Test: qqq 5 years

Filters
  • Ticker: QQQ
  • Start Date: June 15, 2018
  • End Date: June 15, 2023
  • Price Type: Adjusted Close
  • Days Tested: All
Odds Summary
Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 1258 0.03 % 0.07 % 55.64 % 5.54 % -9.46 % 0.62 % -0.71 % 0.03 %
next_trading_day% 1258 0.04 % 0.09 % 54.05 % 6.79 % -6.07 % 0.89 % -0.96 % 0.04 %
t1_day_% 1258 0.08 % 0.13 % 55.96 % 8.47 % -11.98 % 1.10 % -1.23 % 0.08 %
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