I realize that most daytraders buy and sell within the time frame of a few minutes, what to speak of holding a trade overnight. I have a trade I call Sleepless Nights, because the entry is just at the close, and the exit is at the open. It's basically a way of playing the gap, literally. At the close I go long or short depending on whether the market will gap up or down. At the open, I cover my position if I'm at a profit, or I hold until it's favorable to cover if it opens at a loss. I realize this first post is a bit delayed since the market is closed, and the overnight futures are already moving.... but since its a sleepless night for me, I decided to post this journal. I don't have a gap signal every day, but the days I do, I will post it here. I shorted the close, because i expect the NDX to gap down... ie open is lower than close. If anyone else trades with a similar style, maybe we can compare notes/statistics. If there is enough interest sparked by this journal, I may post the setup for this play.