Across 3,463 gap-up sessions on QQQ/NVDA/TSLA/AMD/SMCI/COIN, the intraday fade is roughly 50% regardless of gap size. What collapses with gap size is full-fill rate: 44% on small gaps, only 8% on gaps above 6%.

The 'compression precedes breakout' pattern doesn't survive 8,688 sessions of data. Tightest days had a 6% breakout rate; widest had 26%. Momentum begets momentum. How our desk actually uses compression — and what we trade instead.

QQQ daily range is 0.97% at VIX<13 and 2.73% at VIX>28 — nearly 3x. NVDA and TSLA scale similarly. Same share size across both regimes is the cleanest way to underperform your own setup. A dynamic-sizing framework.

NVDA's median absolute 1-min move at 09:30-09:45 ET is 9.8 bp. Lunch window is 3.2 bp. Sterling Trader Pro's hotkey workflow compresses entry latency from 8-12s to 1-2s — material edge in the windows where decisions need to land fast.

When pre-market range expansion runs 2.8×–4.5× normal with a clear direction, the first cash-session hour extends that direction 70% of the time. Compressed pre-markets carry no edge. The signal is range × direction, not volume.

A 91-event study of post-earnings reactions in AAPL, MSFT, GOOGL, AMZN, META, NVDA and TSLA from 2023 to 2026. Classical PEAD inverts at the extremes — strong reactions fade, weak reactions bounce.

A 60-day study of opening range breaks in SPY, QQQ, IWM, NVDA and TSLA. Upside breaks in concentrated tech follow through 60–73% of the time; downside breaks in index ETFs almost never do.