Test: SPY Monday Night

Filters


  • Ticker: SPY
  • Start Date: Jan. 1, 2020
  • End Date: Jan. 6, 2022
  • Price Type: Adjusted Close
  • Days Tested: Monday

Odds Summary


Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 96 0.30 % 0.11 % 63.54 % 5.14 % -1.73 % 0.70 % -0.39 % 0.30 %
next_trading_day% 96 -0.08 % -0.05 % 45.83 % 3.72 % -3.49 % 0.66 % -0.71 % -0.08 %
t1_day_% 96 0.22 % 0.00 % 50.00 % 9.06 % -3.04 % 1.17 % -0.73 % 0.22 %

Overnight Returns (Close to next open)


Next Trading Day Returns (Next open to next close)


t+1 Returns (Close to Next Close)



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