RBRK

resolved

Rubrik, Inc.

Gap

+6.1%

TechnologyEPS Aug 27, 2026

Price Chart

Range

RBRK · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$96.13

Open

$101.99

Gap %

+6.1%

$105.37

Day High

$105.54

Day Low

$101.50

Volume

553.7K

Vol vs 50d Avg

0.2x

Score Analysis

Model 1: Rerate Score

Composite55/ 100

Gap Quality (30%)61

Volume Quality (25%)25

Earnings Quality (25%)77

Technical Context (20%)57

Model 2: Trade Probability

P(win)75%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)16.2%60d ≥ +20%

Tier:WEAK

Below anchored VWAP+0.2%

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

RBRK gapped up 6.1% (moderate volume at 0.18× average). Rerate Score 2.0: 55/100 (Gap: 61, Volume: 25, Earnings: 77, Technical: 57). Trade Probability: 75% P(win) [HIGH] — expected +1.3% return over 20 trading days. Key signals: Volume 0.2× avg: weak conviction (31.8% historical WR); Wide 3.67% 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%. EPS beat of 91.2% provides fundamental support for the reprice.

Analyzed by rules-v1 · Aug 27, 2026

Catalysts

Gap of 6.1%
EPS surprise of 91.2%

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

$84.17

SMA 200

$68.36

EMA 10

$98.08

Forward Returns

1-Day

-8.8%

5-Day

-9.7%

20-Day

—

60-Day

—

Max Gain

+5.3%

Max Drawdown

-15.9%

Outcomes calculated Sep 11, 2026

Post-Gap Validation — 5-Day Follow-Through

🚫 Pump & Dump

Confidence92%

Days Tracked5/5

Pump & Dump Score64.0

Rerating Score12.0

Gap Fill

100%

Vol Decay

59%

Max Drawdown

-18.4%

Max Gain

+1.9%

Peak Close

Day 1

Day-by-Day Price Action

Day	Close	High	Low	Volume
📍 Day 1	$93.05	$107.37	$93.00	9.44M
Day 2	$93.04	$93.51	$88.69	5.42M
Day 3	$88.40	$94.00	$87.60	3.26M
Day 4	$87.18	$89.58	$86.02	3.23M
Day 5	$92.14	$93.00	$88.90	3.91M

Signal Breakdown

↓

Gap Fill100.0% erased

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

25w

—

Volume Decay59% decline

Moderate volume decline (59%)

↓

Price TrajectoryPeak close: Day 1

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

20w

↓

Max Drawdown18.4%

Drew down 18.4% from gap close — significant give-back

15w

↑

Fundamental QualityEPS beat 91.2%

Strong EPS beat of 91.2% justifies the reprice

12w

Analysis updated Sep 11, 2026