Buyable Gap-Up Study

Stocks gapping up ≥15% intraday on highest-in-60d volume, breaking through 50-day high while above their 200-day SMA. Entry next-day close, stop at gap-day's low, time exit at 40 days. Sample covers Feb 22, 2019Apr 20, 2026 (7.16 years, 95 trades).

Generated 2026-05-03T23:25:07-04:00

Trade Process

  1. 1
    Detect setup

    Stock closes +15% intraday, top 20% of day, vol = highest in 60d, > 200 SMA, new 50d high

  2. 2
    Wait for next session

    Don't chase intraday. Wait for the next day's regular session to open.

  3. 3
    Enter at next-day close

    Buy at the close of the bar AFTER the signal day. (3:55-4:00 PM ET market order.)

  4. 4
    Place stop at gap-day low

    Hard stop at the LOW of the signal/gap day. If price breaches it, exit.

  5. 5
    Hold up to 40 trading days

    No profit target — let the trend run. Time-stop at day 40.

  6. 6
    Exit

    Either: stop fills at gap-day low, OR time exit at day 40 close.

Setup Filter

Intraday +15%Close ≥ top 20% of dayRVOL ≥ 1.5×Today's vol = highest in 60dToday's vol ≥ 1.5× max prior 30dNot extended (≤2× of 30-day-prior close)Close > 200 SMANew 50-day highAvg vol ≥ 500kNo ETFs / leveraged
Total Trades
95
Win Rate
44.2%
Avg Winner
+33.12%
Avg Loser
-14.22%
EV / Trade (R)
+0.47R
Annual R
+6.35R
Showing 95 of 95 trades · click any row for chart
2026-04-20BB+16.7%+1.0%5.8×$5.640-13.1%8-3.72%-0.28R
2026-01-27RR+41.0%+2.1%4.3×$4.950-21.8%2-21.82%-1.00R
2025-10-28NOK+24.0%+0.9%7.2×$7.110-10.0%15-9.99%-1.00R
2025-09-29TLRY+40.8%+12.6%9.4×$1.680-23.2%22-23.21%-1.00R
2025-09-19QUBT+28.4%-2.6%4.3×$20.00-10.9%19-10.95%-1.00R
2025-09-11WBD+32.0%+0.3%9.1×$18.87-33.3%40+20.14%+0.60R
2025-09-09BITF+21.4%+0.8%5.9×$1.850-29.2%40+120.54%+4.13R
2025-08-14WULF+51.6%+5.3%6.2×$8.940-35.7%40+59.96%+1.68R
2025-08-06ZETA+16.1%+0.8%4.1×$19.67-12.7%40-1.37%-0.11R
2025-07-07BTBT+19.7%+5.3%7.0×$3.770-17.2%4-17.24%-1.00R
2025-06-26CORZ+38.3%+0.5%7.8×$16.69-29.2%40-18.03%-0.62R
2025-05-28JOBY+23.1%+0.4%6.6×$8.410-14.5%40+104.40%+7.20R
2025-05-27AMC+20.9%+1.2%7.0×$3.490-5.4%4-5.44%-1.00R
2025-05-13ACHR+20.4%-0.1%5.5×$11.77-22.8%40-8.67%-0.38R
2025-05-09LYFT+19.7%-0.4%8.0×$17.10-18.4%40-10.18%-0.55R
2025-05-08CDE+16.3%-1.2%3.0×$7.760-23.4%40+15.66%+0.67R
2025-02-14RXRX+27.5%-2.2%4.9×$10.62-19.4%5-19.40%-1.00R
2025-01-03RIVN+23.0%+0.1%4.2×$15.76-16.2%4-16.24%-1.00R
