Test: GLD Monday

Filters


  • Ticker: GLD
  • Start Date: Jan. 1, 2019
  • End Date: April 29, 2022
  • Price Type: Adjusted Close
  • Days Tested: Monday

Odds Summary


Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 158 0.03 % 0.06 % 53.80 % 4.92 % -3.46 % 0.51 % -0.53 % 0.03 %
next_trading_day% 158 0.04 % 0.04 % 52.53 % 2.41 % -2.19 % 0.47 % -0.44 % 0.04 %
t1_day_% 158 0.07 % 0.17 % 58.23 % 4.85 % -5.37 % 0.67 % -0.77 % 0.07 %

Overnight Returns (Close to next open)


Next Trading Day Returns (Next open to next close)


t+1 Returns (Close to Next Close)


Historical Occurrences


Date Adj. Close T+1 Open T+1 Close Overnight % T+1 Trading Day % T+1 Close %
2022-04-25 177.05 177.95 177.32 0.51 -0.35 0.15
2022-04-18 184.61 183.19 181.82 -0.77 -0.75 -1.51
2022-04-11 182.37 184.04 183.77 0.92 -0.15 0.77
2022-04-04 180.37 180.91 179.24 0.30 -0.92 -0.63
2022-03-28 179.06 177.02 179.14 -1.14 1.20 0.04
2022-03-21 180.67 179.60 179.36 -0.59 -0.13 -0.73
2022-03-14 182.30 179.10 178.89 -1.76 -0.12 -1.87
2022-03-07 186.41 188.35 191.51 1.04 1.68 2.74
2022-02-28 178.38 179.05 181.62 0.37 1.44 1.82
2022-02-14 174.74 173.10 173.08 -0.94 -0.01 -0.95
2022-02-07 170.11 170.10 170.63 -0.01 0.31 0.31
2022-01-31 168.09 168.57 168.23 0.29 -0.20 0.08
2022-01-24 172.03 171.95 172.58 -0.05 0.37 0.32
2022-01-10 168.26 168.44 170.29 0.11 1.10 1.21
2022-01-03 168.33 168.90 169.57 0.34 0.40 0.74
2021-12-27 169.37 169.33 168.64 -0.02 -0.41 -0.43
2021-12-20 167.09 167.69 167.02 0.36 -0.40 -0.04
2021-12-13 167.00 165.34 165.44 -0.99 0.06 -0.93
2021-12-06 166.22 166.20 166.81 -0.01 0.37 0.35
2021-11-29 166.62 167.77 165.50 0.69 -1.35 -0.67
2021-11-22 168.74 167.28 167.28 -0.87 0.00 -0.87
2021-11-15 174.18 173.97 172.92 -0.12 -0.60 -0.72
2021-11-08 170.45 170.73 171.29 0.16 0.33 0.49
2021-11-01 167.52 167.43 167.16 -0.05 -0.16 -0.21
2021-10-25 168.93 167.88 167.68 -0.62 -0.12 -0.74
2021-10-18 164.92 166.50 165.45 0.96 -0.63 0.32
2021-10-11 163.92 164.57 164.66 0.40 0.05 0.45
2021-10-04 165.36 163.94 164.59 -0.86 0.40 -0.47
2021-09-27 163.64 162.73 162.05 -0.56 -0.42 -0.97
2021-09-20 164.94 165.81 166.04 0.53 0.14 0.67
2021-09-13 167.74 168.22 168.82 0.29 0.36 0.64
2021-08-30 169.35 169.23 169.69 -0.07 0.27 0.20
2021-08-23 168.73 169.04 168.65 0.18 -0.23 -0.05
2021-08-16 167.22 167.29 166.97 0.04 -0.19 -0.15
2021-08-09 161.72 161.39 161.77 -0.20 0.24 0.03
2021-08-02 169.61 169.42 169.49 -0.11 0.04 -0.07
2021-07-26 168.16 168.73 168.44 0.34 -0.17 0.17
2021-07-19 169.61 170.51 169.39 0.53 -0.66 -0.13
2021-07-12 169.00 169.51 169.22 0.30 -0.17 0.13
2021-06-28 166.58 164.34 164.83 -1.34 0.30 -1.05
2021-06-21 166.95 166.35 166.25 -0.36 -0.06 -0.42
2021-06-14 174.71 174.78 174.05 0.04 -0.42 -0.38
2021-06-07 177.87 177.23 177.32 -0.36 0.05 -0.31
2021-05-24 176.35 176.15 177.95 -0.11 1.02 0.91
