Gap and Go Strategy

IntermediateIntraday (5-15 min charts)Day Trading

Strategy Overview

Trading stocks that gap up or down at market open with strong momentum.

How It Works

The Gap and Go strategy capitalizes on stocks that gap significantly from the previous close, typically due to overnight news or earnings. These gaps often continue in the gap direction during the first hour of trading. Traders scan for stocks gapping at least 4% with high relative volume, then wait for the first pullback to enter. The strategy works best in the first 1-2 hours of the market when volume and volatility are highest. Success requires quick decision-making and strict stop losses, as gap trades can reverse quickly.

Setup Rules

  1. 1Stock must gap at least 4% from previous close
  2. 2Relative volume should be above 2x average
  3. 3Float should be under 100M shares for volatility
  4. 4Price should be above VWAP after the gap
  5. 5No major resistance levels immediately above

Entry Rules

  • Wait for first 5-minute candle to close
  • Enter on break of first candle high (for gap up)
  • Or enter on first pullback to VWAP that holds
  • Confirm with increasing volume on entry

Exit Rules

  • Take partial profits at 2:1 risk/reward
  • Trail stop loss using 9 EMA
  • Exit completely if price closes below VWAP
  • Close all positions before 11 AM to avoid midday chop

Risk Management

  • Risk maximum 1% of account per trade
  • Set stop loss below the low of the first 5-minute candle
  • Position size based on distance to stop
  • Never hold overnight

Real Trading Example

Stock XYZ closes at $50, gaps up to $53 (6% gap) on earnings beat with 5x normal volume. Enter at $53.50 on break of first 5-min candle high, stop at $52.50, target $55.50 for 2:1 risk/reward.

Advantages & Disadvantages

Advantages

  • High profit potential in short time
  • Clear entry and exit rules
  • Works well in volatile markets
  • Can capture large moves quickly

Disadvantages

  • Requires fast execution
  • Higher risk due to volatility
  • Subject to PDT rules
  • Can gap against you quickly

Best Market Conditions

High volatility markets with strong trending days

Required Indicators & Tools

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