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"snapshot_current": true, "snapshot_fresh": true, "snapshot_updated_at": "2026-09-30T19:30:37.291030+00:00", "starting_cash": 100000.0, "status": "running", "status_reason": null, "strategy_id": "overnight_anomaly", "strategy_spec": {"data_requirement": "ohlcv", "execution_code_sha256": "747f4b6189083e9979ceb538ba2e88a8388bd2c02e526fa4e7281126943e13d4", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "1d", "name": "Nasdaq overnight anomaly", "paper_allocation": 0.1, "paper_spec_id": "2:94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "paper_version": "2", "qualification_benchmark": "QQQ adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Require the daily close above its 20-session SMA.", "Enter long at the regular-session close.", "Exit at the following regular-session open.", "The course applies volatility-targeted sizing and a buying-power cap."], "strategy_id": "overnight_anomaly", "strategy_spec_hash": "94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "symbol": "QQQ"}, "strategy_version": "2:94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "updated_at": "2026-09-30T19:30:37.307263+00:00", "version_current": true}, "strategy": {"best_conditions": "Bullish regimes where positive news and global trading lift prices between the US close and next open.", "caveat": "QQQ is used as the clean free-data proxy for NQ; paper sizing is standardized across models.", "data_requirement": "ohlcv", "exact_with_yahoo": true, "example": "QQQ closes at 500 while its 20-day SMA is 490, so the model enters at 500 near the close. If the next session opens at 502, the gross overnight return is 0.40% before costs.", "execution_code_sha256": "747f4b6189083e9979ceb538ba2e88a8388bd2c02e526fa4e7281126943e13d4", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "how_it_works": "The strategy isolates the return earned outside regular trading hours. It holds overnight only when the market is above its 20-day average, using the trend filter to avoid some weak regimes.", "id": "overnight_anomaly", "interval": "1d", "main_risks": ["Overnight gaps cannot be stopped in real time at a chosen price", "The average edge is small relative to costs", "Large event losses can dominate many small gains", "QQQ differs from leveraged NQ futures"], "name": "Nasdaq overnight anomaly", "origin": "course", "paper_allocation": 0.1, "paper_spec_id": "2:94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "paper_spec_manifest": {"data_requirement": "ohlcv", "execution_code_sha256": "747f4b6189083e9979ceb538ba2e88a8388bd2c02e526fa4e7281126943e13d4", "execution_runtime": {"packages": {"beautifulsoup4": "4.15.0", "certifi": "2026.7.22", "cffi": "2.1.1", "charset-normalizer": "3.5.1", "curl-cffi": "0.16.0", "exchange-calendars": "4.13.2", "idna": "3.18", "korean-lunar-calendar": "0.4.0", "lxml": "6.1.1", "multitasking": "0.0.13", "numpy": "2.5.1", "packaging": "26.3", "pandas": "2.3.3", "peewee": "4.3.0", "platformdirs": "4.11.3", "protobuf": "7.35.1", "pycparser": "3.0", "pyluach": "2.3.0", "python-dateutil": "2.9.0.post0", "pytz": "2026.3.post1", "requests": "2.34.2", "six": "1.17.0", "soupsieve": "2.9.2", "toolz": "1.1.0", "typing-extensions": "4.16.0", "tzdata": "2026.3", "urllib3": "2.7.0", "websockets": "17.0.1", "yfinance": "1.6.0"}, "python": "3.12.13", "system_timezone_data_sha256": ["c63188e9f5017bb86bf93bcc12613cf4f814f6864119333fae06881b5b603814", "d7f2206b3a45989fc9ad63d558922532fa7352280d5f87176bf1db79cb1d1fa9"]}, "gross_exposure": 1.0, "interval": "1d", "name": "Nasdaq overnight anomaly", "paper_allocation": 0.1, "paper_spec_id": "2:94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "paper_version": "2", "qualification_benchmark": "QQQ adjusted close", "round_trip_cost_bps": 4.0, "rules": ["Require the daily close above its 20-session SMA.", "Enter long at the regular-session close.", "Exit at the following regular-session open.", "The course applies volatility-targeted sizing and a buying-power cap."], "strategy_id": "overnight_anomaly", "strategy_spec_hash": "94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "symbol": "QQQ"}, "paper_version": "2", "qualification": {"eligible_for_ai_label": false, "evidence_id": null, "gates": [], "policy": {"minimum_base_cost_bps": 4.0, "minimum_locked_calendar_days": 180, "minimum_locked_trades": 100, "minimum_stress_cost_bps": 8.0}, "status": "not_submitted", "strategy_id": "overnight_anomaly"}, "qualification_benchmark": "QQQ adjusted close", "rules": ["Require the daily close above its 20-session SMA.", "Enter long at the regular-session close.", "Exit at the following regular-session open.", "The course applies volatility-targeted sizing and a buying-power cap."], "strategy_spec_hash": "94a71a390e86d7025a127ffa2b26d8dfbc288f32ddf5536e1feca0a44aa5a63c", "summary": "Captures the close-to-next-open return during an established uptrend.", "symbol": "QQQ"}}