The rules, exactly as run
- Buy at every close.
- Sell at the next open. Nothing is ever held during the day.
- No filter, no timing, no skipped days — this is a test of the anomaly itself, not a strategy built on top of it.
Live
Return, live
+1.8%
over 473 trades the agent called
Win rate
52%
Per trade
+0.048%
Still open
12
If you had put in $100
$100.00
Live calls only, and positions still open are included at today’s price — a rule that holds for months would otherwise read as having done nothing while sitting on a year of gains. Only settled trades are counted underneath. The backfilled record below is the rules replayed over history they have already seen — turning that into a dollar figure would be money invented out of hindsight. Reset the counter whenever you like; it is kept in your browser, not in the journal.
Live so far
Overnight edgeJust owning SPY, QQQ, IWM, DIA, MDY, EFA, EEM, XLK, XLF, XLE, XLV and XLI
Backfilled: 2021-10-04 to 2026-10-02
Overnight edgeJust owning SPY, QQQ, IWM, DIA, MDY, EFA, EEM, XLK, XLF, XLE, XLV and XLI
The shape of the trades
Best trade
+6.2%
Worst trade
-6.3%
Median trade
+0.01%
t-statistic
-2.06
under 2 is noise
Versus doing nothing
| Return | Worst fall | Trades | Win rate | Per trade | Days holding | |
|---|---|---|---|---|---|---|
| Overnight edge | -17% | -36% | 14,575 | 51% | -0.014% | 97% |
| Just owning SPY, QQQ, IWM, DIA, MDY, EFA, EEM, XLK, XLF, XLE, XLV and XLI | +84% | -27% | — | — | — | 100% |
The catch
The edge per trade is tiny — a rounding error next to a real bid-ask spread and commission. It is here because it trades about 250 times a year, so it is the only one of the three that can build an honest sample in months rather than decades. Treat it as a measurement, not a plan.
Trades, newest first
| Entered | Held | At | Exited | Return | Why |
|---|---|---|---|---|---|
| 2026-10-02 | XLV | 166.18 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | XLK | 199.81 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | XLI | 169.95 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | XLF | 53.49 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | XLE | 62.82 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | SPY | 769.64 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | QQQ | 749.58 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | MDY | 669.66 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | IWM | 281.52 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | EFA | 103.96 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | EEM | 67.67 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-02 | DIA | 511.10 | 2026-10-02 | +0.00% | still holding — marked at today’s price, not settled |
| 2026-10-01 | XLV | 166.20 | 2026-10-02 | +0.21% | the next open |
| 2026-10-01 | XLK | 197.81 | 2026-10-02 | +1.69% | the next open |
| 2026-10-01 | XLI | 168.64 | 2026-10-02 | +0.92% | the next open |
