Gap fill

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

Gap fill

Weekday: Friday

Noise

The opening gap filled before the close on

61.0%of 795 matching days · 95% CI 57.6%64.3%

Base rate

62.6%

n 4,012

Lift

−1.6 pp

vs base rate

Matching days

795

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 2010–202262.3% n 620
Out of sample 2023–present56.6% n 175

By regime

Regime era · Pre-202061.8% n 474
Regime era · Covid 202070.2% n 47
Regime era · Post-202058.0% n 274
Trend / chop · Trend60.9% n 284
Trend / chop · Chop60.7% n 507

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0916
2010-1021
2010-1124
2010-1228
2011-0181.3%32
2011-0280.6%36
2011-0380.0%40
2011-0481.8%44
2011-0577.1%48
2011-0671.4%49
2011-0769.4%49
2011-0869.4%49
2011-0968.0%50
2011-1065.3%49
2011-1163.3%49
2011-1262.0%50
2012-0158.0%50
2012-0254.0%50
2012-0354.0%50
2012-0452.0%50
2012-0556.0%50
2012-0654.0%50
2012-0752.0%50
2012-0851.0%51
2012-0952.0%50
2012-1054.0%50
2012-1158.8%51
2012-1258.0%50
2013-0158.0%50
2013-0258.0%50
2013-0357.1%49
2013-0454.0%50
2013-0551.0%51
2013-0656.0%50
2013-0760.0%50
2013-0860.0%50
2013-0964.0%50
2013-1062.0%50
2013-1158.0%50
2013-1258.0%50
2014-0158.8%51
2014-0262.7%51
2014-0364.7%51
2014-0468.0%50
2014-0574.0%50
2014-0673.5%49
2014-0770.8%48
2014-0872.9%48
2014-0968.8%48
2014-1067.3%49
2014-1170.8%48
2014-1272.9%48
2015-0175.0%48
2015-0275.0%48
2015-0372.9%48
2015-0470.8%48
2015-0566.7%48
2015-0667.3%49
2015-0768.0%50
2015-0865.3%49
2015-0965.3%49
2015-1069.4%49
2015-1165.3%49
2015-1260.4%48
2016-0157.4%47
2016-0255.3%47
2016-0354.3%46
2016-0459.6%47
2016-0557.4%47
2016-0651.1%47
2016-0754.2%48
2016-0854.2%48
2016-0953.1%49
2016-1052.1%48
2016-1156.3%48
2016-1262.0%50
2017-0164.0%50
2017-0264.0%50
2017-0367.3%52
2017-0466.0%50
2017-0568.0%50
2017-0672.5%51
2017-0768.0%50
2017-0870.0%50
2017-0974.0%50
2017-1070.0%50
2017-1168.0%50
2017-1264.0%50
2018-0162.0%50
2018-0262.0%50
2018-0359.2%49
2018-0458.0%50
2018-0558.0%50
2018-0656.0%50
2018-0760.0%50
2018-0856.9%51
2018-0958.0%50
2018-1060.0%50
2018-1160.8%51
2018-1264.0%50
2019-0160.0%50
2019-0262.0%50
2019-0356.9%51
2019-0456.0%50
2019-0554.9%51
2019-0656.0%50
2019-0752.0%50
2019-0850.0%50
2019-0950.0%50
2019-1050.0%50
2019-1148.0%50
2019-1246.0%50
2020-0152.9%51
2020-0251.0%49
2020-0353.1%49
2020-0457.1%49
2020-0557.1%49
2020-0657.1%49
2020-0761.2%49
2020-0866.7%48
2020-0966.7%48
2020-1066.7%48
2020-1168.8%48
2020-1270.2%47
2021-0165.2%46
2021-0268.1%47
2021-0372.3%47
2021-0470.8%48
2021-0568.1%47
2021-0668.1%47
2021-0764.6%48
2021-0858.3%48
2021-0956.3%48
2021-1058.3%48
2021-1156.3%48
2021-1259.2%49
2022-0165.3%49
2022-0265.3%49
2022-0365.3%49
2022-0463.3%49
2022-0565.3%49
2022-0663.3%49
2022-0765.3%49
2022-0865.3%49
2022-0962.0%50
2022-1063.3%49
2022-1165.3%49
2022-1262.0%50
2023-0160.0%50
2023-0254.0%50
2023-0354.9%51
2023-0458.0%50
2023-0558.0%50
2023-0660.8%51
2023-0762.0%50
2023-0866.0%50
2023-0970.0%50
2023-1070.0%50
2023-1166.0%50
2023-1268.0%50
2024-0166.0%50
2024-0268.0%50
2024-0365.3%49
2024-0458.0%50
2024-0558.8%51
2024-0662.0%50
2024-0760.0%50
2024-0858.0%50
2024-0958.0%50
2024-1054.0%50
2024-1154.0%50
2024-1252.0%50
2025-0151.0%51
2025-0254.9%51
2025-0354.9%51
2025-0460.0%50
2025-0560.0%50
2025-0654.0%50
2025-0757.1%49
2025-0853.1%49
2025-0953.1%49
2025-1056.0%50
2025-1157.1%49
2025-1257.1%49
2026-0161.2%49
2026-0257.1%49
2026-0355.1%49
2026-0453.1%49
2026-0549.0%49
2026-0650.0%48

filters applied 1 · p 0.408 · adjusted p 0.510

The 61% rate on 795 matching days was not distinguishable from the 63% base rate after adjustment (adjusted p = 0.51 across 5 filter combinations).

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