Price & Market BehaviorCore researchResearchNew
Cash-aware overnight trend
Updated dailyData needs: lowlong onlyshort onlylong short
In plain terms
Test whether unusually strong or weak cash-adjusted overnight returns, confirmed by price trend, continue into future trading sessions.
How it works
Test an own-stock overnight-return trend using cash-aware completed-session features and ordinary trading costs.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore Cash-aware overnight trend on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.