| 2026-10-01 | XLF | 53.46 | 2026-10-02 | +0.15% | the next open |
| 2026-10-01 | XLE | 62.70 | 2026-10-02 | -1.34% | the next open |
| 2026-10-01 | SPY | 763.99 | 2026-10-02 | +0.86% | the next open |
| 2026-10-01 | QQQ | 742.03 | 2026-10-02 | +1.25% | the next open |
| 2026-10-01 | MDY | 663.38 | 2026-10-02 | +0.96% | the next open |
| 2026-10-01 | IWM | 279.02 | 2026-10-02 | +1.19% | the next open |
| 2026-10-01 | EFA | 102.82 | 2026-10-02 | +0.87% | the next open |
| 2026-10-01 | EEM | 66.81 | 2026-10-02 | +1.18% | the next open |
| 2026-10-01 | DIA | 508.62 | 2026-10-02 | +0.77% | the next open |
| 2026-09-30 backfill | XLV | 168.42 | 2026-10-01 | -0.16% | the next open |
| 2026-09-30 backfill | XLK | 195.75 | 2026-10-01 | +0.57% | the next open |
| 2026-09-30 backfill | XLI | 166.98 | 2026-10-01 | +0.10% | the next open |
| 2026-09-30 backfill | XLF | 53.40 | 2026-10-01 | -0.28% | the next open |
| 2026-09-30 backfill | XLE | 61.50 | 2026-10-01 | -0.55% | the next open |
| 2026-09-30 backfill | SPY | 762.63 | 2026-10-01 | +0.23% | the next open |
| 2026-09-30 backfill | QQQ | 739.77 | 2026-10-01 | +0.37% | the next open |
| 2026-09-30 backfill | MDY | 656.71 | 2026-10-01 | +0.03% | the next open |
| 2026-09-30 backfill | IWM | 277.89 | 2026-10-01 | -0.19% | the next open |
| 2026-09-30 backfill | EFA | 103.89 | 2026-10-01 | -0.49% | the next open |
| 2026-09-30 backfill | EEM | 66.79 | 2026-10-01 | -0.10% | the next open |
| 2026-09-30 backfill | DIA | 508.55 | 2026-10-01 | +0.16% | the next open |
| 2026-09-29 | XLV | 170.73 | 2026-09-30 | -0.33% | the next open |
| 2026-09-29 | XLK | 194.50 | 2026-09-30 | +0.50% | the next open |
| 2026-09-29 | XLI | 169.13 | 2026-09-30 | +0.26% | the next open |
| 2026-09-29 | XLF | 54.01 | 2026-09-30 | -0.04% | the next open |
Showing the latest 40 of 15,060 — the full history lives in journal.json.
Activity — what the agent actually did
01:03:09█run finished — 55,052 trades on record
01:03:09●fetch BTC-USD daily max → 3337 bars for btc-trend
01:03:05●fetch VNM.VN daily max → 3752 bars for vn-trend
01:03:05●fetch VIC.VN daily max → 3761 bars for vn-trend
01:03:05●fetch VCB.VN daily max → 4303 bars for vn-trend
01:03:05●fetch SSI.VN daily max → 4312 bars for vn-trend
01:03:04●fetch MWG.VN daily max → 3158 bars for vn-trend
01:03:04●fetch HPG.VN daily max → 4312 bars for vn-trend
01:03:04●fetch FPT.VN daily max → 4312 bars for vn-trend
01:03:03●fetch TQQQ daily max → 4186 bars for trend3x
01:03:03●fetch QQQ daily max → 6935 bars (safe asset for trend3x)
01:03:03●fetch LTC-USD daily 20y → 3219 bars for dual-momentum
01:03:02●fetch AVAX-USD daily 20y → 2205 bars for dual-momentum
01:03:02●fetch LINK-USD daily 20y → 2820 bars for dual-momentum
01:03:02●fetch DOGE-USD daily 20y → 2650 bars for dual-momentum
01:03:02●fetch ADA-USD daily 20y → 3094 bars for dual-momentum
01:03:02●fetch BNB-USD daily 20y → 3256 bars for dual-momentum
01:03:02●fetch XRP-USD daily 20y → 3077 bars for dual-momentum
