Unfilled Gaps (How to trade them)

Statistics and Edges

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Most traders know what a gap is, but an “unfilled” gap might be lesser-known. This article looks at unfilled gaps.

An unfilled gap happens when all the price action today is either lower than yesterday’s low (gap down) or higher than yesterday’s high (gap up). We also backtest if they are profitable, and we give you some ideas on how you can take advantage of them. We only backtest the S&P 500.

Please click here to read about unfilled gaps.