The weekend gap

Here we go!

A lot of things said about the gap.. lets see what the numbers say:

Odds to fill? Fantastic really. Gap forecasting ability of the days MM? Not so much,

gap1

Differences between gaps that fill vs never fill:

gap2

On the top is gap size. Little blip there for gaps between 60-70, however considering it’s not in the extreme (80+), I see it as more of a fluke than anything else. Besides, with 16 occurances total over 10 years.. not really what I’d consider an edge.

On the bottom move size (H-O vs O-L). Perhaps those that don’t fill make larger moves on Monday in direction of the gap (‘propelled’ by it). Not quite the case.

Lastly, Time:

Here’s what I thought would be a more fun way to show the relationship:

I would think the larger the gap, the more time it takes to fill, as indicated by the yellow line. However, this is not completely the case…

gapgraph2

Along with the normal output:

gap3

Seems to me that the suggestion is that the bigger the gap, the lower the probability to fill, and the larger the gap, the more time it takes to fill, but not quite so linearly. 24 hours is pretty much the expectancy.

 

 

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