Names that fell hard on heavy volume, then closed green — and what the next open actually did.
As of 2026-08-04 · 26 setups · 26 scored
Nearly half of that headline gap is the market, not the setup. Re-measured over 150 names and three years, the raw +1.24% mean came with SPY gapping +0.54% on the same mornings — these setups cluster on days the whole market bounces. What is left is +0.69%, and collapsing repeat firings of one name into a single event leaves +0.73% (95% CI +0.22% to +1.25%). Real, and about half what the raw number advertises.
It is not a direction, and it is certainly not an option trade. Sixty-five percent up on the share price is not sixty-five percent on a call: an out-of-the-money strike has to be reached before any of it becomes profit, so most of that majority still expires worthless. The gap that pays a lottery ticket — 8.5% or more — showed up in 3% of occurrences. The screen tells you the odds, never which branch you are on.
And you cannot buy at the price this was measured from. The gap is close-to-open, so the entry it assumes is that afternoon's closing print. The screen runs on settled bars at 23:00 UTC — three hours after the bell — because an intraday green print is not a green close and firing early would publish setups the last half hour undoes. The cost of that choice is that by the time a row appears here, the close it is measured from has gone. What is left is the after-hours book or the next open, and the next open is the far side of the move. Treat the +0.69% as a description of the setup, not a return that was available to take.
| Ticker | Signal | 3-day fall | Volume | Close | Realized vol | Next open |
|---|---|---|---|---|---|---|
| BIOA | 2026-08-04 | -51.4% | 3.3x | $11.20 | 535% | +0.89% |
| LEXX | 2026-08-04 | -40.2% | 6.9x | $5.62 | 205% | +1.07% |
| GLUE | 2026-08-04 | -28.7% | 1.6x | $16.08 | 165% | +1.06% |
| SAH | 2026-08-04 | -22.6% | 1.5x | $88.27 | 94% | +1.50% |
| VCYT | 2026-08-04 | -19.5% | 1.6x | $46.41 | 138% | -0.73% |
| TREE | 2026-08-04 | -19.1% | 3.2x | $33.76 | 121% | -0.33% |
| LRN | 2026-08-04 | -18.0% | 1.5x | $80.45 | 97% | +8.71% |
| SRAD | 2026-08-04 | -17.5% | 5.2x | $12.91 | 91% | -2.01% |
| OLN | 2026-08-04 | -16.1% | 1.5x | $19.05 | 103% | -0.58% |
| CTVA | 2026-08-04 | -16.0% | 2.1x | $78.31 | 72% | +1.14% |
| GDDY | 2026-08-04 | -15.8% | 2.5x | $89.09 | 121% | +1.02% |
| DFH | 2026-08-04 | -15.7% | 1.8x | $14.29 | 112% | +0.98% |
| LEA | 2026-08-04 | -15.2% | 2.3x | $125.93 | 63% | -0.14% |
| ALNY | 2026-08-03 | -28.7% | 2.2x | $220.33 | 178% | +0.00% |
| LII | 2026-08-03 | -23.6% | 1.8x | $435.00 | 124% | +1.30% |
| GDDY | 2026-08-03 | -19.6% | 4.1x | $88.45 | 121% | -0.02% |
| AGIO | 2026-08-03 | -16.6% | 1.8x | $30.54 | 60% | +1.64% |
| LKQ | 2026-08-03 | -15.5% | 1.8x | $23.35 | 88% | +0.30% |
| BAND | 2026-07-31 | -32.1% | 1.8x | $39.14 | 179% | -0.27% |
| ALNY | 2026-07-31 | -26.2% | 6.3x | $205.52 | 173% | +1.22% |
| DBD | 2026-07-31 | -21.5% | 1.5x | $73.59 | 105% | +2.26% |
| VRT | 2026-07-31 | -20.9% | 2.6x | $241.57 | 112% | -1.90% |
| MOD | 2026-07-31 | -15.8% | 3.6x | $201.06 | 120% | -3.07% |
| CHRW | 2026-07-31 | -15.8% | 3.8x | $147.73 | 95% | +0.99% |
| RSI | 2026-07-31 | -15.4% | 2.8x | $26.91 | 87% | -0.97% |
| WWD | 2026-07-31 | -15.1% | 3.3x | $360.75 | 59% | -0.42% |
They are a backtest over 82 names and three years, which is the weakest kind of evidence there is. Worse, the occurrences are not independent: one selloff can fire the setup on consecutive sessions, so overlapping signals share an outcome and the effective sample is smaller than the count.
Every row above was written before the open and is scored after it. Once enough have been graded, the live rate replaces the backtest on this page — and if it comes in lower, that is the number you will see.
These columns are generated by QuantNova, which records the reasoning behind every trading decision and scores it afterwards — the same way this page scores itself.