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 60 minutes on

47.7%of 810 matching days · 95% CI 44.2%51.1%

Base rate

46.7%

n 4,012

Lift

+1.0 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 2010–202248.7% n 634
Out of sample 2023–present43.8% n 176

By regime

Regime era · Pre-202050.1% n 481
Regime era · Covid 202043.1% n 51
Regime era · Post-202044.2% n 278
Trend / chop · Trend45.2% n 279
Trend / chop · Chop49.0% 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
2011-0145.5%33
2011-0248.6%37
2011-0345.2%42
2011-0443.5%46
2011-0546.0%50
2011-0648.1%52
2011-0751.0%51
2011-0851.0%51
2011-0951.0%51
2011-1051.0%51
2011-1154.9%51
2011-1256.9%51
2012-0156.9%51
2012-0256.9%51
2012-0356.9%51
2012-0460.8%51
2012-0561.5%52
2012-0660.8%51
2012-0756.9%51
2012-0854.9%51
2012-0952.9%51
2012-1049.0%51
2012-1147.1%51
2012-1249.0%51
2013-0148.1%52
2013-0246.2%52
2013-0349.0%51
2013-0447.1%51
2013-0543.1%51
2013-0643.1%51
2013-0744.0%50
2013-0846.0%50
2013-0946.0%50
2013-1051.0%51
2013-1150.0%50
2013-1248.0%50
2014-0148.0%50
2014-0250.0%50
2014-0352.0%50
2014-0456.0%50
2014-0560.0%50
2014-0663.3%49
2014-0764.0%50
2014-0865.3%49
2014-0964.6%48
2014-1060.4%48
2014-1162.5%48
2014-1259.6%47
2015-0163.0%46
2015-0263.0%46
2015-0360.9%46
2015-0459.6%47
2015-0558.7%46
2015-0653.2%47
2015-0752.1%48
2015-0852.1%48
2015-0955.1%49
2015-1053.1%49
2015-1153.1%49
2015-1256.0%50
2016-0156.0%50
2016-0256.0%50
2016-0352.9%51
2016-0452.0%50
2016-0552.0%50
2016-0651.0%51
2016-0752.0%50
2016-0854.0%50
2016-0954.0%50
2016-1058.0%50
2016-1160.0%50
2016-1260.8%51
2017-0156.9%51
2017-0256.9%51
2017-0360.8%51
2017-0458.8%51
2017-0556.9%51
2017-0660.8%51
2017-0760.8%51
2017-0857.7%52
2017-0954.9%51
2017-1054.9%51
2017-1148.1%52
2017-1247.1%51
2018-0149.0%51
2018-0245.1%51
2018-0345.1%51
2018-0441.2%51
2018-0542.3%52
2018-0643.1%51
2018-0739.2%51
2018-0841.2%51
2018-0941.2%51
2018-1039.2%51
2018-1143.1%51
2018-1239.2%51
2019-0136.5%52
2019-0236.5%52
2019-0337.3%51
2019-0445.1%51
2019-0543.1%51
2019-0639.2%51
2019-0740.0%50
2019-0838.0%50
2019-0936.0%50
2019-1039.2%51
2019-1136.0%50
2019-1238.0%50
2020-0140.0%50
2020-0240.0%50
2020-0336.0%50
2020-0433.3%51
2020-0534.0%50
2020-0638.0%50
2020-0739.2%51
2020-0841.2%51
2020-0943.1%51
2020-1039.2%51
2020-1143.1%51
2020-1243.1%51
2021-0142.0%50
2021-0240.0%50
2021-0342.0%50
2021-0438.0%50
2021-0538.0%50
2021-0636.0%50
2021-0740.0%50
2021-0840.0%50
2021-0939.2%51
2021-1040.0%50
2021-1138.0%50
2021-1241.2%51
2022-0143.1%51
2022-0243.1%51
2022-0346.2%52
2022-0449.0%51
2022-0551.0%51
2022-0651.9%52
2022-0751.0%51
2022-0849.0%51
2022-0951.0%51
2022-1054.9%51
2022-1152.9%51
2022-1249.0%51
2023-0147.1%51
2023-0247.1%51
2023-0343.1%51
2023-0439.2%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
2023-1243.1%51
2024-0143.1%51
2024-0246.2%52
2024-0347.1%51
2024-0451.0%51
2024-0552.9%51
2024-0651.0%51
2024-0756.0%50
2024-0854.0%50
2024-0954.0%50
2024-1049.0%51
2024-1148.0%50
2024-1246.0%50
2025-0151.0%49
2025-0251.0%49
2025-0349.0%49
2025-0446.9%49
2025-0542.9%49
2025-0641.7%48
2025-0742.9%49
2025-0845.8%48
2025-0943.8%48
2025-1045.8%48
2025-1141.7%48
2025-1242.6%47
2026-0138.3%47
2026-0236.2%47
2026-0336.2%47
2026-0441.7%48
2026-0546.8%47
2026-0643.8%48

filters applied 1 · p 0.614 · adjusted p 0.941

The 48% rate on 810 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