Breakaway Gap
Also: breakaway FVG, breakaway fair value gap, non-filling gap
A Breakaway Gap is a fair value gap that is left open (unfilled) as price delivers impulsively away from it without rebalancing — price "breaks away" from the gap rather than returning to fill it before continuing. The gap remains open and undelivered until lower-level (bearish breakaway) or higher-level (bullish breakaway) price objectives are fulfilled by the algorithm. Until those objectives are met, the algorithm has no reason to return and fill the gap. Once the directional objectives at the far end are complete, the algorithm may then return and fill the breakaway gap as part of a retracement sequence. Breakaway gaps are distinct from standard fair value gaps in that they are skipped entirely on the initial delivery — the market does not revisit them immediately after formation.
Identification4
- A fair value gap (3-candle structure) forms as part of a displacement or impulsive move.
- Price continues aggressively in the displacement direction without returning to fill the gap — the gap remains open on the left side of the chart as price moves away.
- Subsequent candles do not retrace into the gap range — the gap is 'left behind' by the market.
- The gap remains open until the market completes its directional objectives (the far-end liquidity targets) and begins a counter-trend move.
Entry2
- Breakaway gaps are not typically entry tools on the initial move — they are reference levels.
- On a subsequent counter-trend retracement (after directional objectives are reached), the breakaway gap becomes a target for the retracement and a potential entry level for re-entry in the original direction.
Target2
- During the directional move: the breakaway gap is NOT the target — the far-end liquidity objectives (external range liquidity) are the targets.
- After the directional objectives are met: the breakaway gap becomes a retracement target — price is expected to eventually fill it.
Invalidation2
- Price returns and fills the gap before reaching the directional objectives — it was a standard FVG, not a breakaway gap (this reclassification occurs retrospectively).
- Note: The breakaway status of a gap can only be confirmed in hindsight, once it becomes clear the gap was not filled during the directional move.
Inferred Conditions (Unvalidated)
- The breakaway gap concept explains why some fair value gaps are filled quickly and others are not — the algorithm's current objective set determines whether it returns to fill a gap promptly or delays the fill until later objectives are complete.
- A dealing range that contains a breakaway gap suggests the algorithm has strong directional commitment — the gap fill will come later, after the range extremes are cleared.
ICT Quotes
"Breakaway gaps remain open until lower level objectives are fulfilled and delivered and booked"
"fair value gap that closes impulsively without rebalancing; indicates market won't return to fill until lower-level (or higher-level) objectives are met"
Timeframes
Version History2 versions
ICT YT - 2022-06-27 - ICT Mentorship 2022 Topical Study - Dealing Ranges.srt
""Breakaway gaps remain open until lower level objectives are fulfilled and delivered and booked.""
Named explicitly as a concept in the Dealing Ranges Topical Study. Described as a fair value gap that the algorithm skips over during an impulsive move — the gap is not filled until the algorithm's current directional objectives (lower-level or higher-level) are complete.
ICT YT - 2025-10-12 - Advanced ICT Liquidity Concepts 10-11-2025.srt
""this is a breakaway gap, because it's taking out this high and then we are entering discovery. That means it's going to discover how much it can move and still allow traders to keep buying it.""
New operational definition layer: a Breakaway Gap specifically forms when price takes out a prior significant high (entering price discovery) and leaves a gap between TWO QUADRANT LEVELS in the direction of the narrative. This is a more precise 2025 definition — the gap is not just any open FVG, but specifically a gap formed between quadrant levels (e.g., between the upper quadrant of one PD array and the lower quadrant of the next PD array above it) during a trending breakout move. The "entering discovery" language confirms this is specifically for all-time-high or multi-year-high breakout contexts. Distinguished from a measuring gap (which forms at the halfway point of the move).
Notes
The breakaway gap concept was referenced earlier in the 2016 ICT mentorship content in passing (notes in fair-value-gap.yaml indicate "breakaway gaps and measuring gaps" were mentioned at timestamp 00:08:36 in file 36), but was not formally defined there. The 2022-06-27 Topical Study episode provides the first clear definition of the term and its behavioral characteristics. Operationally: when a trader sees a fair value gap form during a fast displacement move and price does not return to it, they should note it as a potential breakaway gap. It becomes a reference level for future retracement analysis once the directional move completes. Note on the fair-value-gap.yaml file: that file contains a note that "Breakaway gaps and measuring gaps are referenced at timestamp 00:08:36 as related gap concepts to be covered in December study notes — insufficient codifiable rules in this file to create separate entries." This file now provides the codifiable definition from the 2022 content. Related concepts: fair-value-gap.yaml, dealing-range.yaml, displacement.yaml, external-range-liquidity.yaml
Asymmetry Notes
Symmetrical concept. A bullish breakaway gap is left open as price moves higher — it fills later on a retracement after higher objectives are reached. A bearish breakaway gap is left open as price moves lower — it fills later on a bounce after lower objectives are reached.