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VSXY

DIP-BUY

Victorias Secret & Co.

Strong bounce probability (oversold mean-reversion)

Gap Down
-9.4%
Consumer CyclicalEPS Sep 3, 2026

Price Chart

Range
VSXY · DailyEMA 12EMA 26EMA 50EMA 200

Gap-Down Information

Prev Close
$84.81
Open
$76.86
Gap %
-9.4%
Close
$74.40
Day High
$79.25
Day Low
$73.70
Volume
1.95M
Vol vs 50d Avg
1.1x

Score Analysis

Model 1: De-Rat Score (HIGH = solid selloff = avoid)

Composite58/ 100
Gap Quality (30%)73
Volume Quality (25%)86
Earnings Quality (25%)25
Technical Context (20%)43

Model 2: Bounce Probability (HIGH = dip-buy)

P(bounce)85%20d horizon
Tier:HIGH
Expected 20d Return+8.0%
Trained on 563 gap-downs across 142 tickers (2y backtest). Distance from SMA50 (mean reversion) is the strongest predictor; wide gap-day range = capitulation washout.
  • Volume 1.1× avg: real institutional participation (68-72% bounce)

Verdict & Playbook

DIP-BUYStrong bounce probability (oversold mean-reversion)
Dip-Buy Entry Ref
$74.40
Stop (gap-day low)
$73.70
vs SMA 200
Above
SMA 50
$85.78
SMA 200
$62.69
EMA 10
$84.54

Analysis

VSXY gapped down 9.4% (1.15× average volume). De-Rat Score: 58/100 — moderate de-rating. P(bounce): 85% [HIGH] — expected +8% over 20 trading days. Key signals: Volume 1.1× avg: real institutional participation (68-72% bounce). EPS surprise of 164.0% (beat).

Analyzed by derat-v1+bounce-v1 · Sep 3, 2026

Outcome Tracking

1d Return
+1.6%
5d Return
+1.7%
20d Return
+23.3%

Post-Gap Validation — 5-Day Follow-Through

✅ Reversal (DIP-BUY)
Confidence74%
Days Tracked5/5
Reversal Score24.5
Selloff Score12.0
Recovery
39%
Vol Decay
56%
Further Downside
-3.6%
Max Recovery
+5.5%
Peak Close
Day 2

Day-by-Day Price Action

DayCloseHighLowVolume
Day 1$75.56$75.58$73.043.76M
Day 2$78.47$78.49$72.811.97M
Day 3$75.72$77.74$74.362.10M
Day 4$73.39$74.72$71.722.23M
Day 5$75.65$76.63$73.571.64M

Signal Breakdown

  • Recovery39.1% recovered
    Partial recovery (39%) — ambiguous
    neutral
  • Volume56% decay
    Moderate volume decline (56%)
    neutral
  • Price TrajectoryPeak close: Day 2
    Peak close on day 1 with lower lows — no recovery, distribution continues
    selloff
  • Further Downside3.6%
    Moderate further downside (3.6%)
    neutral
  • Fundamental QualityEPS surprise 164.0%
    Positive earnings signal despite the gap-down — reaction may be oversold
    reversal