Test: Testing SPY Weekend - All dates

Filters


  • Ticker: SPY
  • Start Date: Jan. 29, 1993
  • End Date: Nov. 26, 2021
  • Price Type: Adjusted Close
  • Days Tested: Friday

Notes


This is a long term test of the overnight session in SPY over the weekend (Friday night to Monday).

Odds Summary


Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 1453 0.05 % 0.07 % 58.50 % 6.07 % -10.45 % 0.42 % -0.48 % 0.05 %
next_trading_day% 1453 0.00 % 0.03 % 53.68 % 7.97 % -7.47 % 0.60 % -0.69 % 0.00 %
t1_day_% 1453 0.05 % 0.06 % 55.33 % 14.52 % -10.94 % 0.78 % -0.86 % 0.05 %

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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