ESTC

failed

Elastic N.V.

Gap

+24.1%

TechnologyEPS Aug 27, 2026

Price Chart

Range

ESTC · DailyEMA 12EMA 26EMA 50EMA 200

Gap Information

Current

—

Prev Close

$83.74

Open

$103.89

Gap %

+24.1%

$102.82

Day High

$108.00

Day Low

$100.54

Volume

1.98M

Vol vs 50d Avg

1.0x

Significant Volume

Score Analysis

Model 1: Rerate Score

Composite65/ 100

Gap Quality (30%)55

Volume Quality (25%)76

Earnings Quality (25%)77

Technical Context (20%)50

Model 2: Trade Probability

P(win)52%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)32.6%60d ≥ +20%

Tier:MODERATE

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

ESTC gapped up 24.1% (Significant volume at 0.95× average). Rerate Score 2.0: 65/100 (Gap: 55, Volume: 76, Earnings: 77, Technical: 50). Trade Probability: 52% P(win) [MEDIUM] — expected +0.7% return over 20 trading days. Key signals: Volume 1.0× avg: weak conviction (31.8% historical WR); Wide 2.22% risk: volatile setup. The gap quality is moderate — meaningful but not extraordinary. Volume is in the sweet spot (1.0-2.0× average) — historically this tier has 62.7% win rate. EPS beat of 43.4% provides fundamental support for the reprice.

Analyzed by rules-v1 · Aug 28, 2026

Catalysts

Gap of 24.1%
EPS surprise of 43.4%

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

$68.33

SMA 200

$63.80

EMA 10

$85.81

Forward Returns

1-Day

-6.1%

5-Day

-11.6%

20-Day

—

60-Day

—

Max Gain

-1.4%

Max Drawdown

-20.9%

Outcomes calculated Sep 11, 2026

Post-Gap Validation — 5-Day Follow-Through

🚫 Pump & Dump

Confidence92%

Days Tracked5/5

Pump & Dump Score62.5

Rerating Score12.0

Gap Fill

69%

Vol Decay

67%

Max Drawdown

-13.1%

Max Gain

+-0.4%

Peak Close

Day 1

Day-by-Day Price Action

Day	Close	High	Low	Volume
📍 Day 1	$97.55	$102.42	$95.36	5.94M
Day 2	$92.39	$96.99	$92.10	2.86M
Day 3	$89.58	$93.50	$89.34	2.41M
Day 4	$96.13	$96.47	$92.00	3.88M
Day 5	$91.81	$96.00	$91.45	1.96M

Signal Breakdown

—

Gap Fill69.4% erased

Gap partially filled (69%) — ambiguous

↓

Volume Decay67% decline

Volume dropped 67% from day 1 — no institutional follow-through buying

20w

↓

Price TrajectoryPeak close: Day 1

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

20w

↓

Max Drawdown13.1%

Drew down 13.1% from gap close — significant give-back

15w

↑

Fundamental QualityEPS beat 43.4%

Strong EPS beat of 43.4% justifies the reprice

12w

Analysis updated Sep 11, 2026