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 60 minutes on

46.5%of 795 matching days · 95% CI 43.1%50.0%

Base rate

46.7%

n 4,012

Lift

−0.1 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 2010–202248.1% n 620
Out of sample 2023–present41.1% n 175

By regime

Regime era · Pre-202048.9% n 474
Regime era · Covid 202040.4% n 47
Regime era · Post-202043.4% n 274
Trend / chop · Trend44.0% n 284
Trend / chop · Chop47.5% 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
2011-0168.8%32
2011-0269.4%36
2011-0367.5%40
2011-0465.9%44
2011-0562.5%48
2011-0655.1%49
2011-0755.1%49
2011-0855.1%49
2011-0952.0%50
2011-1049.0%49
2011-1149.0%49
2011-1246.0%50
2012-0144.0%50
2012-0240.0%50
2012-0344.0%50
2012-0442.0%50
2012-0546.0%50
2012-0646.0%50
2012-0746.0%50
2012-0841.2%51
2012-0942.0%50
2012-1042.0%50
2012-1147.1%51
2012-1246.0%50
2013-0146.0%50
2013-0246.0%50
2013-0342.9%49
2013-0442.0%50
2013-0539.2%51
2013-0644.0%50
2013-0746.0%50
2013-0850.0%50
2013-0952.0%50
2013-1052.0%50
2013-1148.0%50
2013-1250.0%50
2014-0149.0%51
2014-0251.0%51
2014-0352.9%51
2014-0456.0%50
2014-0562.0%50
2014-0661.2%49
2014-0760.4%48
2014-0860.4%48
2014-0958.3%48
2014-1057.1%49
2014-1158.3%48
2014-1260.4%48
2015-0164.6%48
2015-0266.7%48
2015-0366.7%48
2015-0464.6%48
2015-0560.4%48
2015-0661.2%49
2015-0762.0%50
2015-0861.2%49
2015-0959.2%49
2015-1061.2%49
2015-1159.2%49
2015-1254.2%48
2016-0148.9%47
2016-0246.8%47
2016-0345.7%46
2016-0448.9%47
2016-0546.8%47
2016-0640.4%47
2016-0743.8%48
2016-0841.7%48
2016-0942.9%49
2016-1041.7%48
2016-1145.8%48
2016-1252.0%50
2017-0154.0%50
2017-0252.0%50
2017-0351.9%52
2017-0452.0%50
2017-0554.0%50
2017-0656.9%51
2017-0750.0%50
2017-0852.0%50
2017-0958.0%50
2017-1056.0%50
2017-1152.0%50
2017-1248.0%50
2018-0148.0%50
2018-0248.0%50
2018-0344.9%49
2018-0444.0%50
2018-0544.0%50
2018-0642.0%50
2018-0746.0%50
2018-0843.1%51
2018-0942.0%50
2018-1042.0%50
2018-1143.1%51
2018-1246.0%50
2019-0142.0%50
2019-0242.0%50
2019-0339.2%51
2019-0436.0%50
2019-0529.4%51
2019-0632.0%50
2019-0728.0%50
2019-0826.0%50
2019-0928.0%50
2019-1030.0%50
2019-1130.0%50
2019-1228.0%50
2020-0131.4%51
2020-0232.7%49
2020-0332.7%49
2020-0436.7%49
2020-0540.8%49
2020-0636.7%49
2020-0740.8%49
2020-0843.8%48
2020-0943.8%48
2020-1041.7%48
2020-1139.6%48
2020-1240.4%47
2021-0139.1%46
2021-0242.6%47
2021-0348.9%47
2021-0445.8%48
2021-0544.7%47
2021-0648.9%47
2021-0747.9%48
2021-0845.8%48
2021-0939.6%48
2021-1041.7%48
2021-1141.7%48
2021-1240.8%49
2022-0144.9%49
2022-0246.9%49
2022-0346.9%49
2022-0449.0%49
2022-0549.0%49
2022-0644.9%49
2022-0744.9%49
2022-0844.9%49
2022-0946.0%50
2022-1049.0%49
2022-1153.1%49
2022-1254.0%50
2023-0152.0%50
2023-0244.0%50
2023-0343.1%51
2023-0446.0%50
2023-0548.0%50
2023-0651.0%51
2023-0752.0%50
2023-0852.0%50
2023-0952.0%50
2023-1050.0%50
2023-1144.0%50
2023-1242.0%50
2024-0142.0%50
2024-0246.0%50
2024-0344.9%49
2024-0438.0%50
2024-0537.3%51
2024-0640.0%50
2024-0740.0%50
2024-0840.0%50
2024-0944.0%50
2024-1042.0%50
2024-1146.0%50
2024-1244.0%50
2025-0141.2%51
2025-0245.1%51
2025-0343.1%51
2025-0448.0%50
2025-0548.0%50
2025-0642.0%50
2025-0742.9%49
2025-0840.8%49
2025-0940.8%49
2025-1044.0%50
2025-1142.9%49
2025-1244.9%49
2026-0149.0%49
2026-0244.9%49
2026-0342.9%49
2026-0438.8%49
2026-0534.7%49
2026-0637.5%48

filters applied 1 · p 0.941 · adjusted p 0.941

The 47% rate on 795 matching days was not distinguishable from the 47% base rate after adjustment (adjusted p = 0.94 across 5 filter combinations).

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