Tuesday
Nov082011
Gap Size Impacts Odds
Post a Comment Tuesday, November 8, 2011 at 12:18PM Gap Guy tagged S&P 500, SPY in Gap Basics, Gap Size 
Testing assumptions:
- Fade the open (9:30 am ET)
- Target = prior day close (i.e. gap fill)
- 1,000 shares of the SPY
- Oct, 2002 – October, 2011 (9 yrs)
- Min .10 cent gap
- Closed at 4 pm ET if gap not filled
- No commissions or slippage included
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