<?xml version="1.0" encoding="UTF-8"?>
<!--Generated by Squarespace Site Server v5.11.81 (http://www.squarespace.com/) on Thu, 31 May 2012 01:29:34 GMT--><feed xmlns="http://www.w3.org/2005/Atom" xmlns:dc="http://purl.org/dc/elements/1.1/"><title>The Gap Guy Blog</title><subtitle>Gap Guy Blog</subtitle><id>http://www.thegapguy.com/blog/</id><link rel="alternate" type="application/xhtml+xml" href="http://www.thegapguy.com/blog/"/><link rel="self" type="application/atom+xml" href="http://www.thegapguy.com/blog/atom.xml"/><updated>2011-11-08T17:23:09Z</updated><generator uri="http://www.squarespace.com/" version="Squarespace Site Server v5.11.81 (http://www.squarespace.com/)">Squarespace</generator><entry><title>Gap Size Impacts Odds</title><category term="Gap Basics"/><category term="Gap Size"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/gap-size-impacts-odds.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/gap-size-impacts-odds.html"/><author><name>Gap Guy</name></author><published>2011-11-08T17:18:37Z</published><updated>2011-11-08T17:18:37Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/small and medium size gaps - spy.png?__SQUARESPACE_CACHEVERSION=1320772924736" alt="" /></span></span></p>
<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/Large gaps - spy.png?__SQUARESPACE_CACHEVERSION=1320772946569" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Fading the Gap By Day of Week</title><category term="Gap Basics"/><category term="S&amp;P 500"/><category term="SPY"/><category term="Seasonality"/><id>http://www.thegapguy.com/blog/fading-the-gap-by-day-of-week.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/fading-the-gap-by-day-of-week.html"/><author><name>Gap Guy</name></author><published>2011-11-08T17:14:28Z</published><updated>2011-11-08T17:14:28Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/gaps by day of week - spy.png?__SQUARESPACE_CACHEVERSION=1320772493355" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Where a gap opens relative to prior day's range matters alot</title><category term="Gap Basics"/><category term="Patterns"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/where-a-gap-opens-relative-to-prior-days-range-matters-alot.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/where-a-gap-opens-relative-to-prior-days-range-matters-alot.html"/><author><name>Gap Guy</name></author><published>2011-11-08T17:11:20Z</published><updated>2011-11-08T17:11:20Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/Fill rate by zone - spy.png?__SQUARESPACE_CACHEVERSION=1320772329708" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>How Long Does It Take for the 'average' gap to fill?</title><category term="Gap Basics"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/how-long-does-it-take-for-the-average-gap-to-fill.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/how-long-does-it-take-for-the-average-gap-to-fill.html"/><author><name>Gap Guy</name></author><published>2011-11-08T17:08:48Z</published><updated>2011-11-08T17:08:48Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/time to fill - spy.png?__SQUARESPACE_CACHEVERSION=1320772144050" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Gaps Below the 200 dma</title><category term="Market Conditions"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/gaps-below-the-200-dma.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/gaps-below-the-200-dma.html"/><author><name>Gap Guy</name></author><published>2011-11-08T17:05:42Z</published><updated>2011-11-08T17:05:42Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/gaps below 200 and 10 dma.png?__SQUARESPACE_CACHEVERSION=1320771965679" alt="" /></span></span></p>
<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/Gaps below 200 dma and above 10 dma.png?__SQUARESPACE_CACHEVERSION=1320771997904" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Gaps Above the 200 DMA</title><category term="Market Conditions"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/gaps-above-the-200-dma.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/gaps-above-the-200-dma.html"/><author><name>Gap Guy</name></author><published>2011-11-08T17:02:32Z</published><updated>2011-11-08T17:02:32Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/gaps above 200 and 10 ma - SPY.png?__SQUARESPACE_CACHEVERSION=1320771766663" alt="" /></span></span></p>
<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/gaps above 200 and below 10 dma - spy.png?__SQUARESPACE_CACHEVERSION=1320771796566" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Gaps the day after an unfilled 'down' gap</title><category term="Patterns"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/gaps-the-day-after-an-unfilled-down-gap.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/gaps-the-day-after-an-unfilled-down-gap.html"/><author><name>Gap Guy</name></author><published>2011-11-08T16:58:29Z</published><updated>2011-11-08T16:58:29Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/gaps after unfilled down gap - spy.png?__SQUARESPACE_CACHEVERSION=1320771519730" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Gaps the day after an unfilled 'up' gap</title><category term="Patterns"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/gaps-the-day-after-an-unfilled-up-gap.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/gaps-the-day-after-an-unfilled-up-gap.html"/><author><name>Gap Guy</name></author><published>2011-11-08T16:55:38Z</published><updated>2011-11-08T16:55:38Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/Gaps after unfilled up gap - SPY.png?__SQUARESPACE_CACHEVERSION=1320771366358" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>]]></content></entry><entry><title>Gap Fill Propabilities for the SPY</title><category term="Gap Basics"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/gap-fill-propabilities-for-the-spy.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/gap-fill-propabilities-for-the-spy.html"/><author><name>Gap Guy</name></author><published>2011-11-08T16:47:49Z</published><updated>2011-11-08T16:47:49Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/Gap Fill Probabilities - SPY.png?__SQUARESPACE_CACHEVERSION=1320770971148" alt="" /></span></span></p>
<p>Testing assumptions:</p>
<ul>
<li>Fade the open (9:30 am ET)</li>
<li>Target = prior day close (i.e. gap fill)</li>
<li>1,000 shares of the SPY</li>
<li>Oct, 2002 &ndash; October, 2011 (9 yrs)</li>
<li>Min .10 cent gap</li>
<li>Closed at 4 pm ET if gap not filled</li>
<li>No commissions or slippage included</li>
</ul>
<div class="O">
<div><span style="font-family: Arial; font-size: 28pt; color: white;">&nbsp;or slippage included </span></div>
</div>]]></content></entry><entry><title>Fade the gap - an example</title><category term="Gap Basics"/><category term="S&amp;P 500"/><category term="SPY"/><id>http://www.thegapguy.com/blog/fade-the-gap-an-example.html</id><link rel="alternate" type="text/html" href="http://www.thegapguy.com/blog/fade-the-gap-an-example.html"/><author><name>Gap Guy</name></author><published>2011-11-08T16:35:34Z</published><updated>2011-11-08T16:35:34Z</updated><content type="html" xml:lang="en-US"><![CDATA[<p><span class="full-image-block ssNonEditable"><span><img style="width: 600px;" src="http://www.thegapguy.com/storage/Fade the gap example.png?__SQUARESPACE_CACHEVERSION=1320770384045" alt="" /></span></span></p>]]></content></entry></feed>
