Overnight Inventory: Does It Predict RTH Direction?

2008-2026 | 4,580 sessions with overnight data | ES 5-min

What is Overnight Inventory?

Overnight inventorymeasures the positioning of the Globex session relative to the prior day's Value Area. When the overnight session trades predominantly above the prior VAH, it is classified as long inventory. When it trades below the prior VAL, it is short inventory. Sessions straddling the Value Area are neutral.

The core hypothesis: if the overnight session builds excess inventory in one direction, the RTH session should correct back toward value — i.e., long inventory predicts a downward correction at the open, and short inventory predicts an upward correction.

How to use this

  • VWAP classification— Overnight VWAP above VAH = long; below VAL = short. This is the primary method tested.
  • Close classification— Overnight close above VAH = long; below VAL = short. An alternative method for comparison.
  • Correction window— We measure whether price corrects within the first 30 minutes and across the full OTC session.
  • Context matters— Inventory alone is a weak signal. Combine with IB structure, gap size, and market internals.
4,580
Sessions Analyzed
1,320
Long Inventory (28.8%)
1,250
Short Inventory (27.3%)
2,010
Neutral (43.9%)

Inventory Distribution (VWAP Classification)

Long28.8%Short27.3%Neutral43.9%

Nearly half of all sessions are classified as neutral — overnight stays within the prior Value Area

Correction Rates by Inventory Type

Inventoryn% of TotalFirst 30m CorrectionOTC Direction Correct
Long1,32028.8%58.2%52.1%
Short1,25027.3%56.8%51.5%
Neutral2,01043.9%50.2%50%

“First 30m Correction” = price moves toward value within the first 30 minutes of RTH. “OTC Direction Correct” = full-session close in the correction direction.

Long 30m Corr
58.2%
n=1320
Short 30m Corr
56.8%
n=1250
Neutral 30m Corr
50.2%
n=2010
Edge vs Coin Flip
+6-8pp
Long/Short vs 50%

Gap Fill Rates by Inventory Type

InventorynGap Fill Rate
Long1,32062.5%
Short1,25060.8%
Neutral2,01055.2%

Gap fill = RTH price fills 100% of the overnight gap during the session. Long and short inventory sessions show modestly higher fill rates than neutral.

Fade Trade Backtest Variants

TradenWin%PFCum PnL (pts)
Fade Long 4pt1,32048.2%1.05+55.0
Fade Long 6pt1,32042.1%0.98-18.0
Fade Long 8pt1,32035.5%0.92-65.0
Fade Short 4pt1,25047.8%1.03+28.0
Fade Short 6pt1,25041.5%0.96-32.0
Fade Short 8pt1,25034.8%0.90-78.0
Fade to POC2,57052.5%1.08+145.0
Fade to VA Mid2,57055.2%1.12+210.0

Fixed-point fades (4/6/8 pt targets) show marginal or negative edge. Fading to POC or VA midpoint shows a modest positive expectancy — suggesting the target matters more than the entry signal.

VWAP vs Close-Based Classification

VWAP Classification

Longn=1,320 (28.8%)
30m Corr
58.2%
OTC Corr
52.1%
Shortn=1,250 (27.3%)
30m Corr
56.8%
OTC Corr
51.5%
Neutraln=2,010 (43.9%)
30m Corr
50.2%
OTC Corr
50%

Close-Based Classification

Longn=1,180 (25.8%)
30m Corr
57.5%
OTC Corr
51.8%
Shortn=1,100 (24%)
30m Corr
56.2%
OTC Corr
51.2%
Neutraln=2,300 (50.2%)
30m Corr
50.5%
OTC Corr
50.1%

Close-based classification produces more neutral sessions (50.2% vs 43.9%) and slightly lower correction rates across the board. VWAP classification is marginally stronger.

Yearly Correction Rate Stability

25%50%75%50%60.2%58.5%2008n=16957.8%56.2%2012n=25058.5%57%2016n=25459.1%57.8%2020n=25457.2%55.8%2024n=257Long Inv CorrectionShort Inv Correction

Correction rates remain in a narrow band (55–60%) across all sampled years — dashed line = 50% (coin flip)

Yearly Breakdown

YearnLong Inv Corr%Short Inv Corr%
200816960.2%58.5%
201225057.8%56.2%
201625458.5%57%
202025459.1%57.8%
202425757.2%55.8%

Verdict

Weak directional signal. Not tradeable in isolation.

  • Overnight inventory shows a modest correction tendency(56–58% in the first 30 minutes vs 50% baseline) when using VWAP classification. This is statistically real but economically thin.
  • Fixed-point fade trades produce marginal-to-negative cumulative PnL. Only fades targeting POC or VA midpoint show a mild positive expectancy, suggesting the target (not the entry signal) is doing the heavy lifting.
  • Close-based classification is weaker than VWAP-based, with more sessions falling into the uninformative neutral bucket. VWAP is the better method if you use inventory at all.
  • The effect is stable across yearsbut never rises above 60% correction rate — consistently a coin flip with a slight thumb on the scale.
  • Bottom line:Use overnight inventory as one input in a multi-factor framework (IB structure, gap size, market internals), not as a standalone directional predictor. The popular narrative that “long inventory above VAH means short at the open” is directionally correct but barely actionable.