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: Thursday

Noise

The opening gap filled before the close on

64.2%of 810 matching days · 95% CI 60.8%67.4%

Base rate

62.6%

n 4,012

Lift

+1.6 pp

vs base rate

Matching days

810

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 2010–202265.0% n 634
Out of sample 2023–present61.4% n 176

By regime

Regime era · Pre-202066.5% n 481
Regime era · Covid 202058.8% n 51
Regime era · Post-202061.2% n 278
Trend / chop · Trend65.6% n 279
Trend / chop · Chop63.6% n 527

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-063
2010-078
2010-0812
2010-0917
2010-1021
2010-1124
2010-1229
2011-0160.6%33
2011-0264.9%37
2011-0359.5%42
2011-0458.7%46
2011-0562.0%50
2011-0665.4%52
2011-0764.7%51
2011-0864.7%51
2011-0962.7%51
2011-1060.8%51
2011-1164.7%51
2011-1264.7%51
2012-0166.7%51
2012-0266.7%51
2012-0368.6%51
2012-0470.6%51
2012-0571.2%52
2012-0670.6%51
2012-0766.7%51
2012-0866.7%51
2012-0964.7%51
2012-1066.7%51
2012-1164.7%51
2012-1266.7%51
2013-0165.4%52
2013-0263.5%52
2013-0364.7%51
2013-0464.7%51
2013-0560.8%51
2013-0658.8%51
2013-0762.0%50
2013-0862.0%50
2013-0962.0%50
2013-1060.8%51
2013-1162.0%50
2013-1260.0%50
2014-0158.0%50
2014-0258.0%50
2014-0362.0%50
2014-0464.0%50
2014-0566.0%50
2014-0669.4%49
2014-0770.0%50
2014-0875.5%49
2014-0977.1%48
2014-1077.1%48
2014-1179.2%48
2014-1276.6%47
2015-0180.4%46
2015-0280.4%46
2015-0380.4%46
2015-0478.7%47
2015-0578.3%46
2015-0674.5%47
2015-0775.0%48
2015-0870.8%48
2015-0975.5%49
2015-1073.5%49
2015-1173.5%49
2015-1276.0%50
2016-0176.0%50
2016-0278.0%50
2016-0376.5%51
2016-0476.0%50
2016-0576.0%50
2016-0676.5%51
2016-0776.0%50
2016-0878.0%50
2016-0974.0%50
2016-1076.0%50
2016-1176.0%50
2016-1278.4%51
2017-0178.4%51
2017-0276.5%51
2017-0376.5%51
2017-0474.5%51
2017-0572.5%51
2017-0672.5%51
2017-0772.5%51
2017-0869.2%52
2017-0968.6%51
2017-1066.7%51
2017-1159.6%52
2017-1258.8%51
2018-0158.8%51
2018-0260.8%51
2018-0358.8%51
2018-0456.9%51
2018-0559.6%52
2018-0660.8%51
2018-0756.9%51
2018-0860.8%51
2018-0958.8%51
2018-1056.9%51
2018-1162.7%51
2018-1262.7%51
2019-0161.5%52
2019-0257.7%52
2019-0358.8%51
2019-0464.7%51
2019-0562.7%51
2019-0658.8%51
2019-0762.0%50
2019-0860.0%50
2019-0960.0%50
2019-1064.7%51
2019-1162.0%50
2019-1258.0%50
2020-0156.0%50
2020-0256.0%50
2020-0352.0%50
2020-0451.0%51
2020-0552.0%50
2020-0656.0%50
2020-0754.9%51
2020-0858.8%51
2020-0960.8%51
2020-1054.9%51
2020-1156.9%51
2020-1258.8%51
2021-0160.0%50
2021-0258.0%50
2021-0360.0%50
2021-0456.0%50
2021-0556.0%50
2021-0654.0%50
2021-0754.0%50
2021-0852.0%50
2021-0954.9%51
2021-1056.0%50
2021-1154.0%50
2021-1254.9%51
2022-0158.8%51
2022-0258.8%51
2022-0361.5%52
2022-0464.7%51
2022-0564.7%51
2022-0665.4%52
2022-0766.7%51
2022-0866.7%51
2022-0964.7%51
2022-1070.6%51
2022-1170.6%51
2022-1266.7%51
2023-0160.8%51
2023-0262.7%51
2023-0360.8%51
2023-0458.8%51
2023-0556.9%51
2023-0660.8%51
2023-0756.9%51
2023-0859.6%52
2023-0958.8%51
2023-1056.9%51
2023-1159.6%52
2023-1260.8%51
2024-0164.7%51
2024-0265.4%52
2024-0364.7%51
2024-0466.7%51
2024-0568.6%51
2024-0666.7%51
2024-0772.0%50
2024-0868.0%50
2024-0970.0%50
2024-1066.7%51
2024-1166.0%50
2024-1266.0%50
2025-0169.4%49
2025-0267.3%49
2025-0365.3%49
2025-0461.2%49
2025-0559.2%49
2025-0658.3%48
2025-0759.2%49
2025-0862.5%48
2025-0958.3%48
2025-1062.5%48
2025-1160.4%48
2025-1259.6%47
2026-0153.2%47
2026-0253.2%47
2026-0355.3%47
2026-0462.5%48
2026-0566.0%47
2026-0662.5%48

filters applied 1 · p 0.380 · adjusted p 0.510

The 64% rate on 810 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