Futures
EdgeFutures7 min read

The Overnight Gap and the Fundamental Exception

Most index-futures gaps fill during the session. The ones that do not are the ones that matter.

Why gaps fill

Overnight price formation happens in a thin book. When the deep daytime book opens, the consensus price reasserts itself and much of the overnight move is retraced. This is a liquidity artefact rather than an information event.

Separating noise from news

The distinction is whether something actually happened. A gap on no catalyst is a liquidity gap; a gap on a policy decision or a geopolitical event is a repricing, and fading it means standing in front of the repricing. An automated version needs a news gate, and news gates are imperfect.

The honest return profile

High win rate, small average win, occasional large loss. This shape flatters a short backtest and ruins an under-capitalised account, because the sample that contains the losses is longer than the sample most people test on.

Educational, not directive. This is analysis of how a market behaves, not a recommendation to act in it. Strategy detail with conviction scoring and live sample sizes lives in the vault.
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