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Gap activity 60D T60G

T_GAP_ACTIVITY_60D | volatility | setup | ticker | computed

LogicGap activity 60D >= 2
Edge-
Samples0

Definition

At least 2 gap moves in the trailing 60 days. Indicates institutional activity or news catalysts.

Logic Triples

PredicateLeftOpRightFormula
Gap activity 60DAt least 2 gap moves in the trailing 60 days. Indicates institutional activity or news catalysts. Gap activity 60D >= 2 count(abs(gap_pct[t-59:t]) >= gap_threshold) >= 2

Strategies Using Atom

StrategyFamilyEdgeSignals
Add 3M momentum sector leader with gap activity add_momentum_continuation - -