MoonlightQuant

Test: spy Monday night

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Odds Summary

Period	Observations	Avg %	Median %	Positive %	Max Gain	Max Loss	Avg Win %	Avg Loss %	Expected
overnight%	1413	0.07 %	0.07 %	57.11 %	5.14 %	-8.22 %	0.42 %	-0.39 %	0.07 %
next_trading_day%	1413	0.01 %	0.04 %	52.80 %	9.30 %	-6.37 %	0.65 %	-0.70 %	0.01 %
t1_day_%	1413	0.09 %	0.05 %	53.43 %	11.69 %	-5.22 %	0.83 %	-0.77 %	0.09 %

Overnight Returns (Close to next open)

Next Trading Day Returns (Next open to next close)

t+1 Returns (Close to Next Close)

Historical Occurrences