NQGap Fill
NQ Gap Fill Probability
How often NQ fills its overnight gap during the regular session.
What this number means
This is a base rate — how often a gap returns to the prior close at some point during the session. It is not a trade win rate.A mechanical "fade the gap" trade with a real stop fills only ~56% of the cash session on our 3-year 1-min test and is roughly breakeven once a stop and fills are modeled. We publish the difference on purpose — see the methodology.
Regime Filter
VOLATILITY
MACRO EVENT
TREND
GAP SIZE
SESSION TYPE
Probability
87%
Sample Size
518d
Best Streak
28W
Worst Streak
3L
Avg Gain
+39
Avg Loss
-134
Base Rate — Fills At Some Point (not a win rate)
EXTREME87%
Gap fills most reliably when VIX < 20 and gap size is between 20–80 points. Large gaps (>120 pts) on earnings days are excluded from this dataset.
Recent Results
NQ Gap Fill · Point Outcome by Day
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-09-10 | Gap UP 10pts | Filled | +10 |
| 2026-09-09 | Gap DOWN 12pts | Filled | -12 |
| 2026-09-08 | Gap DOWN 30pts | Filled | -30 |
| 2026-09-07 | Gap DOWN 30pts | Filled | -30 |
| 2026-09-04 | Gap DOWN 20pts | Filled | -20 |
| 2026-09-03 | Gap DOWN 9pts | Filled | -9 |
| 2026-09-02 | Gap UP 11pts | Filled | +11 |
| 2026-09-01 | Gap UP 5pts | Filled | +5 |
| 2026-08-31 | Gap UP 48pts | Filled | +48 |
| 2026-08-28 | Gap DOWN 60pts | Filled | -60 |
| 2026-08-27 | Gap UP 210pts | Not Filled | +210 |
| 2026-08-26 | Gap UP 11pts | Filled | +11 |
| 2026-08-25 | Gap UP 35pts | Filled | +35 |
| 2026-08-24 | Gap UP 5pts | Filled | +5 |
| 2026-08-21 | Gap UP 27pts | Filled | +27 |
| 2026-08-20 | Gap UP 49pts | Filled | +49 |
| 2026-08-19 | Gap DOWN 19pts | Filled | -19 |
| 2026-08-18 | Gap DOWN 19pts | Filled | -19 |
| 2026-08-17 | Gap UP 28pts | Filled | +28 |
| 2026-08-14 | Gap UP 22pts | Filled | +22 |
See today's full NQ odds
Bias, gap fill, ORB odds, expected range — structured before 09:30.