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REDDIT

Back testing foreign market divergence from US overnight markets

W
Apr 11, 2026 · 03:59

here is the data I found, Nikkei diverged 49 times in last year of trading, US markets went in opposite direct 67 percent of the time. hang seng diverged 60 times and moved in the opposite direction 65 percent of the time. so fading Asian overnight moves would have been more profitable than following them. DAX was less statistically significant 🤔