2024-10-21WULF+19.2%-0.8%2.7×$6.500-22.1%40+10.62%+0.48R
2024-08-22PTON+35.1%-2.1%8.1×$4.860-32.9%40+13.37%+0.41R
2024-08-13SBUX+24.2%-0.0%13.9×$94.27-18.0%40-0.31%-0.02R
2024-07-15AUR+20.3%+5.4%3.6×$4.925-21.2%7-21.22%-1.00R
2024-05-13AMC+104.5%+6.5%26.3×$7.540-58.9%40-30.37%-0.52R
2024-04-03AG+18.6%-0.5%3.1×$7.540-14.5%12-14.46%-1.00R
2021-11-18M+21.2%-0.3%5.1×$34.83-11.7%4-11.71%-1.00R
2021-11-02UAA+16.8%-0.3%5.5×$26.52-17.1%29-17.12%-1.00R
2021-09-10ISEE+17.6%-0.4%44.1×$14.88-28.2%40+21.64%+0.77R
2021-09-09GEVO+33.0%-0.3%15.0×$6.940-19.4%40+6.48%+0.33R
2021-08-19M+20.2%-0.7%8.1×$22.44-21.6%40+25.22%+1.17R
2021-06-29XELA+72.3%+2.2%49.6×$2.210-18.6%40-1.36%-0.07R
2021-06-09CLF+17.4%+0.3%3.7×$23.38-13.8%6-13.82%-1.00R
2021-06-09IVR+27.5%+1.4%14.8×$4.260-16.3%16-16.31%-1.00R
2021-06-08WEN+28.5%+1.3%14.5×$25.54-8.0%5-7.99%-1.00R
2021-05-27BYND+15.3%-0.1%4.4×$142.53-10.6%32-10.55%-1.00R
2021-04-26MVIS+53.9%+4.6%9.5×$20.93-10.4%2-10.42%-1.00R
2021-03-03MIK+21.7%-2.0%8.1×$21.80-17.3%28+0.87%+0.05R
2021-02-22GT+22.2%-1.3%6.3×$17.09-23.5%40+4.45%+0.19R
2021-02-16CTXR+39.0%-0.7%8.8×$1.530-11.1%40+10.46%+0.94R
2021-02-09HBI+21.6%+3.0%5.7×$18.70-12.3%40+8.82%+0.72R
2021-02-05SNAP+16.6%+1.9%3.4×$63.39-15.5%18-15.52%-1.00R
2021-02-01INO+32.5%+3.9%6.8×$15.06-13.7%2-13.68%-1.00R
2021-01-29NVAX+32.8%-1.5%11.0×$272.50-41.3%22-41.28%-1.00R
2021-01-27LLNW+16.8%-0.8%3.7×$4.860-7.2%1-7.20%-1.00R
2021-01-26PRTS+42.6%+1.6%9.5×$17.20-20.2%39-20.17%-1.00R
2021-01-26WKHS+26.8%-0.9%5.5×$31.51-18.5%18-18.50%-1.00R
2021-01-25NOK+21.3%+3.3%11.0×$4.850-10.9%7-10.93%-1.00R
2021-01-19WWR+31.7%+3.0%6.3×$6.170-19.4%30-19.45%-1.00R
2020-12-30HIMX+22.6%+0.3%4.0×$7.070-4.1%40+77.93%+19.00R
2020-12-18FEYE+33.9%-2.3%12.2×$20.80-31.0%40-2.12%-0.07R
2020-12-15BIDU+17.1%+0.8%2.9×$188.00-12.8%40+69.03%+5.41R
2020-12-14ABUS+27.9%+2.9%4.5×$5.060-22.7%5-22.73%-1.00R
2020-12-10SGMO+56.3%+0.3%7.3×$12.39-18.7%40+12.99%+0.69R
2020-12-03MIK+15.8%+2.9%5.2×$12.06-15.0%40+26.45%+1.76R
2020-11-25WORK+32.2%+1.1%11.3×$40.60-27.5%40+4.09%+0.15R
2020-11-19BILI+15.2%+0.2%4.3×$60.00-20.2%40+123.25%+6.09R
2020-11-09AXP+19.0%+1.6%4.0×$116.24-15.7%40+4.22%+0.27R
2020-11-09CCL+38.1%+0.5%6.0×$16.51-15.6%40+22.23%+1.43R
2020-11-09EXPE+19.0%+4.7%4.6×$123.99-14.3%40+15.30%+1.07R
2020-11-09KIM+26.2%+4.2%5.2×$14.14-24.4%40+7.60%+0.31R
2020-11-09SABR+35.6%+1.8%5.5×$9.090-20.8%40+38.17%+1.84R
