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
526d
Best Streak
27W
Worst Streak
3L
Avg Gain
+38
Avg Loss
-137
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 |
|---|---|---|---|
| 2026-11-12 | Gap DOWN 167pts | Filled | -167 |
| 2026-11-11 | Gap UP 64pts | Not Filled | +64 |
| 2026-11-10 | Gap UP 50pts | Filled | +50 |
| 2026-11-09 | Gap DOWN 207pts | Filled | -207 |
| 2026-11-06 | Gap DOWN 112pts | Filled | -112 |
| 2026-11-05 | Gap UP 96pts | Filled | +96 |
| 2026-11-04 | Gap UP 104pts | Filled | +104 |
| 2026-11-03 | Gap UP 74pts | Filled | +74 |
| 2026-11-02 | Gap UP 54pts | Filled | +54 |
| 2026-10-30 | Gap DOWN 382pts | Not Filled | -382 |
| 2026-10-29 | Gap DOWN 186pts | Not Filled | -186 |
| 2026-10-28 | Gap UP 2pts | Filled | +2 |
| 2026-10-27 | Gap UP 43pts | Filled | +43 |
| 2026-10-26 | Gap UP 150pts | Filled | +150 |
| 2026-10-23 | Gap DOWN 25pts | Filled | -25 |
| 2026-10-22 | Gap DOWN 23pts | Not Filled | -23 |
| 2026-10-21 | Gap UP 250pts | Not Filled | +250 |
| 2026-10-20 | Gap UP 23pts | Filled | +23 |
| 2026-10-19 | Gap DOWN 164pts | Filled | -164 |
| 2026-10-16 | Gap DOWN 55pts | Filled | -55 |
See today's full NQ odds
Bias, gap fill, ORB odds, expected range — structured before 09:30.