Thursday 5 April 2012

Gaps on the trading session before Good Friday.

Tomorrow is Good Friday.  Below is a equity curve of a strategy that fades the opening gap, either long or short, over the last 13 years.  The strategy exits at gap fill or at end of day.



As you can see, 12/13 have filled. 

I would not trade on this sort of seasonal info alone, but a factor to consider in trade analysis.  Please trade at own risk.

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