โฌœ GAP TRADING STRATEGIES ยท STRATEGY TEMPLATE

Gap Fill
Strategy

Most gaps fill within the same or next session. Trade the reversion back to the previous close when a gap shows signs of rejection.

Gap Trading5mโ€“1H2:1 R:RMedium Risk
67%
Fill Rate
1.8:1
Avg R:R
3-5
Trades/Week

Rules & Configuration

The full rule set, required indicators, suggested configuration, execution flow, and performance parameters for the Gap Fill Strategy setup.

Most gaps fill within the same or next session. Trade the reversion back to the previous close when a gap shows signs of rejection.

Gap DetectionVWAPVolume
๐Ÿ“ˆ Gap Down Fill (Long)
  • Market gaps down at open (below prior close)
  • Wait 15-30 minutes for opening range
  • If price holds above gap low and bounces โ†’ go long
  • Target: Previous close (gap fill)
  • Stop: Below the gap low
๐Ÿ“‰ Gap Up Fill (Short)
  • Market gaps up at open
  • Price fails to hold above gap high
  • Enter short on rejection
  • Target: Previous close
67%
Fill Rate
1.8:1
Avg R:R
3-5
Trades/Week
๐Ÿ’ก Pro Tip

Common gaps (within a range) fill 70% of the time. Breakaway gaps (from key levels) only fill 30% of the time. Know which type you are trading.

More Gap Trading Strategies Strategies

๐Ÿš€ Gap & Go Continuation ๐ŸŒ… Gap-Up Fade (Opening Reversal) ๐Ÿ’จ Breakaway Gap Follow-Through