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WEEKEND GAP FILL ANALYSIS REPORT (PIP-BASED)
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Generated: 2026-07-21 09:29:47

DATA OVERVIEW
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Total symbols: 3
Total records: 211
Date range: 2024-12-13 to 2026-07-17
Gap filter: 2.0 pips <= gap <= 200.0 pips

OVERALL STATISTICS
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Total gaps analyzed: 211
Gaps filled: 166
Fill rate: 78.67%

GAP SIZE STATISTICS (PIPS)
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Mean gap: 15.7 pips
Median gap: 11.1 pips
Std gap: 13.5 pips
Min gap: 2.1 pips
Max gap: 67.5 pips

FILL PROBABILITY BY GAP SIZE (PIPS)
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       0-2 pips: nan% (n=0)
       2-5 pips: 76.47% (n=34)
      5-10 pips: 79.31% (n=58)
     10-20 pips: 79.41% (n=68)
     20-50 pips: 73.81% (n=42)
    50-100 pips: 100.00% (n=9)
      >100 pips: nan% (n=0)

FILL TIME STATISTICS
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Mean fill time: 8.24 hours
Median fill time: 1.00 hours
Std fill time: 15.42 hours

FILL COMPLETION BY TIME
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Within 1h: 54.82%
Within 4h: 66.87%
Within 24h: 90.36%
Within 48h: 95.78%
Within 72h: 98.80%

PER-SYMBOL STATISTICS
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    EURUSD: 77.27% (n=66)
    GBPUSD: 83.56% (n=73)
    USDJPY: 75.00% (n=72)

LOGISTIC REGRESSION RESULTS
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Constant: 1.1694 (p=0.0000)
Gap_pips coefficient: 0.0089 (p=0.5042)
AIC: 222.24
BIC: 228.94

CONCLUSION
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The overall fill rate of 78.7% suggests that
weekend gaps tend to fill more often than not.
With a median fill time of 1.0 hours,
fills typically occur quickly.

Recommendation: Use the pip-based bucket analysis to identify
the gap size ranges with the highest fill probability.