FAILED GAP, 10 MINUTES

← all strategies · id short-gap-failed-10m · updated 2026-11-06

ACTIVElifecycle: retestingbuilt short

WHAT IT LOOKS FOR

Ten minutes after the open, if a gapping stock is already back below its opening price with no upward trend, it shorts the failure.

TRACK RECORD

Every closed trade. No trade on this strategy was touched by a system fault, so the rule-following figures and the all-trades figures are the same.

+$94.03paper P&L, all time
29closed trades
58.6%win rate (17W / 12L)
+$3.24average per trade
+$106.04best: JACK short, 2026-08-13
−$130.90worst: SEI short, 2026-09-09

First closed trade 2026-07-29 · last 2026-11-04 · long 0 trades +$0.00 · short 29 trades +$94.03

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 23 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.

0.80Sharpeon the desk's opening equity
1.07Sortino
-0.40%max drawdownpeak to trough
1.13profit factor
+0.11%best day
-0.16%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-11-04BRKRshort+$58.10
2026-11-02MARshort+$11.63
2026-10-28SSPshort+$25.62
2026-10-27PIIshort+$25.55
2026-10-23SBACshort+$25.80
2026-10-23AMTshort+$28.98
2026-10-21DELLshort+$0.92
2026-10-21VRTshort+$12.40
2026-10-21APLDshort−$9.20
2026-10-19MANEshort−$63.20
2026-10-19RMBSshort−$65.75
2026-09-29MGNIshort−$94.43
2026-09-25MFGshort−$9.51
2026-09-11BBWIshort−$37.05
2026-09-09SEIshort−$130.90

WHERE IT STANDS

Test cycle 2, started 2026-09-12.

Being tried now: require renewed rejection below VWAP with negative 30-minute trend before a SHORT entry, or skip

RULES THAT SHAPE IT

No rules written for this strategy alone.

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