Test: gld

Filters
  • Ticker: GLD
  • Start Date: Nov. 18, 2004
  • End Date: July 17, 2024
  • Price Type: Adjusted Close
  • Days Tested: All
Odds Summary
Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 4946 0.04 % 0.04 % 53.90 % 5.42 % -5.52 % 0.55 % -0.56 % 0.04 %
next_trading_day% 4946 0.00 % 0.00 % 50.57 % 10.83 % -7.11 % 0.50 % -0.51 % 0.00 %
t1_day_% 4946 0.04 % 0.05 % 53.23 % 11.29 % -8.78 % 0.77 % -0.80 % 0.04 %
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