EL

resolved

Estee Lauder Companies, Inc. (T

Gap

+11.2%

Consumer DefensiveEPS Aug 19, 2026

Price Chart

Range

EL · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$84.27

Open

$93.74

Gap %

+11.2%

$99.23

Day High

$99.82

Day Low

$93.97

Volume

11.19M

Vol vs 50d Avg

3.8x

Highly Significant Volume

Score Analysis

Model 1: Rerate Score

Composite53/ 100

Gap Quality (30%)68

Volume Quality (25%)32

Earnings Quality (25%)60

Technical Context (20%)48

Model 2: Trade Probability

P(win)58%20d horizon

Tier:MEDIUM

Expected Return+0.9%

Trained on 240 trades across 142 tickers (2y backtest). Volume sweet spot (1-2×) and tight ATR risk are strongest predictors.

Model 3: Tail Probability (Runner)

P(runner)23.9%60d ≥ +20%

Tier:WEAK

Below anchored VWAP-0.0%

Frozen walk-forward logistic model (OOS AUC 0.64–0.68). Ranks the fat tail — many small losses, a few huge 60-day runners. STRONG tier historically hit ~44% (vs 25% base). A ranking tool, not a certainty.

Forward P/E

—

PEG Ratio

—

FCF Trend

—

Buyback

AI Thesis

EL gapped up 11.2% (Highly Significant volume at 3.77× average). Rerate Score 2.0: 53/100 (Gap: 68, Volume: 32, Earnings: 60, Technical: 48). Trade Probability: 58% P(win) [MEDIUM] — expected +0.9% return over 20 trading days. Key signals: Volume 3.8× avg: exhaustion signal (45.1% historical WR); Wide 5.30% risk: volatile setup; Closed at top of gap candle: reversal risk. The gap quality is moderate — meaningful but not extraordinary.

Analyzed by rules-v1 · Aug 19, 2026

Catalysts

Gap of 11.2%
High volume confirmation (3.8× avg)

Risks

Gap may fade if volume doesn't sustain
Sector rotation risk
Large gap increases mean-reversion risk

Technical Setup

Setup Type

Pending

Entry Price

—

Stop Loss

$93.18

vs SMA 200

Above

SMA 50

$84.47

SMA 200

$91.13

EMA 10

$88.22

Forward Returns

1-Day

+2.2%

5-Day

+11.7%

20-Day

—

60-Day

—

Max Gain

+15.2%

Max Drawdown

+0.4%

Outcomes calculated Sep 3, 2026

Post-Gap Validation — 5-Day Follow-Through

✅ Genuine Rerating

Confidence76%

Days Tracked5/5

Pump & Dump Score14.5

Rerating Score32.0

Gap Fill

23%

Vol Decay

48%

Max Drawdown

-5.2%

Max Gain

+5.7%

Peak Close

Day 5

Day-by-Day Price Action

Day	Close	High	Low	Volume
Day 1	$95.82	$98.67	$94.10	5.12M
Day 2	$101.59	$101.60	$95.58	6.02M
Day 3	$103.78	$103.83	$100.88	4.54M
Day 4	$104.50	$104.52	$102.60	3.31M
📍 Day 5	$104.70	$104.90	$103.51	2.67M

Signal Breakdown

—

Gap Fill22.8% erased

Gap partially filled (23%) — ambiguous

—

Volume Decay48% decline

Moderate volume decline (48%)

↑

Price TrajectoryPeak close: Day 5

Higher highs with peak close on day 5 — continued buying interest

20w

—

Max Drawdown5.2%

Moderate drawdown (5.2%)

↑

Fundamental QualityEPS beat 22.1%

Strong EPS beat of 22.1% justifies the reprice

12w

Analysis updated Sep 3, 2026