01:03:02●fetch SOL-USD daily 20y → 2247 bars for dual-momentum
01:03:02●fetch ETH-USD daily 20y → 3337 bars for dual-momentum
01:03:02●fetch BTC-USD daily 20y → 3337 bars for dual-momentum
01:03:02●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)
01:03:02●fetch E1VFVN30.VN daily 20y → 2533 bars for dual-momentum
01:03:01●fetch VNM.VN daily 20y → 3752 bars for dual-momentum
01:03:01●fetch VIC.VN daily 20y → 3761 bars for dual-momentum
01:03:01●fetch VCB.VN daily 20y → 4303 bars for dual-momentum
01:03:00●fetch SSI.VN daily 20y → 4312 bars for dual-momentum
01:03:00●fetch MWG.VN daily 20y → 3158 bars for dual-momentum
01:03:00●fetch HPG.VN daily 20y → 4312 bars for dual-momentum
01:02:59●fetch FPT.VN daily 20y → 4312 bars for dual-momentum
01:02:59●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)
01:02:59●fetch XLI daily 20y → 5031 bars for dual-momentum
01:02:58●fetch XLV daily 20y → 5031 bars for dual-momentum
01:02:58●fetch XLE daily 20y → 5031 bars for dual-momentum
01:02:58●fetch XLF daily 20y → 5031 bars for dual-momentum
01:02:57●fetch XLK daily 20y → 5031 bars for dual-momentum
01:02:57●fetch EEM daily 20y → 5031 bars for dual-momentum
01:02:57●fetch EFA daily 20y → 5031 bars for dual-momentum
01:02:57●fetch MDY daily 20y → 5031 bars for dual-momentum
01:02:56●fetch DIA daily 20y → 5031 bars for dual-momentum
01:02:56●fetch IWM daily 20y → 5031 bars for dual-momentum
01:02:56●fetch QQQ daily 20y → 5031 bars for dual-momentum
01:02:56●fetch SPY daily 20y → 5031 bars for dual-momentum
01:02:56●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)
01:02:55●fetch LTC-USD daily 20y → 3219 bars for momentum-vol
01:02:55●fetch AVAX-USD daily 20y → 2205 bars for momentum-vol
01:02:55●fetch LINK-USD daily 20y → 2820 bars for momentum-vol
01:02:55●fetch DOGE-USD daily 20y → 2650 bars for momentum-vol
01:02:55●fetch ADA-USD daily 20y → 3094 bars for momentum-vol
01:02:55●fetch BNB-USD daily 20y → 3256 bars for momentum-vol
01:02:55●fetch XRP-USD daily 20y → 3077 bars for momentum-vol
01:02:55●fetch SOL-USD daily 20y → 2247 bars for momentum-vol
01:02:55●fetch ETH-USD daily 20y → 3337 bars for momentum-vol
01:02:55●fetch BTC-USD daily 20y → 3337 bars for momentum-vol
01:02:54●fetch E1VFVN30.VN daily 20y → 2533 bars for momentum-vol
01:02:54●fetch VNM.VN daily 20y → 3752 bars for momentum-vol
01:02:54●fetch VIC.VN daily 20y → 3761 bars for momentum-vol
01:02:53●fetch VCB.VN daily 20y → 4303 bars for momentum-vol
01:02:53●fetch SSI.VN daily 20y → 4312 bars for momentum-vol
01:02:53●fetch MWG.VN daily 20y → 3158 bars for momentum-vol
01:02:52●fetch HPG.VN daily 20y → 4312 bars for momentum-vol
01:02:52●fetch FPT.VN daily 20y → 4312 bars for momentum-vol
01:02:52●fetch XLI daily 20y → 5031 bars for momentum-vol
01:02:51●fetch XLV daily 20y → 5031 bars for momentum-vol
01:02:51●fetch XLE daily 20y → 5031 bars for momentum-vol
01:02:51●fetch XLF daily 20y → 5031 bars for momentum-vol
