562.2%251
2012-0661.6%250
2012-0761.6%250
2012-0862.8%250
2012-0962.2%249
2012-1064.5%248
2012-1166.1%248
2012-1267.2%247
2013-0166.8%247
2013-0265.6%247
2013-0366.1%245
2013-0465.6%247
2013-0564.4%247
2013-0664.2%246
2013-0764.8%247
2013-0864.2%246
2013-0964.0%247
2013-1063.9%249
2013-1163.7%248
2013-1262.7%249
2014-0162.7%249
2014-0263.9%249
2014-0364.8%250
2014-0467.1%249
2014-0568.5%248
2014-0671.3%247
2014-0770.4%247
2014-0870.7%246
2014-0971.7%244
2014-1070.1%244
2014-1169.1%243
2014-1270.4%243
2015-0171.5%242
2015-0272.3%242
2015-0371.2%243
2015-0470.4%243
2015-0568.6%242
2015-0666.1%245
2015-0766.3%246
2015-0864.6%246
2015-0964.3%249
2015-1066.5%248
2015-1166.7%249
2015-1264.8%250
2016-0164.7%249
2016-0262.8%250
2016-0363.9%249
2016-0464.7%249
2016-0564.0%250
2016-0663.6%250
2016-0763.1%249
2016-0864.0%250
2016-0962.8%250
2016-1060.8%250
2016-1161.6%250
2016-1262.9%251
2017-0161.4%251
2017-0262.2%251
2017-0363.1%252
2017-0462.8%250
2017-0562.9%251
2017-0663.7%251
2017-0764.0%250
2017-0864.4%250
2017-0965.9%249
2017-1066.8%250
2017-1165.2%250
2017-1264.3%249
2018-0164.8%250
2018-0265.6%250
2018-0364.1%248
2018-0462.8%250
2018-0562.8%250
2018-0661.8%249
2018-0762.4%250
2018-0862.4%250
2018-0961.8%249
2018-1060.8%250
2018-1160.8%250
2018-1261.7%248
2019-0160.9%248
2019-0260.1%248
2019-0359.7%248
2019-0459.7%248
2019-0558.9%248
2019-0658.3%247
2019-0756.9%248
2019-0855.1%247
2019-0955.6%248
2019-1055.6%248
2019-1155.5%247
2019-1253.4%249
2020-0154.6%249
2020-0253.0%247
2020-0350.4%248
2020-0450.0%248
2020-0551.4%247
2020-0654.3%247
2020-0755.2%248
2020-0858.1%248
2020-0956.5%248
2020-1056.3%247
2020-1157.3%248
2020-1259.4%249
2021-0158.7%247
2021-0259.7%248
2021-0361.4%249
2021-0462.2%249
2021-0561.4%249
2021-0661.6%250
2021-0761.8%249
2021-0860.8%250
2021-0962.0%250
2021-1061.8%249
2021-1162.8%250
2021-1263.3%251
2022-0165.9%252
2022-0266.7%252
2022-0367.9%252
2022-0467.7%251
2022-0568.3%252
2022-0667.3%251
2022-0767.2%250
2022-0866.5%251
2022-0965.3%251
2022-1066.9%251
2022-1166.1%251
2022-1264.4%250
2023-0162.4%250
2023-0260.4%250
2023-0360.4%250
2023-0460.2%249
2023-0560.8%250
2023-0661.6%250
2023-0761.4%249
2023-0862.2%249
2023-0962.5%248
2023-1062.2%249
2023-1161.4%249
2023-1261.7%248
2024-0161.0%249
2024-0261.0%249
2024-0359.9%247
2024-0459.8%249
2024-0559.8%249
2024-0660.5%248
2024-0761.0%249
2024-0861.3%248
2024-0962.7%249
2024-1061.8%249
2024-1160.9%248
2024-1259.8%249
2025-0160.7%247
2025-0262.3%247
2025-0362.1%248
2025-0462.3%247
2025-0561.4%246
2025-0659.5%247
2025-0760.3%247
2025-0859.3%246
2025-0958.3%247
2025-1058.7%247
2025-1158.1%246
2025-1259.9%247
2026-0159.5%247
2026-0258.7%247
2026-0358.1%248
2026-0458.5%248
2026-0558.7%247
2026-0659.3%248

filters applied 0 · p 1.000 · adjusted p 1.000

The 63% rate on 4012 matching days was not distinguishable from the 63% base rate after adjustment (adjusted p = 1.00).

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