Filling the gap is a popular strategy where you buy a stock when it gaps down in the morning and then wait for it to fill the gap.

Many bloggers have written about how good this strategy is. However, there usually isn’t much evidence to support those claims.

I test the strategy on 20 Nasdaq stocks between 2008-2018 and find mixed results after transaction costs. Read more »


At the time of writing, bitcoin prices were touching $15,000 having previously hit a high of $17,000 intraday. The cryptocurrency is seemingly unstoppable at this point and could well be the biggest bubble of our lifetime.

The latest price increase is wild and comes as the CME and CBOE prepare to launch bitcoin futures next week. This development is likely to bring a new dimension to the bitcoin market and no-one knows how it will pan out. Read more »


We have a number of trading strategies available on Marwood Research and we have been tracking their performance throughout the year.

Following you will find year-to-date performance of a selection of our trading strategies. Please note that these are all end-of-day, low maintenance strategies. They require very little work and investment of time and can be used as part of a diversified portfolio. Read more »