01:02:50●fetch XLK daily 20y → 5031 bars for momentum-vol
01:02:50●fetch EEM daily 20y → 5031 bars for momentum-vol
01:02:50●fetch EFA daily 20y → 5031 bars for momentum-vol
01:02:49●fetch MDY daily 20y → 5031 bars for momentum-vol
01:02:49●fetch DIA daily 20y → 5031 bars for momentum-vol
01:02:49●fetch IWM daily 20y → 5031 bars for momentum-vol
01:02:49●fetch QQQ daily 20y → 5031 bars for momentum-vol
01:02:49●fetch SPY daily 20y → 5031 bars for momentum-vol
01:02:49●fetch LTC-USD daily 20y → 3219 bars for momentum
01:02:45●fetch AVAX-USD daily 20y → 2205 bars for momentum
01:02:42●fetch LINK-USD daily 20y → 2820 bars for momentum
01:02:39●fetch DOGE-USD daily 20y → 2650 bars for momentum
01:02:36●fetch ADA-USD daily 20y → 3094 bars for momentum
01:02:33●fetch BNB-USD daily 20y → 3256 bars for momentum
01:02:28●fetch XRP-USD daily 20y → 3077 bars for momentum
01:02:25●fetch SOL-USD daily 20y → 2247 bars for momentum
01:02:22●fetch ETH-USD daily 20y → 3337 bars for momentum
01:02:18●fetch BTC-USD daily 20y → 3337 bars for momentum
01:02:14●fetch E1VFVN30.VN daily 20y → 2533 bars for momentum
01:02:14●fetch VNM.VN daily 20y → 3752 bars for momentum
01:02:13●fetch VIC.VN daily 20y → 3761 bars for momentum
01:02:13●fetch VCB.VN daily 20y → 4303 bars for momentum
01:02:12●fetch SSI.VN daily 20y → 4312 bars for momentum
01:02:12●fetch MWG.VN daily 20y → 3158 bars for momentum
01:02:11●fetch HPG.VN daily 20y → 4312 bars for momentum
01:02:11●fetch FPT.VN daily 20y → 4312 bars for momentum
01:02:10●fetch XLI daily 20y → 5031 bars for momentum
01:02:10●fetch XLV daily 20y → 5031 bars for momentum
01:02:09●fetch XLE daily 20y → 5031 bars for momentum
01:02:09●fetch XLF daily 20y → 5031 bars for momentum
01:02:08●fetch XLK daily 20y → 5031 bars for momentum
01:02:08●fetch EEM daily 20y → 5031 bars for momentum
01:02:07●fetch EFA daily 20y → 5031 bars for momentum
01:02:07●fetch MDY daily 20y → 5031 bars for momentum
01:02:06●fetch DIA daily 20y → 5031 bars for momentum
01:02:06●fetch IWM daily 20y → 5031 bars for momentum
01:02:06●fetch QQQ daily 20y → 5031 bars for momentum
01:02:05●fetch SPY daily 20y → 5031 bars for momentum
01:02:05▲OPEN overnight LTC-USD @ 70.66 (crypto)
01:02:05▼CLOSE overnight LTC-USD +0.00% — the next open
01:02:00●fetch LTC-USD daily 5y → 1827 bars for overnight
01:01:57▲OPEN overnight AVAX-USD @ 10.99 (crypto)
01:01:57▼CLOSE overnight AVAX-USD +0.00% — the next open
01:01:52●fetch AVAX-USD daily 5y → 1827 bars for overnight
01:01:49▲OPEN overnight LINK-USD @ 14.22 (crypto)
01:01:49▼CLOSE overnight LINK-USD -0.01% — the next open
01:01:45●fetch LINK-USD daily 5y → 1827 bars for overnight
01:01:42▲OPEN overnight DOGE-USD @ 0.0963 (crypto)
01:01:42▼CLOSE overnight DOGE-USD +0.00% — the next open
01:01:39●fetch DOGE-USD daily 5y → 1827 bars for overnight
01:01:36▲OPEN overnight ADA-USD @ 0.2633 (crypto)
01:01:36▼CLOSE overnight ADA-USD +0.00% — the next open
01:01:32●fetch ADA-USD daily 5y → 1827 bars for overnight
