Statistics of GAPPING stocks - futures io
futures io futures trading



Statistics of GAPPING stocks


Discussion in Traders Hideout

Updated by VinceField
    1. trending_up 331 views
    2. thumb_up 1 thanks given
    3. group 4 followers
    1. forum 2 replies
    2. attach_file 1 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Statistics of GAPPING stocks

(login for full post details)
  #1 (permalink)
Coronel Vivida, Parana/Brazil
 
 
Posts: 37 since Oct 2020
Thanks: 12 given, 15 received

I'm looking for studies with statistics on the behavior of stocks that gap up and down. For example, what percent of them fill the gap, what percent of gap up/down stocks have a green/red day? What are some characteristics that may influence the behavior of these gappers?

Anyone with personal knowledge to share or links to credible sources of information on this topic would be greatly appreciated!

Reply With Quote

Can you help answer these questions
from other members on futures io?
Webinar: Trading and Hedging Gold Futures and Options w/Carley Garner
Options
fibonacci retracements settings not saved in investing
Traders Hideout
New Indicator for Tracking High-Frequency Traders (HFT)
Sierra Chart
Can Tradingviews Drawing tool create limit order
Platforms and Indicators
Delta PVP ( POC )
MultiCharts
 
 
(login for full post details)
  #2 (permalink)
hillsborough nj
 
Experience: Advanced
Platform: Tradestation/Excel
Broker: TradeStation
Trading: emicro
 
Posts: 97 since Sep 2018
Thanks: 17 given, 43 received

I set up some studies dealing with that recently using Excel VBA.



The table shows natural log returns YTD for 6 ETFs.

CC = close to close
CO = close to open
OC = open to close

With natural logs: CO + OC = CC

TRet is the sum of the returns in the row. Positive numbers are good, bigger numbers are better, negative numbers are bad.

The 4th row shows how things worked out if you buy and hold OC when CO is negative
The 5th row is buy and hold OC if CO is positive

It is better to buy when CO is positive but it is much better to buy CO and sell at the open. This has been the case for quite a few years now I think.

The gap fill percent is probably pretty good but your question about it is not clear. Generally, I think a gap play is for the first half hour or hour after the open. Anyway I analyze daily data.

Reply With Quote
The following user says Thank You to semiopen for this post:
 
(login for full post details)
  #3 (permalink)
Coronel Vivida, Parana/Brazil
 
 
Posts: 37 since Oct 2020
Thanks: 12 given, 15 received



semiopen View Post

The gap fill percent is probably pretty good but your question about it is not clear. Generally, I think a gap play is for the first half hour or hour after the open. Anyway I analyze daily data.

Thanks for the information! To clarify, I'm looking for data to inform my day trades at the market open, just as you said- the first half hour to an hour of the day. For example, if a stock is gapping up on good news, what are the chances of it going green at the open as opposed to red? What about if it's gapping down? What are the factors that influence this? Etc.

Reply With Quote


futures io Trading Community Traders Hideout > Statistics of GAPPING stocks


November 22, 2020


Upcoming Webinars and Events
 

Trading and Hedging Gold Futures & Options w/Carley Garner

Elite only
 

Bookmap

Dec TBD
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts