Overnight Strategy Weekly Backtest

Backtesting of 5000+ stocks for overnight strategy. Creating plots comparing it to benchmarks. There are many stock which barely make it during the day, but big gains overnight. At least for the last 2 years. Reason is probably because during the night institutions drive the price while during the day many traders, retail as well as institutional, are in play essentially competing with each other keeping the price in a sort of equilibrium. Also, most earnings are announced after the market closes.

https://www.reddit.com/r/CrunchMyStock/

https://www.crunchmystock.com/

frontend repo: https://github.com/tombohub/crunch-my-stock-frontend