MoonlightQuant

Test: qqq 5 years

Filters

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

Historical Occurrences