Quantitative GAP Analysis Results for Equities

[Ates]

Hi traders,

I was wondering how GAPS get filled. As I started to analyse, i couldn't help and added more features. I will share some of them here and please feel free to ask if you are looking for any specific stocks.

DISCLAIMER: This is not financial or investment advice

STOCKS GAP ANALYSIS RESULTS and PROBABILITIES

SPY

TSLA

AAPL

VXX

Developed in Python
Data source: Yahoo! Finance

 

[trend2009]

What does it mean 50% fill time?

 

[Ates]

What does it mean 50% fill time?

50% time it fills same day
85% Fill Time "11" = 85% of them filled within 11 days