A Comparative Analysis of Overnight vs. Daytime Static and Momentum Strategies Across Sector ETFs

This study examines overnight vs. daytime static and momentum strategies applied to ten sector Exchange-traded funds (ETFs) over a 27-year period from 1999 to 2025. Our findings reveal that several such strategies, particularly reversal strategies, consistently outperform static and buy-and-hold str...

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Detalhes bibliográficos

Principais autores:	Gourav Salotra, Tharunya Katikireddy, Yaswanth Anumolu, Eugene Pinsky
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2026-04-01
Colecção:	Risks
Assuntos:	trading strategies momentum reversal inertia ETF sector performances
Acesso em linha:	https://www.mdpi.com/2227-9091/14/4/84
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