GAP FADE, 15-MINUTE VWAP

← all strategies · id short-gap-vwap-15m · updated 2026-11-06

ACTIVElifecycle: retestingbuilt short

WHAT IT LOOKS FOR

Fifteen minutes after the open, a gapping stock still below both its open and VWAP gets shorted.

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.

−$10.09paper P&L, all time
17closed trades
52.9%win rate (9W / 8L)
−$0.59average per trade
+$104.19best: FTAI short, 2026-07-22
−$92.76worst: ENTG short, 2026-08-04

First closed trade 2026-07-22 · last 2026-10-19 · long 0 trades +$0.00 · short 17 trades −$10.09

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 15 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.

-0.23Sharpeon the desk's opening equity
-0.34Sortino
-0.17%max drawdownpeak to trough
0.96profit factor
+0.10%best day
-0.09%worst day

LAST 15 TRADES

closedsymbolsidepaper P&L
2026-10-19SKHYshort−$37.92
2026-10-12AIshort+$25.74
2026-10-05PBRshort−$23.01
2026-09-23IONQshort+$11.77
2026-09-14CAPRshort+$42.72
2026-09-09JMKEshort+$11.88
2026-08-17ALABshort−$10.64
2026-08-07NTRAshort−$3.81
2026-08-06CEGshort−$2.46
2026-08-05KMTshort−$59.15
2026-08-04ENTGshort−$92.76
2026-07-31VRTshort+$6.11
2026-07-31COHUshort+$2.92
2026-07-31NVTshort+$15.43
2026-07-29OPCHshort−$24.50

WHERE IT STANDS

Test cycle 2, started 2026-10-05.

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.

Trade with Moomoo (referral link)