MoonlightQuant

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Odds Summary

Period	Observations	Avg %	Median %	Positive %	Max Gain	Max Loss	Avg Win %	Avg Loss %	Expected
overnight%	7809	0.04 %	0.06 %	57.29 %	6.11 %	-10.45 %	0.40 %	-0.45 %	0.04 %
next_trading_day%	7809	0.01 %	0.04 %	53.46 %	9.30 %	-8.99 %	0.62 %	-0.70 %	0.01 %
t1_day_%	7809	0.05 %	0.07 %	54.71 %	14.52 %	-10.94 %	0.76 %	-0.82 %	0.05 %

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