NVDA

failed

NVIDIA Corporation

Gap

+6.2%

TechnologyEPS Aug 26, 2026

Price Chart

Range

NVDA · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$209.66

Open

$222.59

Gap %

+6.2%

$224.74

Day High

$225.83

Day Low

$220.90

Volume

60.32M

Vol vs 50d Avg

0.5x

Significant Volume

Score Analysis

Model 1: Rerate Score

Composite54/ 100

Gap Quality (30%)66

Volume Quality (25%)25

Earnings Quality (25%)63

Technical Context (20%)62

Model 2: Trade Probability

P(win)76%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)16.9%60d ≥ +20%

Tier:WEAK

Below anchored VWAP+0.1%

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

NVDA gapped up 6.2% (Significant volume at 0.47× average). Rerate Score 2.0: 54/100 (Gap: 66, Volume: 25, Earnings: 63, Technical: 62). Trade Probability: 76% P(win) [HIGH] — expected +1.3% return over 20 trading days. Key signals: Volume 0.5× avg: weak conviction (31.8% historical WR); Wide 1.71% risk: volatile setup; Closed at top of gap candle: reversal risk. The gap quality is moderate — meaningful but not extraordinary. Volume signal is weak — either too low (no conviction) or extreme (exhaustion). Historical win rate drops to 31-45%. Modest EPS beat of 3.5% — the gap may be overextending.

Analyzed by rules-v1 · Aug 27, 2026

Catalysts

Gap of 6.2%

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

$208.10

SMA 200

$195.56

EMA 10

$216.50

Forward Returns

1-Day

-2.4%

5-Day

+2.5%

20-Day

—

60-Day

—

Max Gain

+5.4%

Max Drawdown

-3.5%

Outcomes calculated Sep 11, 2026

Post-Gap Validation — 5-Day Follow-Through

⚠️ Uncertain

Confidence58%

Days Tracked5/5

Pump & Dump Score14.5

Rerating Score20.0

Gap Fill

50%

Vol Decay

31%

Max Drawdown

-4.4%

Max Gain

+2.4%

Peak Close

Day 5

Day-by-Day Price Action

Day	Close	High	Low	Volume
Day 1	$217.31	$229.00	$216.57	195.12M
Day 2	$220.53	$221.05	$215.97	124.70M
Day 3	$217.20	$220.16	$214.86	109.76M
Day 4	$224.16	$227.70	$218.24	157.10M
📍 Day 5	$228.19	$230.14	$224.50	134.68M

Signal Breakdown

—

Gap Fill50.0% erased

Gap partially filled (50%) — ambiguous

—

Volume Decay31% decline

Moderate volume decline (31%)

↑

Price TrajectoryPeak close: Day 5

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

20w

—

Max Drawdown4.4%

Moderate drawdown (4.4%)

—

Fundamental QualityInsufficient data

No fundamental data to evaluate beat quality

Analysis updated Sep 11, 2026