Overnight Returns Calculator

Overnight Drift is perhaps the most persistent and statistically significant anomaly in global markets, yet it remains largely unexplained after 15+ years of research.

With this calculator, we hope to highlight these overnight returns and how much of an impact they can have. While the exact nature of the phenomena has yet to be conclusively detailed, we hope that making the data publically available could help solve one of investing's most perplexing riddles.

Note: This tool works best on desktop screens.

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