ROST

failed

Ross Stores, Inc.

Gap

+6.5%

Consumer CyclicalEPS Aug 20, 2026

Price Chart

Range

ROST · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$228.99

Open

$243.85

Gap %

+6.5%

$238.48

Day High

$243.86

Day Low

$236.01

Volume

1.43M

Vol vs 50d Avg

0.5x

Significant Volume

Score Analysis

Model 1: Rerate Score

Composite45/ 100

Gap Quality (30%)33

Volume Quality (25%)41

Earnings Quality (25%)60

Technical Context (20%)48

Model 2: Trade Probability

P(win)68%20d horizon

Tier:HIGH

Expected Return+1.3%

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)22.5%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

ROST gapped up 6.5% (Significant volume at 0.51× average). Rerate Score 2.0: 45/100 (Gap: 33, Volume: 41, Earnings: 60, Technical: 48). Trade Probability: 68% P(win) [HIGH] — expected +1.3% return over 20 trading days. Key signals: Volume 0.5× avg: weak conviction (31.8% historical WR). The gap quality is modest — institutional conviction is uncertain.

Analyzed by rules-v1 · Aug 21, 2026

Catalysts

Gap of 6.5%

Risks

Gap may fade if volume doesn't sustain
Sector rotation risk
Volume below average — weak confirmation

Technical Setup

Setup Type

Failed Gap

Entry Price

—

Stop Loss

—

vs SMA 200

Above

SMA 50

$234.46

SMA 200

$208.54

EMA 10

$239.92

Forward Returns

1-Day

-1.0%

5-Day

-6.3%

20-Day

—

60-Day

—

Max Gain

-0.6%

Max Drawdown

-7.9%

Outcomes calculated Sep 4, 2026

Post-Gap Validation — 5-Day Follow-Through

⚠️ Uncertain

Confidence53%

Days Tracked5/5

Pump & Dump Score36.0

Rerating Score40.0

Gap Fill

100%

Vol Decay

11%

Max Drawdown

-4.3%

Max Gain

+1.7%

Peak Close

Day 1

Day-by-Day Price Action

Day	Close	High	Low	Volume
📍 Day 1	$241.52	$241.85	$235.40	2.74M
Day 2	$241.19	$242.16	$236.78	2.41M
Day 3	$236.27	$242.50	$234.21	2.47M
Day 4	$229.87	$235.44	$229.48	2.32M
Day 5	$228.55	$232.67	$228.15	2.43M

Signal Breakdown

↓

Gap Fill100.0% erased

Gap 100% filled — price gave back most of the post-earnings gap

25w

↑

Volume Decay11% decline

Volume sustained — only 11% decline suggests continued accumulation

20w

—

Price TrajectoryPeak close: Day 1

Mixed price trajectory — no clear trend

—

Max Drawdown4.3%

Moderate drawdown (4.3%)

↑

Fundamental QualityEPS beat 36.7%

Strong EPS beat of 36.7% justifies the reprice

12w

Analysis updated Sep 4, 2026