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
86%
Sample Size
485d
Best Streak
27W
Worst Streak
3L
Avg Gain
+38
Avg Loss
-126
Base Rate — Fills At Some Point (not a win rate)
EXTREME86%
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 |
|---|---|---|---|
| 2026-06-05 | Gap DOWN 74pts | Not Filled | -74 |
| 2026-06-04 | Gap DOWN 180pts | Not Filled | -180 |
| 2026-06-03 | Gap UP 29pts | Filled | +29 |
| 2026-06-02 | Gap DOWN 21pts | Filled | -21 |
| 2026-06-01 | Gap UP 10pts | Filled | +10 |
| 2026-05-29 | Gap UP 21pts | Filled | +21 |
| 2026-05-28 | Gap UP 73pts | Filled | +73 |
| 2026-05-27 | Gap DOWN 23pts | Filled | -23 |
| 2026-05-26 | Gap UP 118pts | Not Filled | +118 |
| 2026-05-22 | Gap DOWN 3pts | Filled | -3 |
| 2026-05-21 | Gap DOWN 137pts | Filled | -137 |
| 2026-05-20 | Gap UP 6pts | Filled | +6 |
| 2026-05-19 | Gap UP 4pts | Filled | +4 |
| 2026-05-18 | Gap DOWN 97pts | Filled | -97 |
| 2026-05-15 | Gap UP 2pts | Filled | +2 |
| 2026-05-14 | Gap UP 58pts | Filled | +58 |
| 2026-05-13 | Gap DOWN 26pts | Filled | -26 |
| 2026-05-12 | Gap DOWN 25pts | Filled | -25 |
| 2026-05-11 | Gap DOWN 38pts | Filled | -38 |
| 2026-05-08 | Gap DOWN 100pts | Filled | -100 |
See today's full NQ odds
Bias, gap fill, ORB odds, expected range — structured before 09:30.