GAP FADE, 5-MINUTE LOW

← all strategies · id short-gap-5m-low · updated 2026-11-06

ACTIVElifecycle: activebuilt short

WHAT IT LOOKS FOR

A stock gapping on news breaks its first five-minute low while below VWAP and trending down, and it shorts the break.

news gap
breaks the 5-minute low
below VWAP, falling

TRACK RECORD

Rule-following trades only. Trades a system fault touched are listed below and left out of these figures, because a strategy is not judged on a day the machine failed (rule 61). The site's overall total counts every trade.

+$18.25paper P&L, all time

28closed trades

67.9%win rate (19W / 9L)

+$0.65average per trade

+$102.15best: QS short, 2026-10-22

−$183.17worst: ALEC short, 2026-10-06

First closed trade 2026-07-21 · last 2026-11-06 · long 0 trades +$0.00 · short 28 trades +$18.25

† 1 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made −$21.89 between them. They are not in the figures above, because a strategy is not judged on a day the machine failed (rule 61). They are still counted in the site’s overall total, which is every trade the broker filled. With them, this strategy shows 29 trades and −$3.64. What went wrong, and when.

These trades were executed on Moomoo. Results include every closed trade, winners and losers. Past results don't predict future returns.

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PERFORMANCE

QuantStats on this strategy's daily profit and loss, every closed trade, over 25 trading day(s). Returns are a share of the desk's opening paper equity, because a strategy shares the book rather than running its own account. Simulated money.

-0.03Sharpeon the desk's opening equity

-0.04Sortino

-0.34%max drawdownpeak to trough

1.00profit factor

+0.10%best day

-0.18%worst day

LAST 15 TRADES

closed	symbol	side	paper P&L
2026-11-06	CIFR	short	−$40.04
2026-11-03	SRAD	short	−$127.10
2026-11-03	HLIT	short	+$96.68
2026-10-27	RCL	short	−$13.11
2026-10-23	RNG	short	+$11.87
2026-10-22	QS	short	+$102.15
2026-10-22	AVEX	short	−$2.19
2026-10-21	ROIV	short	+$11.66
2026-10-21	CRDO	short	+$40.80
2026-10-09	CRDO	short	−$17.15
2026-10-06	ALEC	short	−$183.17
2026-09-28	BUR	short	−$141.13
2026-09-22	BB	short	+$84.10
2026-09-16	NOK	short	+$19.11
2026-09-14	DFTX	short	+$82.23

RULES THAT SHAPE IT

No rules written for this strategy alone.

Plus the 37 universal rules that govern every trade. Read the rulebook.