Hist FT% (Follow-Through)
= % of similar past gaps that closed higher than open
≥60%: trend continues
45-60%: coin flip
<45%: typical fade
Held Gap% (gap retention)
= % of similar past gaps that closed above prev close
≥80%: gap rarely fully filled
60-80%: moderate retention
<60%: gap often closes
Samples (n)
Number of historical gap events
matching this ticker + gap size band
≥10: high confidence
3-9: moderate
<3: blended w/ market
Snapshot Time
9:00 — earliest read, news context
9:25 — pre-open final read
9:30 — actual open print