2021-05-17 174.70 175.18 175.04 0.27 -0.08 0.19
2021-05-10 172.11 170.56 172.14 -0.90 0.93 0.02
2021-05-03 167.81 167.69 166.58 -0.07 -0.66 -0.73
2021-04-26 166.84 166.92 166.42 0.05 -0.30 -0.25
2021-04-19 165.89 165.65 166.48 -0.14 0.50 0.36
2021-04-12 162.28 163.18 163.43 0.55 0.15 0.71
2021-04-05 161.92 162.79 163.22 0.54 0.26 0.80
2021-03-29 160.31 157.94 157.57 -1.48 -0.23 -1.71
2021-03-22 163.00 162.45 161.81 -0.34 -0.39 -0.73
2021-03-15 162.20 162.36 162.35 0.10 -0.01 0.09
2021-03-08 157.49 160.75 160.84 2.07 0.06 2.13
2021-03-01 161.53 161.93 162.41 0.25 0.30 0.54
2021-02-22 169.51 169.48 169.12 -0.02 -0.21 -0.23
2021-02-08 171.52 172.57 172.08 0.61 -0.28 0.33
2021-02-01 174.23 172.49 172.11 -1.00 -0.22 -1.22
2021-01-25 174.05 173.98 173.62 -0.04 -0.21 -0.25
2021-01-11 173.00 173.13 174.12 0.08 0.57 0.65
2021-01-04 182.33 182.87 182.87 0.30 0.00 0.30
2020-12-28 175.71 176.25 176.35 0.31 0.06 0.36
2020-12-21 175.88 176.20 174.49 0.18 -0.97 -0.79
2020-12-14 171.54 173.43 173.94 1.10 0.29 1.40
2020-12-07 174.89 175.51 175.50 0.35 -0.01 0.35
2020-11-30 166.67 169.76 170.18 1.85 0.25 2.11
2020-11-23 172.23 169.30 169.59 -1.70 0.17 -1.53
2020-11-16 177.15 177.25 176.50 0.06 -0.42 -0.37
2020-11-09 175.08 176.75 175.66 0.95 -0.62 0.33
2020-11-02 177.91 178.95 178.92 0.58 -0.02 0.57
2020-10-26 178.55 178.71 179.02 0.09 0.17 0.26
2020-10-19 178.39 178.54 179.25 0.08 0.40 0.48
2020-10-12 180.56 178.56 177.72 -1.11 -0.47 -1.57
2020-10-05 179.41 180.16 177.30 0.42 -1.59 -1.18
2020-09-28 176.70 177.19 178.19 0.28 0.56 0.84
2020-09-21 179.52 179.63 178.65 0.06 -0.55 -0.48
2020-09-14 183.89 184.46 183.45 0.31 -0.55 -0.24
2020-08-31 184.83 186.99 185.05 1.17 -1.04 0.12
2020-08-24 181.00 181.06 181.22 0.03 0.09 0.12
2020-08-17 186.50 189.18 188.18 1.44 -0.53 0.90
2020-08-10 190.15 183.57 179.94 -3.46 -1.98 -5.37
2020-08-03 185.64 185.61 189.59 -0.02 2.14 2.13
2020-07-27 182.23 182.02 183.75 -0.12 0.95 0.83
2020-07-20 170.94 172.53 173.00 0.93 0.27 1.21
2020-07-13 169.40 168.97 170.19 -0.25 0.72 0.47
2020-07-06 167.98 167.41 169.04 -0.34 0.97 0.63
2020-06-29 166.63 166.31 167.37 -0.19 0.64 0.44
2020-06-22 165.09 165.63 166.48 0.33 0.51 0.84
2020-06-15 162.33 161.85 162.25 -0.30 0.25 -0.05
2020-06-08 159.72 161.07 161.26 0.85 0.12 0.96
2020-06-01 163.66 164.00 162.60 0.21 -0.85 -0.65
2020-05-18 162.69 163.60 164.26 0.56 0.40 0.97
2020-05-11 159.42 160.30 160.04 0.55 -0.16 0.39
2020-05-04 160.34 160.16 161.02 -0.11 0.54 0.42
2020-04-27 161.56 160.89 160.84 -0.41 -0.03 -0.45
2020-04-20 159.70 157.60 158.61 -1.31 0.64 -0.68
2020-04-13 161.41 162.67 162.68 0.78 0.01 0.79
2020-04-06 156.88 155.33 156.04 -0.99 0.46 -0.54
2020-03-30 152.92 151.36 148.05 -1.02 -2.19 -3.18
2020-03-23 146.30 153.50 153.40 4.92 -0.07 4.85
2020-03-16 141.64 140.18 143.56 -1.03 2.41 1.36
2020-03-09 157.81 156.23 154.48 -1.00 -1.12 -2.11
