Wayward,I think this explains what you mean by Inside v outside...

Wayward,

I think this explains what you mean by Inside v outside gaps.

http://www.tradingacademy.com/lessons/20110628/india_article.htm

So we are inside the Prior High and Low hence the term Inside Gap.

Hence your original question of how long it will take to fill if it does fill. Or will this be the 2% of the time it does not fill?

Still interested in where your stats come from.

Cheers