Market Inefficiency Fill Patterns: Why Price Revisits Voids
Market inefficiencies—also called liquidity voids, gaps, imbalances, or single-print zones—are the footprints of aggressive movement. The market almost always revisits them because the auction wants to restore balance. Understanding how price fills these inefficiencies gives you reliable continuation and reversal clues.
What an Inefficiency Actually Is
An inefficiency is an area where price moved too fast for two-sided trading to occur. One side dominated so aggressively that the other side never had a chance to trade.
- Wide displacement bars
- Thin or missing volume nodes
- No overlapping bid/ask interaction
- Single-print footprints
These usually show up right after displacement events.
Why Inefficiencies Get Filled
The auction hates imbalance. When price leaves an inefficiency behind, it’s unfinished business. At some point, the market comes back to test it. Not because of magic—because that’s where the untraded prices are.
| Reason | Mechanic | Outcome |
|---|---|---|
| Unfilled orders | Side that got left behind wants fills | Market rotates back |
| Liquidity pockets | Resting orders stored in the void | Price seeks interaction |
| Auction rebalancing | Need for two-sided trade | Void gets tested |
Common Inefficiency Fill Patterns
Price behaves predictably inside inefficiencies. These are the most reliable patterns:
1. The Shallow Fill and Reject
Price dips into the inefficiency just enough to test willingness, then instantly rejects out. This usually means trend continuation.
2. The Full Fill and Flip
Price fills the entire void, stalls at the far end, then rotates back the other way. This often signals a reversal, especially when combined with orderflow pivot behavior.
3. The Multi-Leg Backfill
Price fills the inefficiency piece by piece over several rotations. This usually happens in slower markets or developing balance areas.
How to Trade Inefficiency Fills
The key is knowing which side of the market owns the displacement that created the inefficiency.
- Identify the side that caused the void
- Mark the origin of displacement
- Wait for price to rotate into the inefficiency
- Trade continuation if rejection is fast
- Trade reversal only if the void fills fully and stalls
The Bottom Line
Inefficiency fills aren’t random—they’re the auction correcting an incomplete move. Learn the common fill behaviors, line them up with structure and orderflow, and inefficiencies become high-clarity zones instead of mysterious chart gaps.