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  • Seasonality (3 entries)

    • Gap fade win % by day of week (1998-2006)
    • Gap fade win % by month (1998-2006)
    • Gap fade win % by year (1998-2008)
  • Gap Direction (2 entries)

    • Gap fade win % by direction (1998-2007)
    • Gap fade win % by direction by day of week
  • Gap Fill Targets (2 entries)

    • Gap fade win % by various gap fill targets (1998-2007)
    • Profitability of "half gap fill" strategy using various size stops (mini-Dow)
  • Markets (1 entry)

    • Historical "raw" opening gap fade results for various markets
  • Prior Day (2 entries)

    • Fading gaps that follow "Inside" days
    • Fading gaps that follow "outside" days
  • Large & Small Gaps (2 entries)

    • Is it profitable to fade large opening gaps (> 10 pts) ?
    • Is it profitable to fade small opening gaps (1-3 pts)?