CRWD

failed

CrowdStrike Holdings, Inc.

Gap

+10.1%

TechnologyEPS Aug 26, 2026

Price Chart

Range

CRWD · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$189.18

Open

$208.25

Gap %

+10.1%

$217.70

Day High

$221.69

Day Low

$206.20

Volume

4.78M

Vol vs 50d Avg

0.5x

Significant Volume

Score Analysis

Model 1: Rerate Score

Composite57/ 100

Gap Quality (30%)69

Volume Quality (25%)42

Earnings Quality (25%)62

Technical Context (20%)55

Model 2: Trade Probability

P(win)70%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)29.6%60d ≥ +20%

Tier:MODERATE

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

CRWD gapped up 10.1% (Significant volume at 0.52× average). Rerate Score 2.0: 57/100 (Gap: 69, Volume: 42, Earnings: 62, Technical: 55). Trade Probability: 70% P(win) [HIGH] — expected +1.3% return over 20 trading days. Key signals: Volume 0.5× avg: weak conviction (31.8% historical WR); Wide 5.28% risk: volatile setup; Closed at top of gap candle: reversal risk. The gap quality is moderate — meaningful but not extraordinary. Modest EPS beat of 2.0% — the gap may be overextending.

Analyzed by rules-v1 · Aug 27, 2026

Catalysts

Gap of 10.1%

Risks

Gap may fade if volume doesn't sustain
Sector rotation risk
Large gap increases mean-reversion risk
Volume below average — weak confirmation

Technical Setup

Setup Type

Failed Gap

Entry Price

—

Stop Loss

—

vs SMA 200

Above

SMA 50

$195.07

SMA 200

$140.03

EMA 10

$201.13

Forward Returns

1-Day

+4.9%

5-Day

+3.2%

20-Day

—

60-Day

—

Max Gain

+12.3%

Max Drawdown

-3.7%

Outcomes calculated Sep 11, 2026

Post-Gap Validation — 5-Day Follow-Through

⚠️ Uncertain

Confidence51%

Days Tracked5/5

Pump & Dump Score30.5

Rerating Score32.0

Gap Fill

50%

Vol Decay

18%

Max Drawdown

-7.9%

Max Gain

+7.4%

Peak Close

Day 2

Day-by-Day Price Action

Day	Close	High	Low	Volume
Day 1	$218.40	$228.69	$210.53	14.73M
📍 Day 2	$231.00	$233.88	$221.00	17.82M
Day 3	$215.07	$231.30	$212.65	13.74M
Day 4	$203.42	$214.85	$200.60	12.39M
Day 5	$214.97	$215.10	$203.76	12.07M

Signal Breakdown

—

Gap Fill50.1% erased

Gap partially filled (50%) — ambiguous

↑

Volume Decay18% decline

Volume sustained — only 18% decline suggests continued accumulation

20w

↑

Price TrajectoryPeak close: Day 2

Higher highs with peak close on day 2 — continued buying interest

12w

—

Max Drawdown7.9%

Moderate drawdown (7.9%)

↓

Fundamental QualityGap 10.1% vs EPS beat 2.0%

Gap of 10% with only 2.0% EPS beat — price reaction disproportionate to fundamentals

20w

Analysis updated Sep 11, 2026