Test: iwc all

Filters
  • Ticker: IWC
  • Start Date: Aug. 16, 2005
  • End Date: Dec. 5, 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% 4356 0.07 % 0.09 % 58.56 % 5.58 % -10.54 % 0.52 % -0.57 % 0.07 %
next_trading_day% 4356 -0.03 % 0.05 % 51.45 % 8.75 % -10.26 % 0.88 % -1.00 % -0.03 %
t1_day_% 4356 0.03 % 0.09 % 53.76 % 10.46 % -13.53 % 1.05 % -1.15 % 0.03 %
Overnight Returns (Close to next open)
Next Trading Day Returns (Next open to next close)
t+1 Returns (Close to Next Close)