Double Gap Statistics

By Lawrence

Gaps not filled the same day is a rare event in Emini S&P. It happens less than 4% of the time. Whenever it happens though, it produces a very consistent bias for the next trading day that is exploitable.

If you do not know what gaps are, please read about it in Outside Gap Behaviour, Then and Now.

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  • MidKnight January 4, 2015 at 8:58 pm

    HSI and HHI both have very similar odds. Thanks for the post to provoke my own research into this.

    With kind regards,

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