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: Tuesday

Noise

The opening gap filled before the close on

62.2%of 828 matching days · 95% CI 58.8%65.4%

Base rate

62.6%

n 4,012

Lift

−0.4 pp

vs base rate

Matching days

828

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 2010–202262.1% n 644
Out of sample 2023–present62.5% n 184

By regime

Regime era · Pre-202061.8% n 489
Regime era · Covid 202064.7% n 51
Regime era · Post-202062.5% n 288
Trend / chop · Trend65.3% n 288
Trend / chop · Chop60.6% n 536

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0813
2010-0917
2010-1021
2010-1126
2010-1256.7%30
2011-0158.8%34
2011-0255.3%38
2011-0358.1%43
2011-0457.4%47
2011-0557.7%52
2011-0657.7%52
2011-0757.7%52
2011-0859.6%52
2011-0957.7%52
2011-1059.6%52
2011-1165.4%52
2011-1265.4%52
2012-0164.2%53
2012-0269.2%52
2012-0365.4%52
2012-0467.3%52
2012-0569.2%52
2012-0671.2%52
2012-0773.1%52
2012-0874.5%51
2012-0976.5%51
2012-1074.0%50
2012-1174.0%50
2012-1271.4%49
2013-0172.9%48
2013-0268.8%48
2013-0368.8%48
2013-0465.3%49
2013-0564.6%48
2013-0660.4%48
2013-0757.1%49
2013-0853.1%49
2013-0946.9%49
2013-1054.0%50
2013-1154.0%50
2013-1256.9%51
2014-0154.9%51
2014-0254.9%51
2014-0356.9%51
2014-0458.8%51
2014-0558.8%51
2014-0664.7%51
2014-0762.7%51
2014-0864.7%51
2014-0970.6%51
2014-1064.0%50
2014-1160.0%50
2014-1260.8%51
2015-0162.7%51
2015-0264.7%51
2015-0363.5%52
2015-0464.7%51
2015-0562.7%51
2015-0661.5%52
2015-0764.7%51
2015-0864.7%51
2015-0959.6%52
2015-1065.4%52
2015-1167.3%52
2015-1263.5%52
2016-0165.4%52
2016-0263.5%52
2016-0367.3%52
2016-0467.3%52
2016-0566.0%53
2016-0665.4%52
2016-0761.5%52
2016-0859.6%52
2016-0957.7%52
2016-1053.8%52
2016-1153.8%52
2016-1251.9%52
2017-0145.3%53
2017-0247.2%53
2017-0346.2%52
2017-0446.2%52
2017-0550.0%52
2017-0648.1%52
2017-0752.9%51
2017-0858.8%51
2017-0964.7%51
2017-1067.3%52
2017-1166.7%51
2017-1268.6%51
2018-0170.6%51
2018-0272.5%51
2018-0374.5%51
2018-0472.5%51
2018-0570.6%51
2018-0668.6%51
2018-0767.3%52
2018-0864.7%51
2018-0960.8%51
2018-1060.8%51
2018-1162.7%51
2018-1264.0%50
2019-0165.3%49
2019-0261.2%49
2019-0361.2%49
2019-0458.0%50
2019-0555.1%49
2019-0655.1%49
2019-0754.0%50
2019-0856.0%50
2019-0958.0%50
2019-1054.0%50
2019-1156.0%50
2019-1256.9%51
2020-0158.8%51
2020-0258.8%51
2020-0355.8%52
2020-0458.8%51
2020-0562.7%51
2020-0664.7%51
2020-0766.0%50
2020-0868.0%50
2020-0964.0%50
2020-1070.0%50
2020-1166.0%50
2020-1264.7%51
2021-0164.7%51
2021-0266.7%51
2021-0364.7%51
2021-0466.7%51
2021-0566.7%51
2021-0669.2%52
2021-0769.2%52
2021-0866.0%53
2021-0969.2%52
2021-1063.5%52
2021-1167.9%53
2021-1267.3%52
2022-0165.4%52
2022-0265.4%52
2022-0365.4%52
2022-0463.5%52
2022-0560.4%53
2022-0659.6%52
2022-0757.7%52
2022-0859.6%52
2022-0957.7%52
2022-1059.6%52
2022-1157.7%52
2022-1257.7%52
2023-0162.3%53
2023-0262.3%53
2023-0361.5%52
2023-0461.5%52
2023-0563.5%52
2023-0663.5%52
2023-0764.7%51
2023-0860.8%51
2023-0958.8%51
2023-1061.5%52
2023-1158.8%51
2023-1258.8%51
2024-0154.9%51
2024-0252.9%51
2024-0356.9%51
2024-0455.8%52
2024-0556.9%51
2024-0656.9%51
2024-0761.5%52
2024-0863.5%52
2024-0967.3%52
2024-1065.4%52
2024-1165.4%52
2024-1267.3%52
2025-0170.6%51
2025-0272.5%51
2025-0372.5%51
2025-0476.5%51
2025-0572.5%51
2025-0670.6%51
2025-0766.7%51
2025-0866.7%51
2025-0967.3%52
2025-1068.6%51
2025-1166.7%51
2025-1267.3%52
2026-0163.5%52
2026-0265.4%52
2026-0360.4%53
2026-0457.7%52
2026-0559.6%52
2026-0662.3%53

filters applied 1 · p 0.844 · adjusted p 0.844

The 62% rate on 828 matching days was not distinguishable from the 63% base rate after adjustment (adjusted p = 0.84 across 5 filter combinations).

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