Can pre-market tell you anything: a quantitative study

BE Trader

Junior member
Pre-market is an exiting time when you start looking at your screens to check what's going on. There is a lot of information to consume: news, reports, charts... you can continue the list. In this study I explore if price movement in pre-market can provide any indications of how the day is going to look like.

There are 3 setups I tested from 2015 to 2022
  • Up 1%+ in pre-market
  • Down 1%+ in pre-market
  • Flat in pre-market (open and close are within 0.1%)

Algo Setup in^

Trading Conditions
  • $10,000 to trade daily
  • Trading only $SPY
  • Buy at 9:30 if condition is met
  • Do not trade on early close days
The Results

PS: This post is for fun and educational purposes only with no attempt to beat buy and hold. Do not use this is a trading/investment advice.
AdBlock Detected

We get it, advertisements are annoying!

But it's thanks to our sponsors that access to Trade2Win remains free for all. By viewing our ads you help us pay our bills, so please support the site and disable your AdBlocker.

I've Disabled AdBlock    No Thanks