EDGE MARKET INTELLIGENCE
Statistics
Historical statistics for NQ, ES, and GC futures — computed from 5 years of daily session data. Select any stat to view full breakdown with distribution charts.
OVERVIEW — KEY PROBABILITIES
| STATISTIC | NQ | ES | GC |
|---|---|---|---|
| Gap Fill Rate (avg) | 68% | 71% | — |
| OR Expansion Rate | 73% | 69% | 61% |
| Day-After-Trend Continue | 63% | 61% | — |
| Bias Accuracy (EDGE) | 71% | 69% | — |
| CPI Day Volatility | HIGH | HIGH | MED |
| FOMC Day Gap Fill | 48% | 51% | — |
GAP FILL STATISTICS
NQES
NQ Gap Fill Rate68%
% of sessions that fill the overnight gap
View breakdown →ES Gap Fill Rate71%
% of sessions that fill the overnight gap
View breakdown →NQ Gap Fill by Regime
Breakdown across Bull/Bear/Neutral regimes
View breakdown →ES Gap Fill by Regime
Breakdown across Bull/Bear/Neutral regimes
View breakdown →OPENING RANGE
NQESGC
NQ Opening Range Expansion73%
ORB breakout rate and continuation odds
View breakdown →ES Opening Range Expansion69%
ORB breakout rate and continuation odds
View breakdown →GC Opening Range
London-NY ORB overlap range stats
View breakdown →NQ Inside Days52%
Day-after-inside day direction stats
View breakdown →MACRO EVENTS
NQES
VOLATILITY REGIMES
NQ
GOLD SESSIONS
GC
INSTRUMENT DASHBOARDS
All statistics computed from OHLCV session data. Base rates shown are 5-year rolling averages. Individual stat pages include full distribution tables and regime breakdowns.