MoonlightQuant

Test: GLD Monday

Filters

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