Backtesting Tools

Overnight Trading

Backtest which overnight session produces the best returns

Parameters
Members Only Premium Feature
Day, VIX Regime, and Moving Average filters are available to members.
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Day

Pick the entry weekday. Buys at that day's close and sells at the next trading day's open.

Fri captures the weekend hold into Monday's open.

VIX Regime

Narrows trades to days where VIX was in the chosen regime.

< 20: calm regime — low implied volatility, smooth trends.

20-30: elevated regime — choppier tape, regime transitions.

> 30: crisis regime — sharpest moves, highest uncertainty.

Moving Average

Filters trades by the close's position relative to the 5-day MA.

< 5D trades only when the close is below the 5-day MA. > 5D only when above.

Runs the same overnight backtest against 50 of the most active US stocks + ETFs using the currently selected Day, VIX Regime, and Moving Average filters.

Returns a leaderboard ranked by Win Rate or Average Trade. Click any row to load that ticker into the page.

Pick a ticker and select your buy/sell days to see results.