Test: spy all

Filters
  • Ticker: SPY
  • Start Date: Jan. 29, 1993
  • End Date: Nov. 28, 2022
  • Price Type: Adjusted Close
  • Days Tested: All
Odds Summary
Period Observations Avg % Median % Positive % Max Gain Max Loss Avg Win % Avg Loss % Expected
overnight% 7512 0.04 % 0.06 % 57.53 % 6.11 % -10.45 % 0.40 % -0.45 % 0.04 %
next_trading_day% 7512 0.00 % 0.04 % 53.30 % 9.30 % -8.99 % 0.62 % -0.70 % 0.00 %
t1_day_% 7512 0.04 % 0.07 % 54.70 % 14.52 % -10.94 % 0.76 % -0.83 % 0.04 %
Overnight Returns (Close to next open)
Next Trading Day Returns (Next open to next close)
t+1 Returns (Close to Next Close)
Historical Occurrences

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