On 15-minute RTH candles, a Fair Value Gap (FVG) forms when candle 1 and candle 3 leave a price imbalance (bullish: c1.high < c3.low; bearish: c1.low > c3.high). How often is that gap filled within the same session?
Filled vs Not filled
Filled vs Not filled
Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Bullish FVG | Filled | 61.571% | 62.336% | 11,369 | -0.77 pts |
| Bullish FVG | Not filled | 38.429% | 37.664% | 11,369 | +0.77 pts |
| Bearish FVG | Filled | 63.566% | 62.651% | 9,513 | +0.91 pts |
| Bearish FVG | Not filled | 36.434% | 37.349% | 9,513 | -0.91 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| Monday | Bullish FVG | Filled | 59.124% | 61.797% | 2,170 | -2.67 pts |
| Monday | Bullish FVG | Not filled | 40.876% | 38.203% | 2,170 | +2.67 pts |
| Monday | Bearish FVG | Filled | 64.601% | 61.274% | 1,743 | +3.33 pts |
| Monday | Bearish FVG | Not filled | 35.399% | 38.726% | 1,743 | -3.33 pts |
| Tuesday | Bullish FVG | Filled | 61.445% | 62.297% | 2,464 | -0.85 pts |
| Tuesday | Bullish FVG | Not filled | 38.555% | 37.703% | 2,464 | +0.85 pts |
| Tuesday | Bearish FVG | Filled | 64.173% | 63.104% | 1,965 | +1.07 pts |
| Tuesday | Bearish FVG | Not filled | 35.827% | 36.896% | 1,965 | -1.07 pts |
| Wednesday | Bullish FVG | Filled | 63.878% | 62.420% | 2,331 | +1.46 pts |
| Wednesday | Bullish FVG | Not filled | 36.122% | 37.580% | 2,331 | -1.46 pts |
| Wednesday | Bearish FVG | Filled | 63.977% | 65.725% | 1,946 | -1.75 pts |
| Wednesday | Bearish FVG | Not filled | 36.023% | 34.275% | 1,946 | +1.75 pts |
| Thursday | Bullish FVG | Filled | 63.167% | 62.909% | 2,324 | +0.26 pts |
| Thursday | Bullish FVG | Not filled | 36.833% | 37.091% | 2,324 | -0.26 pts |
| Thursday | Bearish FVG | Filled | 62.780% | 63.079% | 2,007 | -0.30 pts |
| Thursday | Bearish FVG | Not filled | 37.220% | 36.921% | 2,007 | +0.30 pts |
| Friday | Bullish FVG | Filled | 59.904% | 62.500% | 2,080 | -2.60 pts |
| Friday | Bullish FVG | Not filled | 40.096% | 37.500% | 2,080 | +2.60 pts |
| Friday | Bearish FVG | Filled | 62.365% | 59.449% | 1,852 | +2.92 pts |
| Friday | Bearish FVG | Not filled | 37.635% | 40.551% | 1,852 | -2.92 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| gap_size_pct bin 1 (-0.00–0.02] | Bullish FVG | Filled | 73.194% | 75.135% | 2,783 | -1.94 pts |
| gap_size_pct bin 1 (-0.00–0.02] | Bullish FVG | Not filled | 26.806% | 24.865% | 2,783 | +1.94 pts |
| gap_size_pct bin 1 (-0.00–0.02] | Bearish FVG | Filled | 76.892% | 74.185% | 1,995 | +2.71 pts |
| gap_size_pct bin 1 (-0.00–0.02] | Bearish FVG | Not filled | 23.108% | 25.815% | 1,995 | -2.71 pts |
| gap_size_pct bin 2 (0.02–0.05] | Bullish FVG | Filled | 68.256% | 69.051% | 2,391 | -0.79 pts |
| gap_size_pct bin 2 (0.02–0.05] | Bullish FVG | Not filled | 31.744% | 30.949% | 2,391 | +0.79 pts |
| gap_size_pct bin 2 (0.02–0.05] | Bearish FVG | Filled | 69.477% | 68.372% | 1,720 | +1.10 pts |
| gap_size_pct bin 2 (0.02–0.05] | Bearish FVG | Not filled | 30.523% | 31.628% | 1,720 | -1.10 pts |
| gap_size_pct bin 3 (0.05–0.09] | Bullish FVG | Filled | 59.900% | 62.267% | 2,409 | -2.37 pts |
| gap_size_pct bin 3 (0.05–0.09] | Bullish FVG | Not filled | 40.100% | 37.733% | 2,409 | +2.37 pts |
| gap_size_pct bin 3 (0.05–0.09] | Bearish FVG | Filled | 65.366% | 62.320% | 1,871 | +3.05 pts |
| gap_size_pct bin 3 (0.05–0.09] | Bearish FVG | Not filled | 34.634% | 37.680% | 1,871 | -3.05 pts |
| gap_size_pct bin 4 (0.09–0.15] | Bullish FVG | Filled | 55.159% | 58.452% | 1,822 | -3.29 pts |
| gap_size_pct bin 4 (0.09–0.15] | Bullish FVG | Not filled | 44.841% | 41.548% | 1,822 | +3.29 pts |
| gap_size_pct bin 4 (0.09–0.15] | Bearish FVG | Filled | 60.950% | 57.389% | 1,685 | +3.56 pts |
| gap_size_pct bin 4 (0.09–0.15] | Bearish FVG | Not filled | 39.050% | 42.611% | 1,685 | -3.56 pts |
| gap_size_pct bin 5 (0.15–0.25] | Bullish FVG | Filled | 47.245% | 49.595% | 1,234 | -2.35 pts |
| gap_size_pct bin 5 (0.15–0.25] | Bullish FVG | Not filled | 52.755% | 50.405% | 1,234 | +2.35 pts |
| gap_size_pct bin 5 (0.15–0.25] | Bearish FVG | Filled | 51.266% | 49.041% | 1,303 | +2.23 pts |
| gap_size_pct bin 5 (0.15–0.25] | Bearish FVG | Not filled | 48.734% | 50.959% | 1,303 | -2.23 pts |
| gap_size_pct bin 6 (0.25–inf] | Bullish FVG | Filled | 41.096% | 44.658% | 730 | -3.56 pts |
| gap_size_pct bin 6 (0.25–inf] | Bullish FVG | Not filled | 58.904% | 55.342% | 730 | +3.56 pts |
| gap_size_pct bin 6 (0.25–inf] | Bearish FVG | Filled | 42.599% | 39.830% | 939 | +2.77 pts |
| gap_size_pct bin 6 (0.25–inf] | Bearish FVG | Not filled | 57.401% | 60.170% | 939 | -2.77 pts |