Gap Fill Strategy

Futures Intermediate NIFTY Futures BANKNIFTY Futures Stock Futures MCX Futures

Gaps Tend to Fill During the Trading Session

Backtest Gap Fill Strategy on real market data — free
Simulate it in AlgoKing with zero real-money risk. No card required.
Start free →

Quick Reference

Strategy Type Intraday Mean Reversion Based on Opening Gaps
Market Outlook Gaps Tend to Fill During the Trading Session
Risk Profile Defined Risk with Tight Stops Based on Gap Size
Reward Profile Target is Gap Fill (100%) or Partial Fill (50-75%)
Time Horizon Intraday (Minutes to Hours)
Capital Requirement Medium (Futures Margin Required)
Margin Type SPAN + Exposure Margin for Futures
Best Used When Market opens with gap that is likely to fill based on size and context

When to Use This Strategy

Market opens with gap that is likely to fill based on size and context

India-Specific Notes

Lot Sizes

NIFTY 25 units per lot
BANKNIFTY 15 units per lot
Stock Futures Varies by stock

Ready to test Gap Fill Strategy?

AlgoKing is a flight simulator for traders — real market data, real backtests, zero real-money risk.

Create your free account

Educational simulation platform. Not investment advice. No SEBI registration required.

AlgoKing Support
AI-powered • Instant answers
Hi! I'm AlgoKing's AI assistant. How can I help you today?
Pricing Plans Supported Brokers How to Start MCX Algorithms