Overnight Anomaly in US Stocks (SPY)
This strategy buys the S&P 500 ETF (SPY) a few minutes before the stock market closes and sells it at the next morning's open. It holds the position overnight only and is flat for the whole trading day. Backtested on AMEX:SPY, 5-minute bars, January 2000 to September 2026. Status: shared as research, not a trading candidate. It has plenty of trades and a win rate above 40%, but it misses the bar o
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From DaviddTech classroom · Opensource. Past results don't predict future ones. Not financial advice.
Try Overnight Anomaly in US Stocks (SPY)
Open in the terminalGet accessAdd it to your chart, back-test it on any pair, compare it with other strategies, forward-test it on paper, or run it as a bot.
Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.