Hi Trades,
Sorry about that "Buy the Close/Sell the Open Study" comment.
Guess I was getting weary, and had the "hasn't traded, nothing has changed" hat on !!!!
Maybe will look deeper at this "for fun" but the weekends/holidays can give some grief with data alignment to do the calculations. Enough said, haven't done this sort of thing in quite a while.
On first look though, sure looks like a "commission generator" for the brokerage !!!!!!
Just a quick look at Ng "daily chart data" because it was handy, there are some pretty healthy close/open differences - might prove to have some interesting shorter term results !!!????
Lee