Performance after high-volume gaps

What have historical outcomes been after high volume and a gap appear together?

Volume and liquidity VOL-035 Scatter Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample A
27.3 %
Lowest item: Sample I
-1.1 %
Average
9.52 %
Number of items
10 items

Performance after high-volume gaps

Subsequent fixed-window return (%) (Scatter)

Relative to historical baseline (x)

Relative to historical baseline (x) (Bar)

Event detail and data date

Subsequent fixed-window return (%) and Relative to historical baseline (x) (Table)

Sample data rows

Relative to historical baseline (x)Subsequent fixed-window return (%)Relative to historical baseline (x)Data date (sample)
Sample A 27.3 1.47 2026-10-16
Sample B 5.41 0.83 2026-10-16
Sample C 8.67 0.89 2026-10-16
Sample D -0.99 0.6 2026-10-16
Sample E 25.58 1.94 2026-10-16
Sample F 14.79 1.6 2026-10-16
Sample G 7.23 0.7 2026-10-16
Sample H 7.73 0.4 2026-10-16
Sample I -1.1 0.57 2026-10-16
Sample J 0.62 2.29 2026-10-16