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: Wednesday

Noise

The opening gap filled before the close on

64.3%of 824 matching days · 95% CI 61.0%67.5%

Base rate

62.6%

n 4,012

Lift

+1.8 pp

vs base rate

Matching days

824

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 2010–202265.8% n 644
Out of sample 2023–present58.9% n 180

By regime

Regime era · Pre-202066.0% n 488
Regime era · Covid 202050.0% n 52
Regime era · Post-202064.1% n 284
Trend / chop · Trend62.2% n 286
Trend / chop · Chop65.2% n 534

Rolling 12-month rate

Rolling 12-month values
MonthRateDays
2010-064
2010-078
2010-0812
2010-0917
2010-1021
2010-1125
2010-1266.7%30
2011-0167.6%34
2011-0268.4%38
2011-0365.1%43
2011-0466.0%47
2011-0568.6%51
2011-0665.4%52
2011-0763.5%52
2011-0866.0%53
2011-0967.3%52
2011-1067.3%52
2011-1164.2%53
2011-1263.5%52
2012-0161.5%52
2012-0262.3%53
2012-0365.4%52
2012-0461.5%52
2012-0559.6%52
2012-0659.6%52
2012-0760.8%51
2012-0862.7%51
2012-0962.7%51
2012-1067.3%52
2012-1170.6%51
2012-1272.5%51
2013-0172.5%51
2013-0270.6%51
2013-0370.6%51
2013-0472.5%51
2013-0572.5%51
2013-0674.5%51
2013-0773.1%52
2013-0872.5%51
2013-0970.6%51
2013-1066.7%51
2013-1166.7%51
2013-1268.0%50
2014-0169.4%49
2014-0271.4%49
2014-0373.5%49
2014-0474.0%50
2014-0573.5%49
2014-0675.5%49
2014-0776.0%50
2014-0874.0%50
2014-0977.6%49
2014-1075.5%49
2014-1173.5%49
2014-1273.5%49
2015-0173.5%49
2015-0273.5%49
2015-0371.4%49
2015-0471.4%49
2015-0569.4%49
2015-0665.3%49
2015-0763.3%49
2015-0861.2%49
2015-0958.8%51
2015-1064.0%50
2015-1166.0%50
2015-1263.5%52
2016-0163.5%52
2016-0259.6%52
2016-0357.7%52
2016-0455.8%52
2016-0555.8%52
2016-0659.6%52
2016-0759.6%52
2016-0862.3%53
2016-0963.5%52
2016-1059.6%52
2016-1160.4%53
2016-1263.5%52
2017-0163.5%52
2017-0265.4%52
2017-0367.3%52
2017-0473.1%52
2017-0571.7%53
2017-0671.2%52
2017-0767.3%52
2017-0865.4%52
2017-0965.4%52
2017-1069.2%52
2017-1167.3%52
2017-1265.4%52
2018-0164.2%53
2018-0266.0%53
2018-0367.3%52
2018-0467.3%52
2018-0569.2%52
2018-0669.2%52
2018-0774.5%51
2018-0874.5%51
2018-0972.5%51
2018-1067.3%52
2018-1164.7%51
2018-1262.0%50
2019-0166.0%50
2019-0266.0%50
2019-0364.0%50
2019-0458.0%50
2019-0560.0%50
2019-0658.0%50
2019-0758.8%51
2019-0858.0%50
2019-0960.0%50
2019-1062.0%50
2019-1164.0%50
2019-1262.0%50
2020-0161.2%49
2020-0257.1%49
2020-0353.1%49
2020-0449.0%49
2020-0546.9%49
2020-0649.0%49
2020-0748.0%50
2020-0848.0%50
2020-0945.1%51
2020-1044.0%50
2020-1142.0%50
2020-1250.0%52
2021-0148.1%52
2021-0250.0%52
2021-0352.8%53
2021-0461.5%52
2021-0563.5%52
2021-0666.0%53
2021-0769.2%52
2021-0873.1%52
2021-0975.0%52
2021-1075.0%52
2021-1180.8%52
2021-1280.8%52
2022-0182.7%52
2022-0282.7%52
2022-0380.8%52
2022-0478.8%52
2022-0578.8%52
2022-0676.9%52
2022-0775.0%52
2022-0869.8%53
2022-0969.2%52
2022-1071.2%52
2022-1167.9%53
2022-1265.4%52
2023-0163.5%52
2023-0263.5%52
2023-0367.3%52
2023-0465.4%52
2023-0566.0%53
2023-0663.5%52
2023-0763.5%52
2023-0865.4%52
2023-0965.4%52
2023-1061.5%52
2023-1161.5%52
2023-1261.5%52
2024-0158.5%53
2024-0251.9%52
2024-0350.0%52
2024-0451.9%52
2024-0550.0%52
2024-0649.0%51
2024-0743.1%51
2024-0846.0%50
2024-0948.0%50
2024-1054.0%50
2024-1150.0%50
2024-1246.9%49
2025-0150.0%48
2025-0258.3%48
2025-0356.3%48
2025-0455.1%49
2025-0556.3%48
2025-0659.2%49
2025-0766.0%50
2025-0862.0%50
2025-0962.0%50
2025-1060.0%50
2025-1164.0%50
2025-1268.6%51
2026-0168.6%51
2026-0264.7%51
2026-0366.7%51
2026-0464.7%51
2026-0562.7%51
2026-0664.7%51

filters applied 1 · p 0.341 · adjusted p 0.510

The 64% rate on 824 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