In my experience there will not be enough volume at the gap open price for most of these fills. A significant portion of the largest gaps down traded when a thin order book on the buy side coincides with a naive market price sell order, so there may be only one trade marking the gap. I tried a related strategy a few years ago and learned this the hard way. It is more pronounced trading lower volume tickers, but persists even at the S&P 500 level.