Is Holding Overnight Risky?
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We had a lively debate about overnight risk, so I ran the dumbest possible SPY test:
Buy the open, sell the close.
Buy the close, sell the next open.
Results: Rule #1 did ~4%/yr with ~30% max drawdown. Rule #2 did ~3.5%/yr with about half the drawdown. Translation: the risk-adjusted edge lives overnight—that’s when earnings and macro surprises actually print.
Does this mean “hold everything overnight”? Nope. It means getting paid for the risk and managing it like a pro: diversify across uncorrelated swing systems (pullback, mean reversion, momentum) and size smaller holds if you’re skittish. Let data, not fear, drive the plan.
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