01:01:29▲OPEN overnight BNB-USD @ 795.9 (crypto)
01:01:29▼CLOSE overnight BNB-USD -0.00% — the next open
01:01:25●fetch BNB-USD daily 5y → 1827 bars for overnight
01:01:21▲OPEN overnight XRP-USD @ 1.522 (crypto)
01:01:21▼CLOSE overnight XRP-USD -0.01% — the next open
01:01:20●fetch XRP-USD daily 5y → 1827 bars for overnight
01:01:16▲OPEN overnight SOL-USD @ 121.2 (crypto)
01:01:16▼CLOSE overnight SOL-USD -0.01% — the next open
01:01:15●fetch SOL-USD daily 5y → 1827 bars for overnight
01:01:12▲OPEN overnight ETH-USD @ 2,727 (crypto)
01:01:12▼CLOSE overnight ETH-USD -0.00% — the next open
01:01:11●fetch ETH-USD daily 5y → 1827 bars for overnight
01:01:07▲OPEN overnight BTC-USD @ 8.657e+04 (crypto)
01:01:07▼CLOSE overnight BTC-USD +0.00% — the next open
01:01:06●fetch BTC-USD daily 5y → 1827 bars for overnight
01:00:59●fetch E1VFVN30.VN daily 5y → 725 bars for overnight
01:00:53●fetch VNM.VN daily 5y → 1296 bars for overnight
01:00:48●fetch VIC.VN daily 5y → 1305 bars for overnight
01:00:43●fetch VCB.VN daily 5y → 1296 bars for overnight
01:00:37●fetch SSI.VN daily 5y → 1305 bars for overnight
01:00:32●fetch MWG.VN daily 5y → 1296 bars for overnight
01:00:28●fetch HPG.VN daily 5y → 1305 bars for overnight
01:00:23●fetch FPT.VN daily 5y → 1305 bars for overnight
01:00:21●fetch XLI daily 5y → 1255 bars for overnight
01:00:19●fetch XLV daily 5y → 1255 bars for overnight
01:00:16●fetch XLE daily 5y → 1255 bars for overnight
01:00:14●fetch XLF daily 5y → 1255 bars for overnight
01:00:13●fetch XLK daily 5y → 1255 bars for overnight
01:00:11●fetch EEM daily 5y → 1255 bars for overnight
01:00:09●fetch EFA daily 5y → 1255 bars for overnight
01:00:07●fetch MDY daily 5y → 1255 bars for overnight
01:00:06●fetch DIA daily 5y → 1255 bars for overnight
01:00:05●fetch IWM daily 5y → 1255 bars for overnight
01:00:04●fetch QQQ daily 5y → 1255 bars for overnight
01:00:04●fetch SPY daily 5y → 1255 bars for overnight
01:00:04●fetch LTC-USD daily 10y → 3219 bars for rsi2
00:59:58●fetch AVAX-USD daily 10y → 2205 bars for rsi2
00:59:55●fetch LINK-USD daily 10y → 2820 bars for rsi2
00:59:52▼CLOSE rsi2 DOGE-USD +3.33% — closed above the 5-day average
00:59:52●fetch DOGE-USD daily 10y → 2650 bars for rsi2
00:59:49●fetch ADA-USD daily 10y → 3094 bars for rsi2
00:59:45●fetch BNB-USD daily 10y → 3256 bars for rsi2
00:59:41●fetch XRP-USD daily 10y → 3077 bars for rsi2
00:59:37●fetch SOL-USD daily 10y → 2247 bars for rsi2
00:59:34●fetch ETH-USD daily 10y → 3337 bars for rsi2
00:59:30●fetch BTC-USD daily 10y → 3337 bars for rsi2
00:59:26●fetch E1VFVN30.VN daily 10y → 2021 bars for rsi2
00:59:25●fetch VNM.VN daily 10y → 2588 bars for rsi2
00:59:25●fetch VIC.VN daily 10y → 2597 bars for rsi2
00:59:25●fetch VCB.VN daily 10y → 2588 bars for rsi2
00:59:24●fetch SSI.VN daily 10y → 2597 bars for rsi2
00:59:24●fetch MWG.VN daily 10y → 2588 bars for rsi2
00:59:24●fetch HPG.VN daily 10y → 2597 bars for rsi2
