Gaps Up From 10-day Highs

The SPY is set to gap higher this morning after closing at a 10-day high yesterday. Below are the stats when buying $100k of SPY at 9:31 the morning when SPY closes at a 10-day high and then gaps up at least 0.75%. The trade is then exited at the 4pm close (2001-present):

Below are all the instances found:
(produced with Tradestation)


Looks to be a decent chance of a move down from the open today.