Today is NFP day and the ES emini is currently trading up 2 pts. Below is the equity curve of a strategy that goes short 1 contract of ES on any up gap on NFP day and exits at gap fill or end of day.
78% winners, slightly above average.
When the preceding days left an unfilled up gap the figures improved slightly with 8/9 filling by EOD (note small sample size).
Please trade at your own risk. Good luck
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