2020-11-09WYNN+23.1%+3.4%3.9×$96.54-14.1%40+11.84%+0.84R
2020-10-22GPS+15.5%-0.2%4.5×$21.40-14.5%40-4.49%-0.31R
2020-10-20SNAP+21.6%+0.4%4.0×$36.25-24.1%40+46.90%+1.95R
2020-10-12NET+22.0%+1.6%3.9×$60.45-22.4%40+28.04%+1.25R
2020-10-07GPRO+29.8%+2.4%6.4×$6.390-21.8%40+30.99%+1.42R
2020-09-02SDC+30.5%-0.9%7.2×$9.870-21.5%40-10.03%-0.47R
2020-08-31GME+25.0%-1.4%7.7×$7.630-26.6%40+54.65%+2.05R
2020-08-03TRVN+22.5%+3.8%4.5×$2.880-14.9%2-14.93%-1.00R
2020-07-31PINS+32.9%+0.3%7.9×$35.61-27.4%40+14.46%+0.53R
2020-07-29LB+15.2%+4.2%7.3×$24.54-9.1%40+24.69%+2.72R
2020-07-27MARA+38.3%+11.1%16.1×$1.640-26.8%40+0.61%+0.02R
2020-07-13HTBX+24.8%+4.0%6.4×$1.160-13.8%38-13.79%-1.00R
2020-07-07RUN+19.5%+4.9%8.4×$29.09-24.2%40+95.94%+3.96R
2020-06-22SONO+20.1%-0.4%8.6×$14.10-15.3%40+0.00%+0.00R
2020-06-09CLDR+23.1%-2.4%7.8×$11.76-17.6%40-2.21%-0.13R
2020-06-03NIO+15.2%+2.3%4.8×$5.850-15.4%40+103.25%+6.71R
2020-05-29AGEN+30.9%-0.3%4.7×$4.310-33.4%40-28.31%-0.85R
2020-05-06BYND+20.2%+1.9%5.2×$123.11-13.5%40+16.38%+1.21R
2020-03-05OPK+51.6%-6.5%7.3×$2.450-36.7%2-36.73%-1.00R
2020-03-05VIPS+20.3%+5.3%6.2×$16.45-16.4%6-16.35%-1.00R
2020-02-25MRNA+20.8%+0.6%7.3×$32.67-37.2%12-37.19%-1.00R
2020-01-07APA+27.3%+0.0%6.3×$32.70-21.6%32-21.59%-1.00R
2019-11-12AMRN+26.1%+0.2%9.3×$21.43-21.1%40-9.85%-0.47R
2019-11-04WMGI+16.9%+1.6%15.3×$29.37-20.0%40+3.88%+0.19R
2019-09-11JCP+25.0%+1.0%5.2×$1.090-5.5%1-5.50%-1.00R
2019-08-21PDD+16.0%+1.0%7.4×$30.59-14.2%40+9.22%+0.65R
2019-08-21TGT+18.2%+0.5%6.1×$106.05-17.5%40+6.41%+0.37R
2019-07-30AKS+18.1%+1.2%5.7×$2.815-13.0%7-12.97%-1.00R
2019-05-21ARRY+20.7%+4.5%7.1×$25.45-24.2%40+83.42%+3.44R
2019-05-09ROKU+17.2%+0.0%6.0×$82.98-16.9%40+24.61%+1.46R
2019-04-23TWTR+16.3%+0.3%9.0×$39.57-17.3%40-10.46%-0.61R
2019-04-16QCOM+31.5%+0.2%6.3×$79.45-28.0%40-13.72%-0.49R
2019-04-12APC+26.1%+4.9%24.5×$62.17-21.0%40+12.00%+0.57R
2019-02-28HZNP+29.1%+2.4%7.2×$28.18-20.6%40-6.49%-0.32R
2019-02-22IQ+20.4%+0.8%5.4×$26.93-15.7%20-15.71%-1.00R

Methodology:Daily OHLCV from Massive. Stop fills assumed at gap-day's low when intraday low breaches it (conservative — assumes stop fills before any intrabar target). R = (return % / |stop distance %|). Annual R = sum of all R-multiples / years in sample.

Position sizing: Risk fixed % of account per trade. Position size = (account × risk %) / (entry × stop distance %).