Yes, of course. Good point. As soon as I saw that it didn't work, I tried the exact opposite, but it doesn't work either. It's often like this, because of commissions and spread costs. Besides that, I've tried all the other things I have mentioned earlier: entering a few hours earlier than the close and going short, and viceversa. Entering early on monday and staying long for a few hours, and viceversa. And more. I've tested it on bond futures, and Dow Jones.
Try something more advanced. If you are using Amibroker there is even code available: Buy the new moon open and sell the close just before the full moon.
Yes, I wrote you a private message. It's better to do this on a chat. We can't drag this thread forever asking each other questions back and forth.
this smells like SPAM to me, you have 3 different suggestions and no results so far if you need to ask ask through here