Gap strategies: do you trade the weekend gap?

The Sunday open sometimes gaps far from Friday's close, and gap traders try to fade or follow the gap depending on context. It's a thin, fast market with wide spreads — a specialty, not a starting point.

Have you traded gaps?

• your rule for fade versus follow
• how the thin Sunday liquidity affected fills
• whether the gap usually closed in your data

The weekend gaps guide explains the mechanics and the risk.