Historical Tracker
Past gap-ups with forward returns and win-rate statistics
Performance by Rerate Score
Score 0-252 plays
Avg 60D return
-2.0%
60D win rate50%
1D
-3.3%
5D
-5.2%
20D
-8.9%
Score 25-503 plays
Avg 60D return
+18.5%
60D win rate100%
1D
-0.9%
5D
+3.1%
20D
+11.4%
Score 50-754 plays
Avg 60D return
+20.9%
60D win rate100%
1D
+0.3%
5D
+2.1%
20D
+11.2%
Score 75-1002 plays
Avg 60D return
+68.5%
60D win rate100%
1D
+8.5%
5D
+1.9%
20D
+44.0%
Performance by Setup Type
| Setup | Count | Avg 5D | Avg 20D | Win 5D | Win 20D |
|---|---|---|---|---|---|
| Failed Gap | 5 | +0.1% | +11.8% | 40% | 60% |
| Day-1 Play | 4 | +1.2% | +12.7% | 75% | 75% |
| 10-EMA Pullback | 1 | +1.6% | +7.0% | 100% | 100% |
| Pending | 1 | +4.3% | +32.3% | 100% | 100% |
Self-Learning: Entry 1 vs Entry 2
○ Entry 1 KeptBased on 665 gap-ups across 143 tickers · 7/7/2026
Confirmation: 1dFalse-signal cutoff: -2% below pre-gapEntry zone: bottom 20%Filtered: 32 false signals
| Metric | Entry 1 Immediate zone | Entry 2 Confirmation-filtered | Delta |
|---|---|---|---|
| Trades | 252 | 177 | -75.00 |
| Win Rate | +50.4% | +50.8% | +0.4% |
| Profit Factor | 2.02 | 2.15 | +0.13 |
| Sharpe (ann.) | 2.87 | 2.58 | -0.29 |
| Avg R | 1.02 | 1.03 | +0.01 |
| Avg P&L | +0.7% | +0.5% | -0.2% |
| Avg Win | +2.7% | +1.8% | -0.9% |
| Avg Loss | -1.3% | -0.9% | +0.5% |
| Stop Rate | +49.6% | +49.2% | -0.4% |
ENTRY 1 SUFFICIENT — confirmation filter doesn't meaningfully improve outcomes
Entry 1 (immediate zone entry) produces higher Sharpe and total return from more trades. Entry 2's confirmation filter improves per-trade quality (PF, win rate, avg loss) but can't compensate for the 30% reduction in trade volume. Decision: KEEP_1 — Entry 1 immediate zone entry is the sole strategy.
Recent Gap-Ups (11)
| Ticker | Date | Gap % | Score | Setup | 1D | 5D | 20D | 60D |
|---|---|---|---|---|---|---|---|---|
| SMCI | May 6, 2026 | +13.0% | 88 | Failed Gap | +6.9% | +1.8% | +49.2% | — |
| COIN | Feb 13, 2026 | +8.9% | 61 | Pending | +8.0% | +4.3% | +32.3% | +35.1% |
| NVDA | May 29, 2025 | +5.5% | 19 | Failed Gap | -5.0% | -1.6% | +10.9% | +26.4% |
| MSFT | May 1, 2025 | +9.1% | 54 | 10-EMA Pullback | +1.0% | +1.6% | +7.0% | +19.1% |
| META | May 1, 2025 | +7.8% | 37 | Day-1 Play | +0.8% | +1.0% | +9.4% | +18.3% |
| TSLA | Apr 23, 2025 | +7.1% | 25 | Day-1 Play | +1.8% | +10.7% | +31.3% | +28.9% |
| TSLA | Jan 30, 2025 | +5.6% | 16 | Day-1 Play | -1.5% | -8.9% | -28.7% | -30.4% |
| AMZN | Nov 1, 2024 | +6.8% | 50 | Failed Gap | -1.6% | +4.6% | +5.9% | +19.4% |
| GOOGL | Oct 30, 2024 | +6.5% | 49 | Failed Gap | -5.3% | -2.3% | -6.3% | +8.3% |
| TSLA | Oct 24, 2024 | +14.5% | 91 | Day-1 Play | +10.0% | +2.1% | +38.8% | +68.5% |
| META | Aug 1, 2024 | +9.7% | 63 | Failed Gap | -6.3% | -2.2% | -0.5% | +10.1% |