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: Monday

Noise

The opening gap filled before the close on

60.9%of 755 matching days · 95% CI 57.4%64.3%

Base rate

62.6%

n 4,012

Lift

−1.6 pp

vs base rate

Matching days

755

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 2010–202261.5% n 589
Out of sample 2023–present59.0% n 166

By regime

Regime era · Pre-202062.1% n 449
Regime era · Covid 202054.2% n 48
Regime era · Post-202060.1% n 258
Trend / chop · Trend65.8% n 260
Trend / chop · Chop58.1% n 492

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-076
2010-0811
2010-0914
2010-1018
2010-1123
2010-1227
2011-0180.6%31
2011-0279.4%34
2011-0378.9%38
2011-0478.6%42
2011-0576.1%46
2011-0676.6%47
2011-0772.3%47
2011-0870.2%47
2011-0974.5%47
2011-1068.8%48
2011-1163.8%47
2011-1258.7%46
2012-0160.0%45
2012-0257.8%45
2012-0357.8%45
2012-0454.3%46
2012-0553.3%45
2012-0651.1%45
2012-0754.3%46
2012-0858.7%46
2012-0954.3%46
2012-1060.0%45
2012-1162.2%45
2012-1267.4%46
2013-0165.2%46
2013-0267.4%46
2013-0369.6%46
2013-0471.7%46
2013-0573.9%46
2013-0671.7%46
2013-0771.7%46
2013-0873.9%46
2013-0976.6%47
2013-1076.6%47
2013-1178.7%47
2013-1270.8%48
2014-0172.9%48
2014-0272.9%48
2014-0367.3%49
2014-0470.8%48
2014-0570.8%48
2014-0673.5%49
2014-0772.9%48
2014-0866.7%48
2014-0964.6%48
2014-1066.7%48
2014-1162.5%48
2014-1268.8%48
2015-0166.7%48
2015-0268.8%48
2015-0368.8%48
2015-0466.7%48
2015-0566.7%48
2015-0662.5%48
2015-0760.4%48
2015-0861.2%49
2015-0962.5%48
2015-1060.4%48
2015-1161.2%49
2015-1260.4%48
2016-0160.4%48
2016-0257.1%49
2016-0362.5%48
2016-0464.6%48
2016-0564.6%48
2016-0664.6%48
2016-0763.8%47
2016-0866.0%47
2016-0966.0%47
2016-1062.5%48
2016-1161.7%47
2016-1258.7%46
2017-0155.6%45
2017-0257.8%45
2017-0357.8%45
2017-0453.3%45
2017-0551.1%45
2017-0653.3%45
2017-0758.7%46
2017-0857.8%45
2017-0955.6%45
2017-1060.0%45
2017-1164.4%45
2017-1264.4%45
2018-0168.9%45
2018-0266.7%45
2018-0360.0%45
2018-0458.7%46
2018-0555.6%45
2018-0653.3%45
2018-0752.2%46
2018-0854.3%46
2018-0958.7%46
2018-1058.7%46
2018-1152.2%46
2018-1255.3%47
2019-0151.1%47
2019-0253.2%47
2019-0357.4%47
2019-0461.7%47
2019-0561.7%47
2019-0663.8%47
2019-0757.4%47
2019-0851.1%47
2019-0950.0%48
2019-1046.8%47
2019-1146.8%47
2019-1243.8%48
2020-0143.8%48
2020-0241.7%48
2020-0337.5%48
2020-0433.3%48
2020-0537.5%48
2020-0643.8%48
2020-0745.8%48
2020-0849.0%49
2020-0945.8%48
2020-1045.8%48
2020-1153.1%49
2020-1254.2%48
2021-0156.3%48
2021-0256.3%48
2021-0358.3%48
2021-0456.3%48
2021-0553.1%49
2021-0650.0%48
2021-0751.1%47
2021-0853.2%47
2021-0953.2%47
2021-1055.3%47
2021-1153.2%47
2021-1253.2%47
2022-0156.3%48
2022-0260.4%48
2022-0366.0%47
2022-0468.1%47
2022-0572.3%47
2022-0671.7%46
2022-0771.7%46
2022-0871.7%46
2022-0973.9%46
2022-1070.2%47
2022-1169.6%46
2022-1271.1%45
2023-0165.9%44
2023-0259.1%44
2023-0356.8%44
2023-0456.8%44
2023-0559.1%44
2023-0659.1%44
2023-0760.0%45
2023-0859.1%44
2023-0959.1%44
2023-1061.4%44
2023-1161.4%44
2023-1259.1%44
2024-0161.4%44
2024-0268.2%44
2024-0363.6%44
2024-0468.2%44
2024-0565.9%44
2024-0668.9%45
2024-0769.6%46
2024-0871.7%46
2024-0970.2%47
2024-1069.6%46
2024-1169.6%46
2024-1266.7%48
2025-0162.5%48
2025-0258.3%48
2025-0361.2%49
2025-0458.3%48
2025-0558.3%48
2025-0655.1%49
2025-0752.1%48
2025-0852.1%48
2025-0950.0%48
2025-1045.8%48
2025-1141.7%48
2025-1245.8%48
2026-0150.0%48
2026-0252.1%48
2026-0352.1%48
2026-0454.2%48
2026-0556.3%48
2026-0656.3%48

filters applied 1 · p 0.395 · adjusted p 0.510

The 61% rate on 755 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