Test: IWM very oversold on a Friday

Filters


  • Ticker: IWM
  • Start Date: Jan. 1, 2020
  • End Date: Nov. 26, 2021
  • RSI: 3 period RSI is below 15
  • Price Type: Adjusted Close
  • Days Tested: Friday

Notes


IWM very oversold on a Friday in the past couple of years.

Odds Summary


Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 10 0.18 % 0.70 % 70.00 % 1.27 % -2.01 % 0.87 % -1.44 % 0.18 %
next_trading_day% 10 0.58 % 0.49 % 80.00 % 2.07 % -1.06 % 0.88 % -0.61 % 0.58 %
t1_day_% 10 0.76 % 0.81 % 70.00 % 3.21 % -1.50 % 1.53 % -1.02 % 0.76 %

Overnight Returns (Close to next open)


Next Trading Day Returns (Next open to next close)


t+1 Returns (Close to Next Close)



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