Test: smh oversold

Filters
  • Ticker: SMH
  • Start Date: June 5, 2000
  • End Date: March 13, 2023
  • RSI: 3 period RSI is below 25
  • Price Type: Adjusted Close
  • Days Tested: All
Odds Summary
Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 1016 0.19 % 0.21 % 60.24 % 13.07 % -7.51 % 0.98 % -1.03 % 0.19 %
next_trading_day% 1016 0.10 % 0.07 % 51.67 % 10.49 % -7.78 % 1.56 % -1.47 % 0.10 %
t1_day_% 1016 0.28 % 0.18 % 53.74 % 16.17 % -9.27 % 1.94 % -1.65 % 0.28 %
Overnight Returns (Close to next open)
Next Trading Day Returns (Next open to next close)
t+1 Returns (Close to Next Close)
Day Of Week Seasonality