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M

AVOID

Macy's, Inc.

Mixed signals — conservative read

Gap Down
-5.9%
Consumer CyclicalEPS Sep 10, 2026

Price Chart

Range
M · DailyEMA 12EMA 26EMA 50EMA 200

Gap-Down Information

Prev Close
$21.51
Open
$20.25
Gap %
-5.9%
Close
$21.05
Day High
$21.27
Day Low
$19.77
Volume
4.09M
Vol vs 50d Avg
0.8x

Score Analysis

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

Composite48/ 100
Gap Quality (30%)39
Volume Quality (25%)65
Earnings Quality (25%)25
Technical Context (20%)68

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

P(bounce)53%20d horizon
Tier:LOW
Expected 20d Return+2.0%
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 0.8× avg: weak participation — worst bounce tier (43.6%)

Verdict & Playbook

AVOIDMixed signals — conservative read
Dip-Buy Entry Ref
$21.05
Stop (gap-day low)
$19.77
vs SMA 200
Below
SMA 50
$23.51
SMA 200
$21.38
EMA 10
$22.15

Stage 3→4 break: this gap-down broke below the 200-SMA, confirming a potential distribution top.

Analysis

M gapped down 5.9% (0.82× average volume). De-Rat Score: 48/100 — moderate de-rating. P(bounce): 53% [LOW] — expected +2% over 20 trading days. Key signals: Volume 0.8× avg: weak participation — worst bounce tier (43.6%). EPS surprise of 66.2% (beat).

Analyzed by derat-v1+bounce-v1 · Sep 10, 2026

Outcome Tracking

1d Return
+4.0%
5d Return
+2.8%
20d Return
—

Post-Gap Validation — 5-Day Follow-Through

✅ Reversal (DIP-BUY)
Confidence95%
Days Tracked5/5
Reversal Score54.0
Selloff Score4.0
Recovery
100%
Vol Decay
51%
Further Downside
-2.9%
Max Recovery
+9.2%
Peak Close
Day 2

Day-by-Day Price Action

DayCloseHighLowVolume
Day 1$21.89$21.93$20.4510.30M
Day 2$22.39$22.98$21.528.95M
Day 3$22.08$22.49$21.577.67M
Day 4$21.81$22.40$21.706.53M
Day 5$21.64$22.21$21.565.08M

Signal Breakdown

  • Recovery100.0% recovered
    Price climbed back 100% of the down-gap — mean-reversion in play
    reversal
  • Volume51% decay
    Moderate volume decline (51%)
    neutral
  • Price TrajectoryPeak close: Day 2
    Higher lows with recovery into late week — dip-buyers stepping in
    reversal
  • Further Downside2.9%
    Moderate further downside (2.9%)
    neutral
  • Fundamental QualityEPS surprise 66.2%
    Positive earnings signal despite the gap-down — reaction may be oversold
    reversal