2020-03-02 149.20 150.84 153.89 1.10 2.02 3.14
2020-02-24 156.09 155.12 153.30 -0.62 -1.17 -1.79
2020-02-10 148.17 148.03 147.66 -0.09 -0.25 -0.34
2020-02-03 148.36 146.96 146.43 -0.94 -0.36 -1.30
2020-01-27 148.99 148.36 147.66 -0.42 -0.47 -0.89
2020-01-13 145.82 145.40 145.69 -0.29 0.20 -0.09
2020-01-06 147.39 147.57 147.97 0.12 0.27 0.39
2019-12-30 142.63 143.31 142.90 0.48 -0.29 0.19
2019-12-23 139.95 140.44 141.27 0.35 0.59 0.94
2019-12-16 139.04 139.04 139.01 0.00 -0.02 -0.02
2019-12-09 137.58 138.25 137.97 0.49 -0.20 0.28
2019-12-02 137.79 139.06 139.11 0.92 0.04 0.96
2019-11-25 137.08 136.98 137.74 -0.07 0.55 0.48
2019-11-18 138.62 138.13 138.69 -0.35 0.41 0.05
2019-11-11 137.06 137.03 137.43 -0.02 0.29 0.27
2019-11-04 142.15 140.70 139.85 -1.02 -0.60 -1.62
2019-10-28 140.64 140.00 140.25 -0.46 0.18 -0.28
2019-10-21 139.79 140.13 140.20 0.24 0.05 0.29
2019-10-14 140.59 140.27 139.61 -0.23 -0.47 -0.70
2019-10-07 140.69 142.03 141.92 0.95 -0.08 0.87
2019-09-30 138.87 138.07 139.63 -0.58 1.13 0.55
2019-09-23 143.75 143.21 144.51 -0.38 0.91 0.53
2019-09-16 141.32 141.82 141.60 0.35 -0.16 0.20
2019-09-09 141.39 141.23 140.18 -0.11 -0.74 -0.86
2019-08-26 144.19 144.30 145.57 0.08 0.88 0.96
2019-08-19 141.11 141.77 142.21 0.47 0.31 0.78
2019-08-12 142.63 143.17 141.78 0.38 -0.97 -0.60
2019-08-05 137.79 138.33 138.91 0.39 0.42 0.81
2019-07-29 134.53 134.76 134.98 0.17 0.16 0.33
2019-07-22 134.45 134.43 133.69 -0.01 -0.55 -0.57
2019-07-15 133.53 133.18 132.40 -0.26 -0.59 -0.85
2019-07-08 131.29 131.43 131.75 0.11 0.24 0.35
2019-07-01 130.62 131.27 133.41 0.50 1.63 2.14
2019-06-24 133.94 134.90 134.20 0.72 -0.52 0.19
2019-06-17 126.48 127.58 127.12 0.87 -0.36 0.51
2019-06-10 125.33 124.94 125.18 -0.31 0.19 -0.12
2019-06-03 125.11 124.88 125.15 -0.18 0.22 0.03
2019-05-20 120.64 120.08 120.36 -0.46 0.23 -0.23
2019-05-13 122.67 122.60 122.46 -0.06 -0.11 -0.17
2019-05-06 120.81 121.02 121.21 0.17 0.16 0.33
2019-04-29 120.83 120.89 121.20 0.05 0.26 0.31
2019-04-22 120.37 119.67 120.12 -0.58 0.38 -0.21
2019-04-15 121.60 120.38 120.51 -1.00 0.11 -0.90
2019-04-08 122.51 123.26 123.15 0.61 -0.09 0.52
2019-04-01 121.53 121.72 121.98 0.16 0.21 0.37
2019-03-25 124.92 124.48 124.30 -0.35 -0.14 -0.50
2019-03-18 123.04 123.72 123.38 0.55 -0.27 0.28
2019-03-11 122.24 122.54 122.98 0.25 0.36 0.61
2019-03-04 121.56 121.38 121.72 -0.15 0.28 0.13
2019-02-25 125.37 125.33 125.58 -0.03 0.20 0.17
2019-02-11 123.60 123.96 123.86 0.29 -0.08 0.21
2019-02-04 123.96 124.29 124.28 0.27 -0.01 0.26
2019-01-28 123.29 123.71 123.98 0.34 0.22 0.56
2019-01-14 122.09 122.28 121.88 0.16 -0.33 -0.17
2019-01-07 121.86 121.15 121.53 -0.58 0.31 -0.27

Like what you see?

Contact us for full access


MoonlightQuant

Discover and share profitable overnight patterns.

Features

Site by thepath.dev

© 2021
; ;