Gap-up + RVOL ≥3
Trend-day starter. Hold from open through first 30-min consolidation. 65% probability the high is set in the first 90 min.
Gap-up + RVOL <1.5
Weak gap — high gap-fill probability (~70% within 5 days). Fade open if intraday momentum doesn't confirm by 10am ET.
Gap-down + high RVOL
Continuation candidate. Avoid the dead-cat bounce — wait for 10am low to be set, then short the failed bounce.