There's absolutely no reason gaps must be filled. I've long owned several of the bluest blue chips, like 3M and Boeing, that surely have gaps going back a century or more. (btw, both MMM and BA hit record highs this week)
Got any academic research on gaps? What I hate is slobbering gambling masquerading as investing. I'm an investor which is why I have no position regarding SHLD. I do find Lampert's efforts to be interesting.
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Because the Good Life is Just a Pump or Two Away