Test: GME Friday

Filters


  • Ticker: GME
  • Start Date: Jan. 1, 2020
  • End Date: Jan. 11, 2022
  • Price Type: Adjusted Close
  • Days Tested: Friday

Odds Summary


Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 100 1.63 % 0.50 % 65.00 % 48.79 % -14.38 % 3.67 % -2.15 % 1.63 %
next_trading_day% 100 0.28 % 1.08 % 58.00 % 25.57 % -28.92 % 5.25 % -6.57 % 0.28 %
t1_day_% 100 1.80 % 0.98 % 58.00 % 41.21 % -30.77 % 7.11 % -5.52 % 1.80 %

Overnight Returns (Close to next open)


Next Trading Day Returns (Next open to next close)


t+1 Returns (Close to Next Close)



Like what you see?

Contact us for full access


MoonlightQuant

Discover and share profitable overnight patterns.

Features

Site by thepath.dev

© 2021
; ;