MKL gap history: fill rates and follow-through

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$1,737.63+0.64% (+$11.07)XNYS · the security, not a token

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MKL gap history: fill rates and follow-through — Tokenzo

A gap is a session that opened 5% or more away from the previous close. It “fills” when the price trades back to that close. Since Mar 9, 2020, MKL has gapped 7 times; 3 gaps are still open.

Gaps up2median size 6.5%

Filled50%1 of 2 went back to the previous close

Time to fill7 sessionsmedian; half-filled in 19

20 sessions later−3.4%median change, over 2 gaps

Gaps down5median size 7.1%

Filled60%3 of 5 went back to the previous close

Time to fill21 sessionsmedian; half-filled in 5

20 sessions later+4.2%median change, over 5 gaps

Every gap

newest first

Opening gaps of 5% or more, newest first.
Date	Direction	Gap	Previous close	Status	Sessions to fill	20 sessions later
Feb 1, 2024	Down	7.2%	$1497.43	Filled Mar 1, 2024	21	+7.5%
Apr 7, 2020	Up	5.3%	$924.94	Filled Apr 16, 2020	7	−16.8%
Mar 24, 2020	Up	7.7%	$742.21	Open	—	+10.0%
Mar 18, 2020	Down	7.1%	$863.76	Filled Mar 20, 2020	3	+15.1%
Mar 16, 2020	Down	10.5%	$1046.61	Filled Jun 8, 2020	59	+4.2%
Mar 12, 2020	Down	5.9%	$1086.81	Open	—	−1.6%
Mar 9, 2020	Down	6.3%	$1216.94	Open	—	−18.9%

Sessions are trading days. The change twenty sessions later is measured from the gap day’s open and is blank for gaps too recent to have one.

Figures describe Markel shares, not any token. From split-adjusted daily bars. How this stock's gaps behaved in the past, not a prediction of how the next one will.

MKLMarkel

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Every gap