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 within 30 minutes on

39.7%of 795 matching days · 95% CI 36.4%43.2%

Base rate

39.3%

n 4,012

Lift

+0.5 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 2010–202241.0% n 620
Out of sample 2023–present35.4% n 175

By regime

Regime era · Pre-202041.1% n 474
Regime era · Covid 202038.3% n 47
Regime era · Post-202037.6% n 274
Trend / chop · Trend37.7% n 284
Trend / chop · Chop40.6% 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
2011-0159.4%32
2011-0261.1%36
2011-0360.0%40
2011-0459.1%44
2011-0556.3%48
2011-0651.0%49
2011-0751.0%49
2011-0851.0%49
2011-0948.0%50
2011-1046.9%49
2011-1146.9%49
2011-1244.0%50
2012-0142.0%50
2012-0238.0%50
2012-0342.0%50
2012-0438.0%50
2012-0542.0%50
2012-0640.0%50
2012-0740.0%50
2012-0831.4%51
2012-0932.0%50
2012-1032.0%50
2012-1137.3%51
2012-1238.0%50
2013-0138.0%50
2013-0238.0%50
2013-0334.7%49
2013-0436.0%50
2013-0533.3%51
2013-0640.0%50
2013-0740.0%50
2013-0848.0%50
2013-0950.0%50
2013-1050.0%50
2013-1144.0%50
2013-1246.0%50
2014-0145.1%51
2014-0245.1%51
2014-0347.1%51
2014-0450.0%50
2014-0554.0%50
2014-0653.1%49
2014-0754.2%48
2014-0852.1%48
2014-0950.0%48
2014-1049.0%49
2014-1152.1%48
2014-1254.2%48
2015-0158.3%48
2015-0262.5%48
2015-0362.5%48
2015-0460.4%48
2015-0558.3%48
2015-0659.2%49
2015-0758.0%50
2015-0859.2%49
2015-0957.1%49
2015-1059.2%49
2015-1157.1%49
2015-1252.1%48
2016-0146.8%47
2016-0240.4%47
2016-0339.1%46
2016-0440.4%47
2016-0538.3%47
2016-0631.9%47
2016-0733.3%48
2016-0827.1%48
2016-0928.6%49
2016-1027.1%48
2016-1129.2%48
2016-1236.0%50
2017-0138.0%50
2017-0240.0%50
2017-0338.5%52
2017-0440.0%50
2017-0540.0%50
2017-0641.2%51
2017-0738.0%50
2017-0844.0%50
2017-0950.0%50
2017-1046.0%50
2017-1144.0%50
2017-1238.0%50
2018-0136.0%50
2018-0236.0%50
2018-0334.7%49
2018-0430.0%50
2018-0530.0%50
2018-0630.0%50
2018-0734.0%50
2018-0831.4%51
2018-0928.0%50
2018-1030.0%50
2018-1131.4%51
2018-1236.0%50
2019-0134.0%50
2019-0234.0%50
2019-0331.4%51
2019-0432.0%50
2019-0527.5%51
2019-0628.0%50
2019-0724.0%50
2019-0820.0%50
2019-0922.0%50
2019-1022.0%50
2019-1120.0%50
2019-1218.0%50
2020-0121.6%51
2020-0222.4%49
2020-0322.4%49
2020-0426.5%49
2020-0528.6%49
2020-0626.5%49
2020-0730.6%49
2020-0835.4%48
2020-0937.5%48
2020-1037.5%48
2020-1137.5%48
2020-1238.3%47
2021-0137.0%46
2021-0236.2%47
2021-0342.6%47
2021-0439.6%48
2021-0540.4%47
2021-0644.7%47
2021-0741.7%48
2021-0839.6%48
2021-0933.3%48
2021-1035.4%48
2021-1135.4%48
2021-1234.7%49
2022-0138.8%49
2022-0244.9%49
2022-0344.9%49
2022-0446.9%49
2022-0544.9%49
2022-0640.8%49
2022-0742.9%49
2022-0842.9%49
2022-0944.0%50
2022-1046.9%49
2022-1149.0%49
2022-1248.0%50
2023-0146.0%50
2023-0238.0%50
2023-0337.3%51
2023-0438.0%50
2023-0542.0%50
2023-0645.1%51
2023-0744.0%50
2023-0842.0%50
2023-0942.0%50
2023-1040.0%50
2023-1136.0%50
2023-1236.0%50
2024-0136.0%50
2024-0238.0%50
2024-0334.7%49
2024-0430.0%50
2024-0529.4%51
2024-0632.0%50
2024-0734.0%50
2024-0834.0%50
2024-0938.0%50
2024-1034.0%50
2024-1138.0%50
2024-1234.0%50
2025-0131.4%51
2025-0237.3%51
2025-0337.3%51
2025-0442.0%50
2025-0540.0%50
2025-0634.0%50
2025-0734.7%49
2025-0834.7%49
2025-0932.7%49
2025-1038.0%50
2025-1136.7%49
2025-1240.8%49
2026-0144.9%49
2026-0240.8%49
2026-0338.8%49
2026-0434.7%49
2026-0532.7%49
2026-0635.4%48

filters applied 1 · p 0.806 · adjusted p 0.806

The 40% rate on 795 matching days was not distinguishable from the 39% base rate after adjustment (adjusted p = 0.81 across 5 filter combinations).

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