Explore the intriguing dynamics of large market moves as we discuss how often large gaps (2 SD moves) in the market get filled over certain time frames. The hosts, Tom and Tony reveal how gap downs lead to slightly higher reversals than gap ups, highlighting asymmetric market recovery patterns. Our analysis uncovers that large gap reversals occur independently and align with theoretical statistical models, seemingly unaffected by external factors. Delve into the significance of duration on success rates, with gap fill probabilities rising from 5% at one day to 60% at 45 days, underscoring the potential benefits of longer-dated strategies. Discover how these insights can enhance your market approach and trading decisions.