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Gap fill statistics: do weekend gaps actually fill?

"Gaps always fill" is one of trading's favourite proverbs. We measured it: every weekend gap (Monday open vs Friday close) across 30+ markets on 5 years of real data - how often price actually came back to the Friday close the same day, and within the week, split by gap size and direction.

Weekend gap fill statistics chart: same-day fill rate by market over 5 years of data Small vs large weekend gap fill rates compared: small gaps fill far more often

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MarketGaps (5y)Median size Filled same dayFilled in week Small gapsLarge gaps

How to read it: small gaps fill far more often than large ones - the proverb is mostly a small-gap phenomenon. A large weekend gap is more often the start of a move than an error to be corrected. "Filled" = price traded back to Friday's close. Educational, not investment advice.

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