00:59:23●fetch FPT.VN daily 10y → 2597 bars for rsi2
00:59:23●fetch XLI daily 10y → 2514 bars for rsi2
00:59:22●fetch XLV daily 10y → 2514 bars for rsi2
00:59:22●fetch XLE daily 10y → 2514 bars for rsi2
00:59:22●fetch XLF daily 10y → 2514 bars for rsi2
00:59:21●fetch XLK daily 10y → 2514 bars for rsi2
00:59:21●fetch EEM daily 10y → 2514 bars for rsi2
00:59:21●fetch EFA daily 10y → 2514 bars for rsi2
00:59:21●fetch MDY daily 10y → 2514 bars for rsi2
00:59:20●fetch DIA daily 10y → 2514 bars for rsi2
00:59:20●fetch IWM daily 10y → 2514 bars for rsi2
00:59:20●fetch QQQ daily 10y → 2514 bars for rsi2
00:59:19●fetch SPY daily 10y → 2514 bars for rsi2
00:59:19█daily run started — 8 strategies × 3 baskets
00:44:40█run finished — 55,051 trades on record
00:44:40●fetch BTC-USD daily max → 3336 bars for btc-trend
00:44:37●fetch VNM.VN daily max → 3752 bars for vn-trend
00:44:37●fetch VIC.VN daily max → 3761 bars for vn-trend
00:44:37●fetch VCB.VN daily max → 4303 bars for vn-trend
00:44:37●fetch SSI.VN daily max → 4312 bars for vn-trend
00:44:37●fetch MWG.VN daily max → 3158 bars for vn-trend
00:44:37●fetch HPG.VN daily max → 4312 bars for vn-trend
00:44:37●fetch FPT.VN daily max → 4312 bars for vn-trend
00:44:36●fetch TQQQ daily max → 4186 bars for trend3x
00:44:36●fetch QQQ daily max → 6935 bars (safe asset for trend3x)
00:44:35●fetch LTC-USD daily 20y → 3218 bars for dual-momentum
00:44:35●fetch AVAX-USD daily 20y → 2204 bars for dual-momentum
00:44:35●fetch LINK-USD daily 20y → 2819 bars for dual-momentum
00:44:35●fetch DOGE-USD daily 20y → 2649 bars for dual-momentum
00:44:35●fetch ADA-USD daily 20y → 3093 bars for dual-momentum
00:44:35●fetch BNB-USD daily 20y → 3255 bars for dual-momentum
00:44:35●fetch XRP-USD daily 20y → 3076 bars for dual-momentum
00:44:35●fetch SOL-USD daily 20y → 2246 bars for dual-momentum
00:44:35●fetch ETH-USD daily 20y → 3336 bars for dual-momentum
00:44:35●fetch BTC-USD daily 20y → 3336 bars for dual-momentum
00:44:35●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)
00:44:35●fetch E1VFVN30.VN daily 20y → 2533 bars for dual-momentum
00:44:34●fetch VNM.VN daily 20y → 3752 bars for dual-momentum
00:44:34●fetch VIC.VN daily 20y → 3761 bars for dual-momentum
00:44:34●fetch VCB.VN daily 20y → 4303 bars for dual-momentum
00:44:33●fetch SSI.VN daily 20y → 4312 bars for dual-momentum
00:44:33●fetch MWG.VN daily 20y → 3158 bars for dual-momentum
00:44:33●fetch HPG.VN daily 20y → 4312 bars for dual-momentum
00:44:33●fetch FPT.VN daily 20y → 4312 bars for dual-momentum
00:44:33●fetch BIL daily 20y → 4868 bars (safe asset for dual-momentum)
00:44:32●fetch XLI daily 20y → 5031 bars for dual-momentum
00:44:32●fetch XLV daily 20y → 5031 bars for dual-momentum
00:44:32●fetch XLE daily 20y → 5031 bars for dual-momentum
Written by the agent as it ran, not composed for this page afterwards. The log is shared across every strategy because one run computes them all — that is genuinely how it works.