Task 13
Overnight vs Intraday (Gap) → Strategy → BacktestEnter a ticker. We split each day's return into the overnight move (prior close → open) and the intraday move (open → close) — the documented anomaly is most US-equity return accrues overnight. An LLM picks a participation rule, and the backtest is honest about costs: overnight-only trades a round-trip every day, which usually erases the gross edge.