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 within 30 minutes on

40.9%of 810 matching days · 95% CI 37.5%44.3%

Base rate

39.3%

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 2010–202241.6% n 634
Out of sample 2023–present38.1% n 176

By regime

Regime era · Pre-202043.0% n 481
Regime era · Covid 202039.2% n 51
Regime era · Post-202037.4% n 278
Trend / chop · Trend39.8% n 279
Trend / chop · Chop41.6% 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
2011-0133.3%33
2011-0235.1%37
2011-0333.3%42
2011-0432.6%46
2011-0534.0%50
2011-0638.5%52
2011-0743.1%51
2011-0843.1%51
2011-0943.1%51
2011-1045.1%51
2011-1147.1%51
2011-1247.1%51
2012-0147.1%51
2012-0247.1%51
2012-0347.1%51
2012-0451.0%51
2012-0553.8%52
2012-0652.9%51
2012-0749.0%51
2012-0847.1%51
2012-0947.1%51
2012-1043.1%51
2012-1143.1%51
2012-1247.1%51
2013-0146.2%52
2013-0246.2%52
2013-0349.0%51
2013-0447.1%51
2013-0541.2%51
2013-0641.2%51
2013-0742.0%50
2013-0842.0%50
2013-0942.0%50
2013-1045.1%51
2013-1144.0%50
2013-1242.0%50
2014-0140.0%50
2014-0240.0%50
2014-0336.0%50
2014-0438.0%50
2014-0544.0%50
2014-0646.9%49
2014-0748.0%50
2014-0851.0%49
2014-0950.0%48
2014-1047.9%48
2014-1150.0%48
2014-1246.8%47
2015-0152.2%46
2015-0254.3%46
2015-0358.7%46
2015-0459.6%47
2015-0558.7%46
2015-0653.2%47
2015-0750.0%48
2015-0850.0%48
2015-0953.1%49
2015-1051.0%49
2015-1151.0%49
2015-1254.0%50
2016-0152.0%50
2016-0252.0%50
2016-0349.0%51
2016-0448.0%50
2016-0548.0%50
2016-0647.1%51
2016-0750.0%50
2016-0850.0%50
2016-0948.0%50
2016-1048.0%50
2016-1150.0%50
2016-1251.0%51
2017-0149.0%51
2017-0249.0%51
2017-0352.9%51
2017-0451.0%51
2017-0549.0%51
2017-0651.0%51
2017-0749.0%51
2017-0848.1%52
2017-0947.1%51
2017-1049.0%51
2017-1142.3%52
2017-1239.2%51
2018-0141.2%51
2018-0237.3%51
2018-0337.3%51
2018-0433.3%51
2018-0532.7%52
2018-0635.3%51
2018-0733.3%51
2018-0833.3%51
2018-0933.3%51
2018-1033.3%51
2018-1137.3%51
2018-1235.3%51
2019-0132.7%52
2019-0230.8%52
2019-0331.4%51
2019-0437.3%51
2019-0537.3%51
2019-0633.3%51
2019-0734.0%50
2019-0832.0%50
2019-0930.0%50
2019-1033.3%51
2019-1130.0%50
2019-1232.0%50
2020-0134.0%50
2020-0236.0%50
2020-0332.0%50
2020-0429.4%51
2020-0530.0%50
2020-0634.0%50
2020-0735.3%51
2020-0839.2%51
2020-0941.2%51
2020-1035.3%51
2020-1139.2%51
2020-1239.2%51
2021-0138.0%50
2021-0236.0%50
2021-0338.0%50
2021-0434.0%50
2021-0532.0%50
2021-0630.0%50
2021-0734.0%50
2021-0828.0%50
2021-0927.5%51
2021-1030.0%50
2021-1126.0%50
2021-1229.4%51
2022-0129.4%51
2022-0229.4%51
2022-0330.8%52
2022-0435.3%51
2022-0537.3%51
2022-0638.5%52
2022-0737.3%51
2022-0841.2%51
2022-0943.1%51
2022-1047.1%51
2022-1147.1%51
2022-1243.1%51
2023-0143.1%51
2023-0243.1%51
2023-0341.2%51
2023-0437.3%51
2023-0535.3%51
2023-0639.2%51
2023-0735.3%51
2023-0836.5%52
2023-0937.3%51
2023-1037.3%51
2023-1142.3%52
2023-1241.2%51
2024-0141.2%51
2024-0244.2%52
2024-0345.1%51
2024-0447.1%51
2024-0547.1%51
2024-0645.1%51
2024-0750.0%50
2024-0844.0%50
2024-0944.0%50
2024-1039.2%51
2024-1138.0%50
2024-1238.0%50
2025-0140.8%49
2025-0240.8%49
2025-0336.7%49
2025-0436.7%49
2025-0534.7%49
2025-0633.3%48
2025-0732.7%49
2025-0837.5%48
2025-0933.3%48
2025-1035.4%48
2025-1131.3%48
2025-1231.9%47
2026-0129.8%47
2026-0227.7%47
2026-0329.8%47
2026-0435.4%48
2026-0540.4%47
2026-0637.5%48

filters applied 1 · p 0.401 · adjusted p 0.685

The 41% rate on 810 matching days was not distinguishable from the 39% base rate after adjustment (adjusted p = 0.69 across 5 filter combinations).

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