ANF

resolved

Abercrombie & Fitch Co.

Gap

+20.6%

Consumer CyclicalEPS Aug 26, 2026

Price Chart

Range

ANF · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$108.90

Open

$131.37

Gap %

+20.6%

$139.65

Day High

$141.92

Day Low

$130.24

Volume

1.89M

Vol vs 50d Avg

1.7x

Highly Significant Volume

Score Analysis

Model 1: Rerate Score

Composite76/ 100

Gap Quality (30%)72

Volume Quality (25%)92

Earnings Quality (25%)77

Technical Context (20%)62

Model 2: Trade Probability

P(win)51%20d horizon

Tier:MEDIUM

Expected Return+0.7%

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)36.9%60d ≥ +20%

Tier:STRONG

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

ANF gapped up 20.6% (Highly Significant volume at 1.69× average). Rerate Score 2.0: 76/100 (Gap: 72, Volume: 92, Earnings: 77, Technical: 62). Trade Probability: 51% P(win) [MEDIUM] — expected +0.7% return over 20 trading days. Key signals: Volume 1.7× avg: sweet spot (62.7% historical WR); Wide 6.74% risk: volatile setup; Gap candle range 8.9%: high volatility; Closed at top of gap candle: reversal risk. The gap quality is exceptional — volatility-adjusted gap size and candle close pattern indicate strong institutional repositioning. Volume is in the sweet spot (1.0-2.0× average) — historically this tier has 62.7% win rate. EPS beat of 26.6% provides fundamental support for the reprice.

Analyzed by rules-v1 · Aug 26, 2026

Catalysts

Gap of 20.6%
EPS surprise of 26.6%

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

$130.24

vs SMA 200

Above

SMA 50

$99.31

SMA 200

$94.46

EMA 10

$114.09

Forward Returns

1-Day

+10.9%

5-Day

+4.0%

20-Day

—

60-Day

—

Max Gain

+18.2%

Max Drawdown

+3.7%

Outcomes calculated Sep 10, 2026

Post-Gap Validation — 5-Day Follow-Through

✅ Genuine Rerating

Confidence75%

Days Tracked5/5

Pump & Dump Score19.0

Rerating Score41.0

Gap Fill

10%

Vol Decay

57%

Max Drawdown

-2.5%

Max Gain

+9.1%

Peak Close

Day 2

Day-by-Day Price Action

Day	Close	High	Low	Volume
Day 1	$145.75	$152.36	$142.12	4.54M
📍 Day 2	$148.42	$150.53	$145.04	2.33M
Day 3	$143.08	$148.74	$141.95	2.39M
Day 4	$140.68	$143.37	$138.72	1.73M
Day 5	$136.60	$141.08	$136.17	1.94M

Signal Breakdown

↑

Gap Fill9.9% erased

Gap held — only 10% erased, price maintained gains

25w

—

Volume Decay57% decline

Moderate volume decline (57%)

↓

Price TrajectoryPeak close: Day 2

Lower highs with peak close on day 1 — price action suggests distribution, not accumulation

12w

—

Max Drawdown2.5%

Moderate drawdown (2.5%)

↑

Fundamental QualityEPS beat 26.6%

Strong EPS beat of 26.6% justifies the reprice

12w

Analysis updated Sep 10, 2026