Comments on: Questions About The Overnight Edge https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/?utm_source=rss&utm_medium=rss&utm_campaign=questions-about-the-overnight-edge Helping you Master EasyLanguage Tue, 26 Apr 2022 02:38:07 +0000 hourly 1 https://wordpress.org/?v=7.0.4 By: Michel https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6091 Sat, 21 Jun 2014 15:26:15 +0000 http://systemtradersuccess.com/?p=6205#comment-6091 Probably shows that if you want to be long during the day, market open is not the best time to enter.

10:30 is probably the best time to go long. I wonder what the curves will look like if you use 10:30 as the time to go long or exit short.

]]> By: aimdal https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6090 Tue, 20 May 2014 13:43:53 +0000 http://systemtradersuccess.com/?p=6205#comment-6090 Good article Jeff! I once tried to figure out how XIV perform during the night compared with the day. Like Apple and SPY of course, it shows similar results. What about looking at VIX future contango as a filter? I lack the futures data…

http://nightlypatterns.wordpress.com/

]]> By: Jeff Swanson https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6089 Mon, 19 May 2014 16:16:03 +0000 http://systemtradersuccess.com/?p=6205#comment-6089 In reply to Michael Harris.

Thanks Michael. I missed your article about AAPL. I just randomly picked Apple since it was such a popular stock and was very surprised to discover how dramatic the night and day difference was.

]]> By: Jeff Swanson https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6088 Mon, 19 May 2014 16:14:22 +0000 http://systemtradersuccess.com/?p=6205#comment-6088 In reply to Dorky.

Remember, the study combines many years of data. Some years may show positive daily return while other won’t. Furthermore, it’ possible to see more green candles then red candles on a given chart yet, the sum of red and green candles produces a negative value. All it takes is for the red candles to subtract more points than points gained from the green. In other words, the red candles are larger.

]]> By: Michael Harris https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6087 Mon, 19 May 2014 15:34:40 +0000 http://systemtradersuccess.com/?p=6205#comment-6087 I was going to say that this year there is an edge in TLT in the RTH session vs. the night session.

]]> By: Michael Harris https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6086 Mon, 19 May 2014 15:32:33 +0000 http://systemtradersuccess.com/?p=6205#comment-6086 Hi Jeff,

Nice article! I wrote about this overnight edge in AAPL:

http://www.priceactionlab.com/Blog/2013/10/a-stunning-return-in-apple-and-the-best-kept-secret-on-wall-street/

Since last month the edge is gone. It may reappear. This yeat there is a good edge in RTH session vs. the night session.

]]> By: Dorky https://easylanguagemastery.com/building-strategies/questions-about-the-overnight-edge/#comments/6085 Mon, 19 May 2014 13:23:56 +0000 http://systemtradersuccess.com/?p=6205#comment-6085 If that is possible, then doesn’t that mean almost every day the SPY will generally experience more red (than green) candlesticks that go higher and higher? Meaning the red candles keep getting higher from each other into the future, instead of green candlesticks. But then when I see the SPY chart, there are still fairly more green candlesticks going higher and higher than red candlesticks going higher and higher.

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