Gap Fill Master is a trading system that was developed from Gap Fill I from my book, "Seven Trading Systems for the S&P Futures". One additional rule was added to Gap Fill I. This is a very simple and low frequency strategy and is included in some of the portfolios.
Gap Fill Master
Gap Fill Master E-mini S&P
Hypothetical Performance Summary
No Slippage or Commission
01/01/2007 - 04/05/2017