A gap over 3% from the close, either direction. Pre-market volume above a hundred thousand shares. Price above 5 — below that, spreads eat the profit. Average daily dollar turnover above ten million. Average daily range above 3%. And most important of all: there is news that explains the gap.

A gap with no news is usually a handful of trades in thin hours, and it closes back in the first hour. A gap with real news is real money repositioning, and that's what produces a trend lasting hours.

After filtering, rank by catalyst quality rather than gap size. Earnings with strong guidance, a regulatory approval or a major contract produce moves that last. An analyst upgrade or a rumour produces a quick pop that fades. A stock gapping 4% on a strong catalyst beats one gapping 12% on a vague reason.

No more than three to five names. A trader watching ten at once is watching none — they're flipping screens, reacting late, and entering after the move has already happened.

Penny names with a tiny float and social-media promotion — the moves look tempting and end in a lock-up you can't exit. Halted names. Names trading on negligible turnover despite the gap. And any stock where you can't explain in three seconds why it's moving.