Gap-Up Follow-Through
SPY no notable up-gap today (+0.51%)
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After SPY opens with an up-gap: same-day continuation rate, gap-fill rate within a few days, and forward 1W/1M returns (Bespoke-style gap analysis).
- 196 signals since 1993-01-01.
- SPY no notable up-gap today (+0.51%)
Today Gap
+0.51%
thresh +0.75%
Continue Rate
66%
close >= open same day
Gap-Fill Rate
58%
within 5d
1M Win / Med
68% / +1.9%
When to run this study
Run after a notable up-gap open. Shows whether SPY gap-ups historically held and continued or faded and filled — same-day continuation rate, gap-fill rate within a few days, and forward 1W/1M returns.
Historical results
Gap-Up Events (196)
| Date | Gap% | Day% | Held? | Filled? | Fill Days | 1W | 1M |
|---|---|---|---|---|---|---|---|
| 2026-06-08 | 0.79 | 0.23 | Faded | Yes | 1 | 2.11 | 1.95 |
| 2026-03-16 | 0.92 | 1.02 | Held | Yes | 2 | -1.77 | 4.91 |
| 2025-12-18 | 0.92 | 0.76 | Faded | No | 2.35 | 1.62 | |
| 2025-11-20 | 1.55 | -1.52 | Faded | Yes | 0 | 4.73 | 5.26 |
| 2025-11-10 | 0.93 | 1.56 | Held | Yes | 3 | -2.31 | 0.90 |
| 2025-10-27 | 0.81 | 1.18 | Held | No | -0.28 | -1.49 | |
| 2025-10-13 | 1.17 | 1.53 | Held | No | 1.25 | 3.01 | |
| 2025-07-31 | 0.79 | -0.38 | Faded | Yes | 0 | 0.03 | 2.05 |
| 2025-06-06 | 0.95 | 1.03 | Held | No | -0.36 | 4.47 | |
| 2025-05-27 | 1.20 | 2.08 | Held | Yes | 0 | 0.84 | 3.81 |
| 2025-05-12 | 3.04 | 3.30 | Held | No | 2.03 | 3.15 | |
| 2025-05-01 | 1.05 | 0.71 | Faded | No | 1.18 | 6.13 | |
| 2025-04-08 | 3.47 | -1.57 | Faded | Yes | 0 | 8.28 | 13.81 |
| 2025-03-24 | 1.21 | 1.79 | Held | Yes | 4 | -2.56 | -6.73 |
| 2025-03-12 | 1.12 | 0.53 | Faded | Yes | 0 | 1.48 | -5.85 |
Showing 15 of 196 rows — see the live version for all.